# EDGAR Filing Document

**Accession Number:** 0000050013
**File Stem:** 0001193125-25-334214
**Filing Date:** 2025-12
**Character Count:** 1863885
**Document Hash:** bd663dbd888e51dd47923b0322440e55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-334214.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-334214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INCOME FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000050013

**ORGANIZATION NAME:**
- **EIN:** 060867264
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01880
- **FILM NUMBER:** 251606477

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9501

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INCOME FUND OF AMERICA INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT COMPANIES OF AMERICA INC
- **DATE OF NAME CHANGE:** 19710427

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREENWICH GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19701222

## Series and Classes Contracts Data

### INCOME FUND OF AMERICA (Series ID: S000008814)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000023985 | Class A       | AMECX           |
| C000023986 | Class R-1     | RIDAX           |
| C000023987 | Class R-2     | RIDBX           |
| C000023988 | Class R-3     | RIDCX           |
| C000023989 | Class R-4     | RIDEX           |
| C000023990 | Class R-5     | RIDFX           |
| C000023992 | Class C       | IFACX           |
| C000023993 | Class F-1     | IFAFX           |
| C000023994 | Class 529-A   | CIMAX           |
| C000023996 | Class 529-C   | CIMCX           |
| C000023997 | Class 529-E   | CIMEX           |
| C000023998 | Class 529-F-1 | CIMFX           |
| C000068581 | Class F-2     | AMEFX           |
| C000077898 | Class R-6     | RIDGX           |
| C000148385 | Class R-2E    | RIEBX           |
| C000164804 | Class R-5E    | RIDHX           |
| C000179951 | Class F-3     | FIFAX           |
| C000189427 | Class 529-T   | TFAAX           |
| C000189428 | Class T       | TIAFX           |
| C000223653 | Class 529-F-2 | FAIFX           |
| C000223654 | Class 529-F-3 | FFIFX           |

## Nport-Ex

![](img80ca07ce1.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**The Income Fund of America**<sup>®</sup>

Investment portfolio

October 31, 2025

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Common stocks 69.09%<br> **Financials 15.09%**<br>| Shares | Value<br> (000)<br>|
| JPMorgan Chase & Co.  | 6901108 | $2147073 |
| Citigroup, Inc.  | 15366816 | 1555583 |
| CME Group, Inc., Class A  | 4700084 | 1247825 |
| CaixaBank SA, non-registered shares  | 100828680 | 1065018 |
| Fifth Third Bancorp  | 22133775 | 921208 |
| Synchrony Financial  | 11083201 | 824369 |
| Carlyle Group, Inc. (The)  | 14424698 | 769125 |
| Ares Management Corp., Class A  | 4955917 | 736994 |
| UniCredit SpA  | 9723645 | 719259 |
| Goldman Sachs Group, Inc.  | 898702 | 709408 |
| Brookfield Asset Management, Ltd., Class A  | 12146556 | 656643 |
| Citizens Financial Group, Inc.  | 12133604 | 617236 |
| NatWest Group PLC  | 74081914 | 568483 |
| Morgan Stanley  | 3252020 | 533331 |
| Bank of America Corp.  | 9670212 | 516873 |
| MS&AD Insurance Group Holdings, Inc.  | 19863300 | 409056 |
| American International Group, Inc.  | 5000000 | 394800 |
| Power Corp. of Canada, subordinate voting shares  | 8244797 | 386213 |
| Apollo Asset Management, Inc.  | 2993772 | 372156 |
| Banco Bilbao Vizcaya Argentaria SA  | 18146919 | 365961 |
| AXA SA  | 7381189 | 320142 |
| PICC Property and Casualty Co., Ltd., Class H  | 125000000 | 295538 |
| Zurich Insurance Group AG  | 392519 | 272764 |
| ING Groep NV  | 10499909 | 263230 |
| DBS Group Holdings, Ltd.  | 6105477 | 252654 |
| Allianz SE  | 619243 | 248664 |
| National Bank of Canada  | 2181865 | 243769 |
| 3i Group PLC  | 4110000 | 237547 |
| BlackRock, Inc.  | 204624 | 221569 |
| Progressive Corp.  | 1066700 | 219740 |
| Blackstone, Inc.  | 1477751 | 216697 |
| Munchener Ruckversicherungs-Gesellschaft AG  | 318703 | 197032 |
| Nordnet AB  | 6000000 | 173605 |
| Aviva PLC  | 18123287 | 159476 |
| Mizuho Financial Group, Inc.  | 4631100 | 154620 |
| Partners Group Holding AG  | 124045 | 151617 |
| Manulife Financial Corp.  | 4595192 | 148712 |
| B3 SA - Brasil, Bolsa, Balcao  | 60301822 | 141901 |
| KB Financial Group, Inc.  | 1721838 | 140306 |
| National Bank of Greece SA  | 8041354 | 118038 |
| ICICI Bank, Ltd.  | 7315730 | 110948 |
| Islandsbanki hf. <sup>(a)</sup>  | 100744765 | 97449 |
| Bank Leumi le-Israel BM  | 4727319 | 95981 |
| AIA Group, Ltd.  | 8619200 | 83867 |
| Bank Hapoalim BM  | 4024613 | 81748 |
| Royal Bank of Canada <sup>(b)</sup>  | 547058 | 80143 |

---

The Income Fund of America — Page 1 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Financials (continued)**<br>| Shares | Value<br> (000)<br>|
| Credicorp, Ltd.  | 300095 | $78325 |
| Qualitas Controladora, SAB de CV <sup>(b)</sup>  | 8439995 | 76534 |
| Wells Fargo & Co.  | 869127 | 75588 |
| Skandinaviska Enskilda Banken AB, Class A  | 3739101 | 71373 |
| Macquarie Group, Ltd.  | 457380 | 65254 |
| BPER Banca SpA  | 2988782 | 35728 |
| Ally Financial, Inc. <sup>(b)</sup>  | 567155 | 22102 |
| Erste Group Bank AG  | 211451 | 21872 |
| Banco BPM SpA  | 1341581 | 19517 |
| KKR & Co., Inc.  | 164019 | 19408 |
| Brookfield Corp., Class A  | 311295 | 14335 |
| Banco Santander SA  | 1033615 | 10518 |
| Sberbank of Russia PJSC <sup>(c)</sup>  | 25683200 | — <br><sup>(d)</sup><br>|
|  |  | 20754925 |
| **Health care 8.26%** |  |  |
| Gilead Sciences, Inc.  | 19619859 | 2350263 |
| CVS Health Corp.  | 23692996 | 1851608 |
| Amgen, Inc.  | 4502034 | 1343542 |
| Sanofi <sup>(b)</sup>  | 12484389 | 1263059 |
| UnitedHealth Group, Inc.  | 3306598 | 1129401 |
| AbbVie, Inc.  | 4874540 | 1062845 |
| Medtronic PLC  | 9803932 | 889217 |
| AstraZeneca PLC  | 5226420 | 860936 |
| Johnson & Johnson  | 1029052 | 194357 |
| Novo Nordisk AS, Class B  | 3716786 | 183375 |
| Takeda Pharmaceutical Co., Ltd.  | 4245700 | 114831 |
| GSK PLC  | 1826051 | 42786 |
| Rotech Healthcare, Inc. <sup>(a)(c)(e)(f)</sup>  | 543172 | 39201 |
| Mallinckrodt PLC <sup>(e)</sup>  | 297305 | 30622 |
| Sandoz Group AG  | 167000 | 11115 |
| Endo, LP, nonvoting shares <sup>(c)(e)</sup>  | 79502000 | — <br><sup>(d)</sup><br>|
|  |  | 11367158 |
| **Information technology 7.46%** |  |  |
| Broadcom, Inc.  | 9522735 | 3519889 |
| Taiwan Semiconductor Manufacturing Co., Ltd.  | 42710786 | 2066552 |
| Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)  | 1471300 | 442023 |
| Microsoft Corp.  | 3082685 | 1596245 |
| International Business Machines Corp.  | 4561768 | 1402333 |
| MediaTek, Inc.  | 10410000 | 441633 |
| Texas Instruments, Inc.  | 1678152 | 270954 |
| Diebold Nixdorf, Inc. <sup>(a)(e)</sup>  | 4521627 | 267454 |
| Tokyo Electron, Ltd.  | 658350 | 146050 |
| Seagate Technology Holdings PLC  | 287573 | 73584 |
| Microchip Technology, Inc.  | 365704 | 22827 |
| Skyworks Solutions, Inc.  | 225716 | 17543 |
|  |  | 10267087 |
| **Consumer staples 7.08%** |  |  |
| Philip Morris International, Inc.  | 24590854 | 3549198 |
| Nestle SA  | 15800358 | 1509396 |
| Coca-Cola Co.  | 8954694 | 616978 |
| Sysco Corp.  | 8133138 | 604130 |
| Procter & Gamble Co.  | 3221904 | 484478 |

---

The Income Fund of America — Page 2 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Consumer staples (continued)**<br>| Shares | Value<br> (000)<br>|
| Keurig Dr Pepper, Inc.  | 17269764 | $469047 |
| Kimberly-Clark Corp.  | 2980456 | 356790 |
| Bunge Global SA  | 3446797 | 326067 |
| Altria Group, Inc.  | 5273988 | 297347 |
| Hershey Co.  | 1600000 | 271408 |
| Unilever PLC  | 4000000 | 240009 |
| British American Tobacco PLC  | 4136368 | 211732 |
| General Mills, Inc.  | 4390196 | 204627 |
| Target Corp.  | 1633848 | 151490 |
| Mondelez International, Inc., Class A  | 1827808 | 105026 |
| Pernod Ricard SA <sup>(b)</sup>  | 1000000 | 97971 |
| Imperial Brands PLC  | 1999525 | 79467 |
| PepsiCo, Inc.  | 484503 | 70781 |
| WH Group, Ltd.  | 49532000 | 47492 |
| Tyson Foods, Inc., Class A  | 577683 | 29699 |
| Viva Wine Group AB <sup>(a)(b)</sup>  | 4500000 | 18203 |
| Kweichow Moutai Co., Ltd., Class A  | 29000 | 5834 |
|  |  | 9747170 |
| **Energy 6.01%** |  |  |
| EOG Resources, Inc.  | 16957766 | 1794810 |
| Canadian Natural Resources, Ltd. (CAD denominated)  | 39270006 | 1256315 |
| Chevron Corp.  | 5785543 | 912496 |
| Exxon Mobil Corp.  | 5991682 | 685209 |
| Baker Hughes Co., Class A  | 13079995 | 633203 |
| Shell PLC (GBP denominated)  | 15634647 | 584114 |
| Shell PLC (EUR denominated)  | 458998 | 17174 |
| SLB, Ltd.  | 12266388 | 442326 |
| Tourmaline Oil Corp.  | 8796534 | 386908 |
| Expand Energy Corp.  | 3581262 | 369980 |
| Enbridge, Inc.  | 5000000 | 233100 |
| Diamondback Energy, Inc. <sup>(b)</sup>  | 1388555 | 198827 |
| TotalEnergies SE  | 2456700 | 152986 |
| ConocoPhillips  | 1715000 | 152395 |
| TC Energy Corp. (CAD denominated)  | 2668721 | 133917 |
| Halliburton Co.  | 3247392 | 87160 |
| Cenovus Energy, Inc. (CAD denominated)  | 4637554 | 78364 |
| Viper Energy, Inc., Class A  | 2055633 | 77210 |
| Ascent Resources, LLC, Class A <sup>(c)(f)</sup>  | 1102146 | 50710 |
| DT Midstream, Inc.  | 113913 | 12472 |
| Altera Infrastructure, LP <sup>(c)</sup>  | 80900 | 3227 |
| Mesquite Energy, Inc. <sup>(c)(e)</sup>  | 25913 | 1469 |
|  |  | 8264372 |
| **Industrials 5.24%** |  |  |
| BAE Systems PLC  | 81296131 | 2001671 |
| Lockheed Martin Corp.  | 1887338 | 928344 |
| RTX Corp.  | 3737072 | 667067 |
| L3Harris Technologies, Inc.  | 1393700 | 402919 |
| PACCAR, Inc.  | 3795216 | 373449 |
| 3M Co.  | 2181535 | 363226 |
| ITOCHU Corp.  | 6000000 | 345869 |
| Johnson Controls International PLC  | 2779737 | 317974 |
| Union Pacific Corp.  | 1365362 | 300885 |
| Caterpillar, Inc.  | 415639 | 239932 |

---

The Income Fund of America — Page 3 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Industrials (continued)**<br>| Shares | Value<br> (000)<br>|
| Norfolk Southern Corp.  | 818000 | $231805 |
| Watsco, Inc.  | 434018 | 159723 |
| Siemens AG  | 542137 | 153423 |
| Ventia Services Group Pty, Ltd.  | 34829353 | 130341 |
| Deutsche Post AG  | 2200661 | 101014 |
| United Parcel Service, Inc., Class B  | 1000000 | 96420 |
| Volvo AB, Class B  | 3436750 | 94809 |
| Valmet OYJ  | 2850000 | 92846 |
| Paychex, Inc.  | 440000 | 51493 |
| Bureau Veritas SA  | 1218228 | 39996 |
| Inwido AB  | 2500000 | 37873 |
| Bouygues SA  | 700121 | 31597 |
| Marubeni Corp.  | 858200 | 21095 |
| Regal Rexnord Corp.  | 134000 | 18879 |
| General Dynamics Corp.  | 35000 | 12072 |
|  |  | 7214722 |
| **Consumer discretionary 5.08%** |  |  |
| Industria de Diseno Textil SA  | 23389534 | 1289413 |
| Starbucks Corp.  | 15701806 | 1269805 |
| Home Depot, Inc.  | 2624193 | 996117 |
| Darden Restaurants, Inc.  | 5361414 | 965859 |
| Restaurant Brands International, Inc.  | 10712603 | 703711 |
| Vail Resorts, Inc. <sup>(a)(b)</sup>  | 2185425 | 324164 |
| Compagnie Generale des Etablissements Michelin  | 10000000 | 319286 |
| Evolution AB  | 4550000 | 304182 |
| Compagnie Financiere Richemont SA, Class A  | 888595 | 175609 |
| NIKE, Inc., Class B  | 2080914 | 134406 |
| McDonald's Corp.  | 321876 | 96057 |
| Puuilo OYJ <sup>(a)</sup>  | 5509640 | 90183 |
| Hyundai Motor Co.  | 416000 | 84409 |
| Midea Group Co., Ltd., Class A  | 7391465 | 79340 |
| Accor SA  | 1294017 | 66002 |
| Domino's Pizza Group PLC  | 16887433 | 43189 |
| Aimbridge Topco, LLC <sup>(c)(e)</sup>  | 297303 | 22512 |
| Hasbro, Inc.  | 153315 | 11700 |
| Las Vegas Sands Corp.  | 152468 | 9049 |
| NMG Parent, LLC <sup>(c)(e)</sup>  | 61091 | — <br><sup>(d)</sup><br>|
|  |  | 6984993 |
| **Utilities 5.05%** |  |  |
| FirstEnergy Corp.  | 23663438 | 1084495 |
| National Grid PLC  | 68240929 | 1020709 |
| Southern Co. (The)  | 10503767 | 987774 |
| Brookfield Infrastructure Partners, LP  | 22376603 | 763410 |
| DTE Energy Co.  | 5101717 | 691487 |
| Dominion Energy, Inc.  | 9713059 | 570059 |
| Pinnacle West Capital Corp.  | 5628536 | 498238 |
| Exelon Corp.  | 7533499 | 347445 |
| NextEra Energy, Inc.  | 3718769 | 302708 |
| Public Service Enterprise Group, Inc.  | 1750000 | 140980 |
| CenterPoint Energy, Inc.  | 3500244 | 133849 |
| AES Corp.  | 8173030 | 113360 |
| CPFL Energia SA  | 10301000 | 79652 |
| Talen Energy Corp. <sup>(e)</sup>  | 175287 | 70076 |

---

The Income Fund of America — Page 4 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Utilities (continued)**<br>| Shares | Value<br> (000)<br>|
| Engie SA  | 2079630 | $48665 |
| Veolia Environnement SA <sup>(b)</sup>  | 1080115 | 35682 |
| Snam SpA  | 5235064 | 32271 |
| Duke Energy Corp.  | 182442 | 22678 |
|  |  | 6943538 |
| **Materials 3.91%** |  |  |
| Agnico Eagle Mines, Ltd.  | 9830897 | 1581160 |
| Barrick Mining Corp.  | 16415500 | 538428 |
| Southern Copper Corp.  | 3813987 | 529381 |
| Lundin Mining Corp.  | 24403237 | 392526 |
| Smurfit Westrock PLC  | 9325047 | 344281 |
| Newmont Corp.  | 4138953 | 335131 |
| International Paper Co.  | 8310980 | 321136 |
| Packaging Corp. of America <sup>(b)</sup>  | 1229648 | 240716 |
| Rio Tinto PLC  | 2830600 | 202651 |
| Air Products and Chemicals, Inc.  | 640174 | 155300 |
| Eastman Chemical Co.  | 2387834 | 142124 |
| Glencore PLC  | 25624217 | 122500 |
| Endeavour Mining PLC  | 2595110 | 103967 |
| LyondellBasell Industries NV  | 1750000 | 81235 |
| Northern Star Resources, Ltd.  | 4207456 | 67462 |
| Vale SA, ordinary nominative shares  | 4744941 | 57557 |
| Aura Minerals, Inc.  | 1620102 | 52378 |
| International Flavors & Fragrances, Inc.  | 753785 | 47466 |
| Solidcore Resources PLC <sup>(e)</sup>  | 6162000 | 34014 |
| Anglo American PLC  | 856931 | 32301 |
| Venator Materials PLC <sup>(c)(e)(g)</sup>  | 53540 | — <br><sup>(d)</sup><br>|
|  |  | 5381714 |
| **Communication services 3.60%** |  |  |
| Publicis Groupe SA  | 10812492 | 1082664 |
| AT&T, Inc.  | 37463018 | 927210 |
| Comcast Corp., Class A  | 31213595 | 868830 |
| Koninklijke KPN NV  | 144369348 | 668189 |
| Singapore Telecommunications, Ltd.  | 175434500 | 572050 |
| NetEase, Inc.  | 8012100 | 224200 |
| NetEase, Inc. (ADR)  | 1198161 | 167863 |
| Verizon Communications, Inc.  | 4492000 | 178512 |
| Deutsche Telekom AG  | 4843672 | 150147 |
| Orange  | 6788944 | 108117 |
| Clear Channel Outdoor Holdings, Inc. <sup>(e)</sup>  | 152827 | 277 |
| DSG TopCo, Inc. <sup>(e)</sup>  | 26430 | 227 |
| Cumulus Media, Inc., Class A <sup>(e)</sup>  | 217532 | 29 |
|  |  | 4948315 |
| **Real estate 2.31%** |  |  |
| Simon Property Group, Inc. REIT  | 3207729 | 563790 |
| American Tower Corp. REIT  | 2634601 | 471541 |
| VICI Properties, Inc. REIT  | 13457755 | 403598 |
| Extra Space Storage, Inc. REIT  | 1642792 | 219378 |
| Iron Mountain, Inc. REIT  | 2117169 | 217963 |
| CTP NV <sup>(b)</sup>  | 9654732 | 201417 |
| Mid-America Apartment Communities, Inc. REIT  | 1453466 | 186378 |
| Prologis, Inc. REIT  | 1367687 | 169716 |

---

The Income Fund of America — Page 5 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Real estate (continued)**<br>| Shares | Value<br> (000)<br>|
| Ventas, Inc. REIT  | 2000000 | $147580 |
| Crown Castle, Inc. REIT  | 1580000 | 142548 |
| UDR, Inc. REIT  | 3826358 | 128910 |
| Lamar Advertising Co. REIT, Class A  | 903020 | 107089 |
| Lineage, Inc. REIT  | 2378276 | 93704 |
| Public Storage REIT  | 225000 | 62676 |
| Brixmor Property Group, Inc. REIT  | 1655326 | 43303 |
| Essential Properties Realty Trust, Inc. REIT  | 729238 | 21790 |
|  |  | 3181381 |
| **Total common stocks** (cost: $60,267,698,000) |  | 95055375 |
| Preferred securities 0.26%<br> **Financials 0.26%**<br>|  |  |
| Itau Unibanco Holding SA, preferred nominative shares  | 45000000 | 329892 |
| AH Parent, Inc., Class A, 10.50% PIK and 10.00% Cash perpetual cumulative preferred shares <sup>(c)(f)(h)</sup>  | 17970 | 18551 |
| Citigroup, Inc., 10.47% preferred shares  | 378650 | 11371 |
|  |  | 359814 |
| **Industrials 0.00%** |  |  |
| ACR III LSC Holdings, LLC, Series B, preferred shares <sup>(c)(e)(i)</sup>  | 3259 | 5331 |
| **Health care 0.00%** |  |  |
| Mallinckrodt PLC, preferred shares <sup>(c)(e)</sup>  | 13546405020 | 1 |
| **Total preferred securities** (cost: $246,096,000) |  | 365146 |
| Rights & warrants 0.00%<br> **Energy 0.00%**<br>|  |  |
| Constellation Oil Services Holding SA, Class D, warrants, expire 6/10/2071 <sup>(c)(e)</sup>  | 28 | — <br><sup>(d)</sup><br>|
| **Total rights & warrants** (cost: $0) |  | — <br><sup>(d)</sup><br>|
| Convertible stocks 0.79%<br> **Industrials 0.59%**<br>|  |  |
| Boeing Co., Series A, convertible preferred depositary shares, 6.00% 10/15/2027  | 12628085 | 817290 |
| **Financials 0.19%** |  |  |
| KKR & Co., Inc., Class D, convertible preferred shares, 6.25% 3/1/2028  | 5207215 | 255258 |
| **Information technology 0.01%** |  |  |
| Microchip Technology, Inc., Series A, cumulative convertible preferred depositary shares, 7.50% 3/15/2028 <sup>(b)</sup>  | 304259 | 17616 |
| **Total convertible stocks** (cost: $929,724,000) |  | 1090164 |

---

The Income Fund of America — Page 6 of 73

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**unaudited**

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| | | |
|:---|:---|:---|
| Convertible bonds & notes 0.04%<br> **Communication services 0.04%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| EchoStar Corp., convertible notes, 3.875% PIK 11/30/2030 <sup>(h)</sup>  | USD1,670 | $4018 |
| Live Nation Entertainment, Inc., convertible notes, 2.875% 10/15/2031 <sup>(i)</sup>  | 25000 | 24883 |
| Live Nation Entertainment, Inc., convertible notes, 2.875% 1/15/2030 <sup>(i)</sup>  | 17500 | 18629 |
| **Total convertible bonds & notes** (cost: $44,496,000) |  | 47530 |
| Bonds, notes & other debt instruments 24.33%<br> **Corporate bonds, notes & loans 15.83%**<br> **Financials 2.39%**<br>|  |  |
| AerCap Ireland Capital DAC 2.45% 10/29/2026  | 9166 | 9027 |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(c)(i)(j)(k)</sup>  | 30499 | 30270 |
| AG Issuer, LLC 6.25% 3/1/2028 <sup>(i)</sup>  | 77127 | 77454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings, Inc., Term Loan B, (1-month USD CME Term SOFR + 3.25%) 7.215% <br> 5/30/2032 <sup>(j)(k)</sup>  | 2525 | 2541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 5.50%) 9.465% <br>5/30/2033 <sup>(j)(k)</sup>  | 23485 | 24201 |
| Alliant Holdings Intermediate, LLC 4.25% 10/15/2027 <sup>(i)</sup>  | 16855 | 16611 |
| Alliant Holdings Intermediate, LLC 6.75% 10/15/2027 <sup>(i)</sup>  | 65526 | 65819 |
| Alliant Holdings Intermediate, LLC 6.75% 4/15/2028 <sup>(i)</sup>  | 14500 | 14774 |
| Alliant Holdings Intermediate, LLC 5.875% 11/1/2029 <sup>(i)</sup>  | 35215 | 35145 |
| Alliant Holdings Intermediate, LLC 7.00% 1/15/2031 <sup>(i)</sup>  | 32120 | 33299 |
| Alliant Holdings Intermediate, LLC 6.50% 10/1/2031 <sup>(i)</sup>  | 3490 | 3583 |
| Alliant Holdings Intermediate, LLC 7.375% 10/1/2032 <sup>(i)</sup>  | 24135 | 24933 |
| Ally Financial, Inc. 8.00% 11/1/2031  | 4026 | 4578 |
| American Express Co. 6.489% 10/30/2031 (USD-SOFR + 1.94% on 10/30/2030) <sup>(l)</sup>  | 8383 | 9171 |
| American Express Co. 5.442% 1/30/2036 (USD-SOFR + 1.32% on 1/30/2035) <sup>(l)</sup>  | 5898 | 6143 |
| American International Group, Inc. 5.125% 3/27/2033  | 3981 | 4091 |
| AmWINS Group, Inc. 6.375% 2/15/2029 <sup>(i)</sup>  | 17335 | 17681 |
| AmWINS Group, Inc. 4.875% 6/30/2029 <sup>(i)</sup>  | 55605 | 53753 |
| Ardonagh Finco, Ltd. 7.75% 2/15/2031 <sup>(i)</sup>  | 16675 | 17457 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032 <sup>(i)</sup>  | 19535 | 20403 |
| Aretec Group, Inc. 7.50% 4/1/2029 <sup>(i)</sup>  | 61410 | 61958 |
| Aretec Group, Inc. 10.00% 8/15/2030 <sup>(i)</sup>  | 17750 | 19335 |
| Arthur J. Gallagher & Co. 5.15% 2/15/2035  | 5980 | 6041 |
| Arthur J. Gallagher & Co. 5.55% 2/15/2055  | 1599 | 1555 |
| Athene Global Funding 4.86% 8/27/2026 <sup>(i)</sup>  | 2500 | 2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(l)</sup>  | 6995 | 6666 |
| Bank of America Corp. 2.087% 6/14/2029 (USD-SOFR + 1.06% on 6/14/2028) <sup>(l)</sup>  | 4185 | 3974 |
| Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028) <sup>(l)</sup>  | 6625 | 6915 |
| Bank of America Corp. 5.288% 4/25/2034 (USD-SOFR + 1.91% on 4/25/2033) <sup>(l)</sup>  | 12134 | 12559 |
| Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033) <sup>(l)</sup>  | 2829 | 3033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 7.625% 2/11/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.375% on <br> 2/11/2030) <sup>(i)(l)</sup>  | 3295 | 3498 |
| Blackstone Private Credit Fund 6.00% 11/22/2034  | 35920 | 36446 |
| Block, Inc. 5.625% 8/15/2030 <sup>(i)</sup>  | 13995 | 14215 |
| Block, Inc. 3.50% 6/1/2031  | 51835 | 48304 |
| Block, Inc. 6.50% 5/15/2032  | 4680 | 4859 |
| Block, Inc. 6.00% 8/15/2033 <sup>(i)</sup>  | 8455 | 8651 |
| Blue Owl Capital Corp. 3.40% 7/15/2026  | 6475 | 6417 |
| Blue Owl Capital Corp. 2.625% 1/15/2027  | 20600 | 20066 |
| Blue Owl Capital Corp. 3.125% 4/13/2027  | 14490 | 14122 |
| Blue Owl Capital Corp. 2.875% 6/11/2028  | 1765 | 1667 |
| Blue Owl Credit Income Corp. 4.70% 2/8/2027  | 17775 | 17712 |

---

The Income Fund of America — Page 7 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Blue Owl Credit Income Corp. 6.65% 3/15/2031  | USD13,930 | $14467 |
| BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028) <sup>(i)(l)</sup>  | 8362 | 7850 |
| BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029) <sup>(i)(l)</sup>  | 18600 | 19232 |
| BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029) <sup>(i)(l)</sup>  | 476 | 489 |
| Boost Newco Borrower, LLC 7.50% 1/15/2031 <sup>(i)</sup>  | 15025 | 15974 |
| BPCE SA 5.975% 1/18/2027 (USD-SOFR + 2.10% on 1/18/2026) <sup>(i)(l)</sup>  | 2008 | 2013 |
| BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) <sup>(i)(l)</sup>  | 3500 | 3714 |
| BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) <sup>(i)(l)</sup>  | 14300 | 14930 |
| BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) <sup>(i)(l)</sup>  | 12679 | 12999 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) <sup>(i)(l)</sup>  | 11909 | 12771 |
| BPCE SA 6.027% 5/28/2036 (USD-SOFR + 1.956% on 5/28/2035) <sup>(i)(l)</sup>  | 601 | 634 |
| Brown & Brown, Inc. 4.90% 6/23/2030  | 982 | 996 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 958 | 983 |
| Brown & Brown, Inc. 5.55% 6/23/2035  | 15693 | 16162 |
| Brown & Brown, Inc. 6.25% 6/23/2055  | 14635 | 15411 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(i)(l)</sup>  | 3400 | 3537 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(i)(l)</sup>  | 16902 | 17575 |
| CaixaBank SA 4.885% 7/3/2031 (USD-SOFR + 1.36% on 7/3/2030) <sup>(i)(l)</sup>  | 10191 | 10324 |
| CaixaBank SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033) <sup>(i)(l)</sup>  | 2000 | 2231 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) <sup>(l)</sup>  | 742 | 771 |
| Chubb INA Holdings, LLC 3.35% 5/3/2026  | 765 | 763 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 8345 | 8553 |
| Citibank, NA 4.914% 5/29/2030  | 9400 | 9674 |
| Citigroup, Inc. 3.668% 7/24/2028 (3-month USD CME Term SOFR + 1.652% on 7/24/2027) <sup>(l)</sup>  | 700 | 694 |
| Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028) <sup>(l)</sup>  | 11000 | 11145 |
| Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030) <sup>(l)</sup>  | 18363 | 16938 |
| Citigroup, Inc. 4.503% 9/11/2031 (USD-SOFR + 1.171% on 9/11/2030) <sup>(l)</sup>  | 11225 | 11241 |
| Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031) <sup>(l)</sup>  | 3775 | 3358 |
| Citigroup, Inc. 6.02% 1/24/2036 (USD-SOFR + 1.83% on 1/24/2035) <sup>(l)</sup>  | 1950 | 2041 |
| Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) <sup>(l)</sup>  | 3532 | 3616 |
| Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) <sup>(l)</sup>  | 1300 | 1317 |
| Citizens Financial Group, Inc. 5.841% 1/23/2030 (USD-SOFR + 2.01% on 1/23/2029) <sup>(l)</sup>  | 18020 | 18739 |
| CME Group, Inc. 3.75% 6/15/2028  | 5875 | 5862 |
| Coinbase Global, Inc. 3.375% 10/1/2028 <sup>(i)</sup>  | 115458 | 109905 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(i)</sup>  | 62595 | 55998 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 <sup>(i)</sup>  | 55581 | 50393 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032 <sup>(i)</sup>  | 25178 | 22251 |
| Corebridge Financial, Inc. 3.65% 4/5/2027  | 7215 | 7156 |
| Corebridge Financial, Inc. 3.85% 4/5/2029  | 7448 | 7347 |
| Corebridge Financial, Inc. 3.90% 4/5/2032  | 2303 | 2193 |
| Corebridge Financial, Inc. 4.35% 4/5/2042  | 1622 | 1411 |
| Corebridge Financial, Inc. 4.40% 4/5/2052  | 2907 | 2406 |
| Credit Agricole SA 1.247% 1/26/2027 (USD-SOFR + 0.892% on 1/26/2026) <sup>(i)(l)</sup>  | 4900 | 4863 |
| Deutsche Bank AG 4.10% 1/13/2026  | 33123 | 33096 |
| Deutsche Bank AG 4.10% 1/13/2026  | 834 | 834 |
| Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027) <sup>(l)</sup>  | 25913 | 25373 |
| Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028) <sup>(l)</sup>  | 6558 | 6875 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(l)</sup>  | 8775 | 9372 |
| Equitable Holdings, Inc. 5.00% 4/20/2048  | 849 | 781 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027) <sup>(l)</sup>  | 17500 | 17160 |
| Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) <sup>(l)</sup>  | 13700 | 13876 |
| Goldman Sachs Group, Inc. 5.218% 4/23/2031 (USD-SOFR + 1.58% on 4/23/2030) <sup>(l)</sup>  | 1157 | 1194 |
| Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) <sup>(l)</sup>  | 4111 | 4093 |
| Goldman Sachs Group, Inc. 3.21% 4/22/2042 (USD-SOFR + 1.513% on 4/22/2041) <sup>(l)</sup>  | 7500 | 5835 |

---

The Income Fund of America — Page 8 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hightower Holding, LLC 6.75% 4/15/2029 <sup>(i)</sup>  | USD32,820 | $33035 |
| Hightower Holding, LLC 9.125% 1/31/2030 <sup>(i)</sup>  | 39065 | 42067 |
| Howden UK Refinance PLC 7.25% 2/15/2031 <sup>(i)</sup>  | 26210 | 27038 |
| Howden UK Refinance 2 PLC 8.125% 2/15/2032 <sup>(i)</sup>  | 9445 | 9758 |
| HSBC Holdings PLC 7.39% 11/3/2028 (USD-SOFR + 7.39% on 11/3/2027) <sup>(l)</sup>  | 243 | 257 |
| HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028) <sup>(l)</sup>  | 4701 | 4443 |
| HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) <sup>(l)</sup>  | 6495 | 6507 |
| HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031) <sup>(l)</sup>  | 2000 | 1820 |
| HSBC Holdings PLC 2.871% 11/22/2032 (USD-SOFR + 1.41% on 11/22/2031) <sup>(l)</sup>  | 1922 | 1738 |
| HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035) <sup>(l)</sup>  | 29241 | 30216 |
| HSBC Holdings PLC 5.133% 11/6/2036 (USD-SOFR + 1.43% on 11/6/2035) <sup>(l)</sup>  | 1110 | 1111 |
| HSBC Holdings PLC 6.332% 3/9/2044 (USD-SOFR + 2.65% on 3/9/2043) <sup>(l)</sup>  | 298 | 329 |
| HUB International, Ltd. 5.625% 12/1/2029 <sup>(i)</sup>  | 25020 | 24966 |
| HUB International, Ltd. 7.25% 6/15/2030 <sup>(i)</sup>  | 12698 | 13266 |
| HUB International, Ltd. 7.375% 1/31/2032 <sup>(i)</sup>  | 25565 | 26512 |
| HUB International, Ltd., Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.12% 6/20/2030 <sup>(j)(k)</sup>  | 35383 | 35529 |
| Intercontinental Exchange, Inc. 5.25% 6/15/2031  | 4099 | 4283 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 <sup>(i)</sup>  | 41358 | 41437 |
| Intesa Sanpaolo SpA 3.875% 7/14/2027 <sup>(i)</sup>  | 6150 | 6114 |
| Intesa Sanpaolo SpA 3.875% 1/12/2028 <sup>(i)</sup>  | 2820 | 2792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(i)(l)</sup>  | 8332 | 9847 |
| ION Platform Finance US, Inc. 8.75% 5/1/2029 <sup>(i)</sup>  | 43925 | 44747 |
| ION Platform Finance US, Inc. 9.50% 5/30/2029 <sup>(i)</sup>  | 32282 | 33024 |
| ION Platform Finance US, Inc. 9.00% 8/1/2029 <sup>(i)</sup>  | 30259 | 30666 |
| ION Platform Finance US, Inc. 7.875% 9/30/2032 <sup>(i)</sup>  | 23465 | 22916 |
| Iron Mountain Information Management Services, Inc. 5.00% 7/15/2032 <sup>(i)</sup>  | 45895 | 44409 |
| Jackson National Life Global Funding 4.55% 9/9/2030 <sup>(i)</sup>  | 8000 | 7987 |
| Jane Street Group, LLC 7.125% 4/30/2031 <sup>(i)</sup>  | 5998 | 6299 |
| Jane Street Group, LLC 6.75% 5/1/2033 <sup>(i)</sup>  | 36875 | 38495 |
| JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) <sup>(l)</sup>  | 2070 | 2092 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(l)</sup>  | 4000 | 4082 |
| JPMorgan Chase & Co. 3.54% 5/1/2028 (3-month USD CME Term SOFR + 1.642% on 5/1/2027) <sup>(l)</sup>  | 350 | 347 |
| JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027) <sup>(l)</sup>  | 6435 | 6518 |
| JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) <sup>(l)</sup>  | 5200 | 5242 |
| JPMorgan Chase & Co. 6.087% 10/23/2029 (USD-SOFR + 1.57% on 10/23/2028) <sup>(l)</sup>  | 6500 | 6851 |
| JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) <sup>(l)</sup>  | 1790 | 1868 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(l)</sup>  | 7515 | 7617 |
| JPMorgan Chase & Co. 5.14% 1/24/2031 (USD-SOFR + 0.90% on 1/24/2030) <sup>(l)</sup>  | 4350 | 4496 |
| JPMorgan Chase & Co. 4.255% 10/22/2031 (USD-SOFR + 0.93% on 10/22/2030) <sup>(l)</sup>  | 5850 | 5831 |
| JPMorgan Chase & Co. 5.294% 7/22/2035 (USD-SOFR + 1.46% on 7/22/2034) <sup>(l)</sup>  | 4835 | 5001 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(l)</sup>  | 12034 | 12690 |
| JPMorgan Chase & Co. 5.576% 07/23/2036 (USD-SOFR + 1.635% on 7/23/2035) <sup>(l)</sup>  | 1470 | 1525 |
| JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) <sup>(l)</sup>  | 1075 | 1072 |
| JPMorgan Chase & Co. 3.109% 4/22/2051 (USD-SOFR + 2.44% on 4/22/2050) <sup>(l)</sup>  | 6250 | 4356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(l)</sup>  | 7070 | 6945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on 1/19/2028) <sup>(i)(l)</sup>  | 2400 | 2479 |
| Liberty Mutual Group, Inc. 4.569% 2/1/2029 <sup>(i)</sup>  | 2929 | 2947 |
| Lloyds Banking Group PLC 4.582% 12/10/2025  | 4600 | 4601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 4.425% 11/4/2031 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.82% on <br> 11/4/2030) <sup>(l)</sup>  | 3355 | 3350 |
| LPL Holdings, Inc. 4.625% 11/15/2027 <sup>(i)</sup>  | 22510 | 22443 |

---

The Income Fund of America — Page 9 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| LPL Holdings, Inc. 4.00% 3/15/2029 <sup>(i)</sup>  | USD19,120 | $18683 |
| LPL Holdings, Inc. 4.375% 5/15/2031 <sup>(i)</sup>  | 21690 | 21026 |
| M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028) <sup>(l)</sup>  | 13352 | 14457 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031  | 11250 | 11506 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 7250 | 7361 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 4500 | 4438 |
| Mastercard, Inc. 4.35% 1/15/2032  | 219 | 220 |
| Mastercard, Inc. 4.85% 3/9/2033  | 33 | 34 |
| Metropolitan Life Global Funding I 5.05% 6/11/2027 <sup>(i)</sup>  | 3000 | 3048 |
| Metropolitan Life Global Funding I 5.15% 3/28/2033 <sup>(i)</sup>  | 3578 | 3713 |
| Mizuho Financial Group, Inc. 1.979% 9/8/2031 (3-month USD CME Term SOFR + 1.532% on 9/8/2030) <sup>(l)</sup>  | 3350 | 2996 |
| Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027) <sup>(l)</sup>  | 2000 | 2042 |
| Morgan Stanley 5.123% 2/1/2029 (USD-SOFR + 1.73% on 2/1/2028) <sup>(l)</sup>  | 2250 | 2297 |
| Morgan Stanley 4.994% 4/12/2029 (USD-SOFR + 1.38% on 4/12/2028) <sup>(l)</sup>  | 2175 | 2216 |
| Morgan Stanley 5.164% 4/20/2029 (USD-SOFR + 1.59% on 4/20/2028) <sup>(l)</sup>  | 10134 | 10362 |
| Morgan Stanley 5.449% 7/20/2029 (USD-SOFR + 1.63% on 7/20/2028) <sup>(l)</sup>  | 2175 | 2245 |
| Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029) <sup>(l)</sup>  | 6432 | 6601 |
| Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030) <sup>(l)</sup>  | 2687 | 2775 |
| Morgan Stanley 2.699% 1/22/2031 (USD-SOFR + 1.143% on 1/22/2030) <sup>(l)</sup>  | 1001 | 937 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(l)</sup>  | 3523 | 3633 |
| Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) <sup>(l)</sup>  | 3325 | 3314 |
| Morgan Stanley 1.928% 4/28/2032 (USD-SOFR + 1.02% on 4/28/2031) <sup>(l)</sup>  | 276 | 242 |
| Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) <sup>(l)</sup>  | 5707 | 5678 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) <sup>(l)</sup>  | 5447 | 5512 |
| Nasdaq, Inc. 5.55% 2/15/2034  | 871 | 914 |
| Navient Corp. 6.75% 6/15/2026  | 15000 | 15172 |
| Navient Corp. 5.00% 3/15/2027  | 19710 | 19607 |
| Navient Corp. 4.875% 3/15/2028  | 3085 | 3019 |
| Navient Corp. 5.50% 3/15/2029  | 95140 | 93659 |
| Navient Corp. 9.375% 7/25/2030  | 3215 | 3535 |
| Navient Corp. 11.50% 3/15/2031  | 43790 | 49159 |
| Navient Corp. 7.875% 6/15/2032  | 42110 | 43558 |
| Navient Corp. 5.625% 8/1/2033  | 13460 | 12198 |
| New York Life Global Funding 4.55% 1/28/2033 <sup>(i)</sup>  | 3288 | 3288 |
| Northwestern Mutual Global Funding 1.75% 1/11/2027 <sup>(i)</sup>  | 8500 | 8285 |
| OneMain Finance Corp. 3.875% 9/15/2028  | 9644 | 9313 |
| OneMain Finance Corp. 6.625% 5/15/2029  | 31150 | 32072 |
| OneMain Finance Corp. 5.375% 11/15/2029  | 15380 | 15271 |
| OneMain Finance Corp. 7.875% 3/15/2030  | 26250 | 27687 |
| OneMain Finance Corp. 6.125% 5/15/2030  | 35623 | 36064 |
| OneMain Finance Corp. 7.50% 5/15/2031  | 6010 | 6283 |
| OneMain Finance Corp. 7.125% 11/15/2031  | 34750 | 36040 |
| OneMain Finance Corp. 7.125% 9/15/2032  | 28370 | 29317 |
| OneMain Finance Corp. 6.50% 3/15/2033  | 24160 | 24129 |
| Osaic Holdings, Inc. 6.75% 8/1/2032 <sup>(i)</sup>  | 20000 | 20676 |
| Osaic Holdings, Inc. 8.00% 8/1/2033 <sup>(i)</sup>  | 23345 | 23975 |
| Osaic Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 3.00%) 6.965% 7/30/2032 <sup>(j)(k)</sup>  | 36855 | 36934 |
| Oxford Finance, LLC 6.375% 2/1/2027 <sup>(i)</sup>  | 13940 | 13860 |
| Panther Escrow Issuer, LLC 7.125% 6/1/2031 <sup>(i)</sup>  | 8060 | 8336 |
| PayPal Holdings, Inc. 2.65% 10/1/2026  | 957 | 946 |
| PayPal Holdings, Inc. 2.30% 6/1/2030  | 674 | 621 |
| PennyMac Financial Services, Inc. 6.875% 5/15/2032 <sup>(i)</sup>  | 32290 | 33707 |
| PennyMac Financial Services, Inc. 6.875% 2/15/2033 <sup>(i)</sup>  | 24030 | 24884 |
| Prudential Financial, Inc. 4.35% 2/25/2050  | 5205 | 4416 |

---

The Income Fund of America — Page 10 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Prudential Financial, Inc. 3.70% 3/13/2051  | USD755 | $573 |
| Rocket Companies, Inc. 7.125% 2/1/2032 <sup>(i)</sup>  | 13930 | 14636 |
| Rocket Mortgage, LLC 2.875% 10/15/2026 <sup>(i)</sup>  | 12990 | 12760 |
| Rocket Mortgage, LLC 3.625% 3/1/2029 <sup>(i)</sup>  | 6645 | 6389 |
| Ryan Specialty, LLC 4.375% 2/1/2030 <sup>(i)</sup>  | 30295 | 29654 |
| Ryan Specialty, LLC 5.875% 8/1/2032 <sup>(i)</sup>  | 14970 | 15233 |
| Santander Holdings USA, Inc. 6.124% 5/31/2027 (USD-SOFR + 1.232% on 5/31/2026) <sup>(l)</sup>  | 3575 | 3606 |
| Santander Holdings USA, Inc. 2.49% 1/6/2028 (USD-SOFR + 1.249% on 1/6/2027) <sup>(l)</sup>  | 5250 | 5127 |
| Santander Holdings USA, Inc. 5.473% 3/20/2029 (USD-SOFR + 1.61% on 3/20/2028) <sup>(l)</sup>  | 14895 | 15157 |
| Santander Holdings USA, Inc. 6.565% 6/12/2029 (USD-SOFR + 2.70% on 6/12/2028) <sup>(l)</sup>  | 1861 | 1945 |
| SLM Corp. 6.50% 1/31/2030  | 2775 | 2879 |
| Starwood Property Trust, Inc. 4.375% 1/15/2027 <sup>(i)</sup>  | 33055 | 32781 |
| Starwood Property Trust, Inc. 7.25% 4/1/2029 <sup>(i)</sup>  | 17565 | 18522 |
| Starwood Property Trust, Inc. 6.50% 7/1/2030 <sup>(i)</sup>  | 14100 | 14681 |
| Starwood Property Trust, Inc. 6.50% 10/15/2030 <sup>(i)</sup>  | 21170 | 22079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Re Finance (Luxembourg) SA 5.00% 4/2/2049 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.582% on 4/2/2029) <sup>(i)(l)</sup>  | 1400 | 1416 |
| Synchrony Bank 5.625% 8/23/2027  | 9000 | 9188 |
| Synchrony Financial 5.019% 7/29/2029 (USD-SOFR Index + 1.395% on 7/29/2028) <sup>(l)</sup>  | 2874 | 2897 |
| Truist Bank 4.136% 10/23/2029 (USD-SOFR + 0.911% on 10/23/2028) <sup>(l)</sup>  | 8000 | 7970 |
| Truist Financial Corp. 7.161% 10/30/2029 (USD-SOFR + 2.446% on 10/30/2028) <sup>(l)</sup>  | 3163 | 3419 |
| Truist Financial Corp. 4.964% 10/23/2036 (USD-SOFR + 1.395% on 10/23/2035) <sup>(l)</sup>  | 4572 | 4504 |
| Truist Insurance Holdings, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.752% 5/6/2032 <sup>(j)(k)</sup>  | 46810 | 47593 |
| U.S. Bancorp 2.375% 7/22/2026  | 5000 | 4947 |
| U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035) <sup>(l)</sup>  | 7250 | 7525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.364% 1/30/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.08% on <br>1/30/2026) <sup>(i)(l)</sup>  | 2650 | 2631 |
| UBS Group AG 1.305% 2/2/2027 (USD-SOFR + 0.98% on 2/2/2026) <sup>(i)(l)</sup>  | 20134 | 19983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.494% 8/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on <br>8/10/2026) <sup>(i)(l)</sup>  | 6000 | 5873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 4.751% 5/12/2028 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br>5/12/2027) <sup>(i)(l)</sup>  | 1407 | 1418 |
| UBS Group AG 6.442% 8/11/2028 (USD-SOFR + 3.70% on 8/11/2027) <sup>(i)(l)</sup>  | 6152 | 6382 |
| UBS Group AG 3.869% 1/12/2029 (3-month USD CME Term SOFR + 1.672% on 1/12/2028) <sup>(i)(l)</sup>  | 1725 | 1713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on <br>2/8/2029) <sup>(i)(l)</sup>  | 1325 | 1371 |
| UBS Group AG 4.194% 4/1/2031 (USD-SOFR + 3.73% on 4/1/2030) <sup>(i)(l)</sup>  | 3050 | 3017 |
| UniCredit SpA 4.625% 4/12/2027 <sup>(i)</sup>  | 600 | 602 |
| USI, Inc. 7.50% 1/15/2032 <sup>(i)</sup>  | 9555 | 9905 |
| Visa, Inc. 3.15% 12/14/2025  | 6750 | 6743 |
| Voyager Parent, LLC 9.25% 7/1/2032 <sup>(i)</sup>  | 29555 | 31006 |
| Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) <sup>(l)</sup>  | 7575 | 7742 |
| Wells Fargo & Co. 2.393% 6/2/2028 (USD-SOFR + 2.10% on 6/2/2027) <sup>(l)</sup>  | 4900 | 4769 |
| Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027) <sup>(l)</sup>  | 8248 | 8342 |
| Wells Fargo & Co. 2.572% 2/11/2031 (USD-SOFR + 1.262% on 2/11/2030) <sup>(l)</sup>  | 7350 | 6855 |
| Wells Fargo & Co. 6.491% 10/23/2034 (USD-SOFR + 2.06% on 10/23/2033) <sup>(l)</sup>  | 10750 | 11941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp. 2.668% 11/15/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br> 11/15/2030) <sup>(l)</sup>  | 9400 | 8476 |
| Westpac Banking Corp. 2.963% 11/16/2040  | 4325 | 3338 |
|  |  | 3284665 |

---

The Income Fund of America — Page 11 of 73

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary 2.27%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Advance Auto Parts, Inc. 5.95% 3/9/2028  | USD1,525 | $1548 |
| Advance Auto Parts, Inc. 3.90% 4/15/2030  | 5680 | 5213 |
| Advance Auto Parts, Inc. 3.50% 3/15/2032  | 2739 | 2375 |
| Advance Auto Parts, Inc. 7.375% 8/1/2033 <sup>(i)</sup>  | 1460 | 1480 |
| Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 5.614%) 9.647% 3/11/2030 <sup>(c)(j)(k)</sup>  | 3520 | 3520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 7.614%) 6.00% PIK and 5.765% <br> Cash 3/11/2030 <sup>(c)(h)(j)(k)</sup>  | 3289 | 3289 |
| Alibaba Group Holding, Ltd. 2.125% 2/9/2031  | 855 | 777 |
| Alibaba Group Holding, Ltd. 4.50% 11/28/2034  | 930 | 931 |
| Alibaba Group Holding, Ltd. 4.00% 12/6/2037  | 239 | 224 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(i)</sup>  | 22900 | 22429 |
| Allied Universal Holdco, LLC 6.00% 6/1/2029 <sup>(i)</sup>  | 23230 | 22730 |
| Allied Universal Holdco, LLC 6.875% 6/15/2030 <sup>(i)</sup>  | 4795 | 4923 |
| Allied Universal Holdco, LLC 7.875% 2/15/2031 <sup>(i)</sup>  | 2280 | 2376 |
| Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029 <sup>(i)</sup>  | 21147 | 21951 |
| Asbury Automotive Group, Inc. 4.625% 11/15/2029 <sup>(i)</sup>  | 48325 | 46980 |
| Asbury Automotive Group, Inc. 5.00% 2/15/2032 <sup>(i)</sup>  | 4555 | 4390 |
| Bath & Body Works, Inc. 6.875% 11/1/2035  | 14928 | 15635 |
| Bath & Body Works, Inc. 6.75% 7/1/2036  | 16000 | 16590 |
| Belron Finance 2019, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.25%) 6.742% 10/16/2031 <sup>(j)(k)</sup>  | 29068 | 29255 |
| Boyd Gaming Corp. 4.75% 12/1/2027  | 22590 | 22513 |
| Boyd Gaming Corp. 4.75% 6/15/2031 <sup>(i)</sup>  | 11255 | 10846 |
| Boyne USA, Inc. 4.75% 5/15/2029 <sup>(i)</sup>  | 31780 | 31186 |
| Caesars Entertainment, Inc. 4.625% 10/15/2029 <sup>(i)</sup>  | 19495 | 18354 |
| Caesars Entertainment, Inc. 7.00% 2/15/2030 <sup>(i)</sup>  | 35305 | 36348 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032 <sup>(i)</sup>  | 26445 | 26682 |
| Caesars Entertainment, Inc. 6.00% 10/15/2032 <sup>(i)</sup>  | 8800 | 8403 |
| Carnival Corp. 4.00% 8/1/2028 <sup>(i)</sup>  | 1995 | 1964 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(i)</sup>  | 10915 | 11057 |
| Carnival Corp. 7.00% 8/15/2029 <sup>(i)</sup>  | 9630 | 10133 |
| Carnival Corp. 5.75% 3/15/2030 <sup>(i)</sup>  | 14000 | 14429 |
| Carnival Corp. 5.75% 8/1/2032 <sup>(i)</sup>  | 56810 | 58431 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(i)</sup>  | 11295 | 11655 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032 <sup>(i)</sup>  | 18980 | 20253 |
| Daimler Trucks Finance North America, LLC 4.95% 1/13/2028 <sup>(i)</sup>  | 11599 | 11752 |
| Daimler Trucks Finance North America, LLC 5.125% 1/19/2028 <sup>(i)</sup>  | 1108 | 1129 |
| Daimler Trucks Finance North America, LLC 2.375% 12/14/2028 <sup>(i)</sup>  | 3825 | 3612 |
| Daimler Trucks Finance North America, LLC 5.125% 9/25/2029 <sup>(i)</sup>  | 6460 | 6622 |
| Daimler Trucks Finance North America, LLC 5.25% 1/13/2030 <sup>(i)</sup>  | 14370 | 14779 |
| Fertitta Entertainment, LLC 4.625% 1/15/2029 <sup>(i)</sup>  | 35920 | 34390 |
| Fertitta Entertainment, LLC 6.75% 1/15/2030 <sup>(i)</sup>  | 8635 | 8011 |
| First Student Bidco, Inc. 4.00% 7/31/2029 <sup>(i)</sup>  | 38200 | 36966 |
| First Student Bidco, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.711% 8/15/2030 <sup>(j)(k)</sup>  | 4447 | 4460 |
| First Student Bidco, Inc., Term Loan C, (3-month USD CME Term SOFR + 2.50%) 6.711% 8/15/2030 <sup>(j)(k)</sup>  | 1423 | 1427 |
| Flutter Treasury DAC 5.875% 6/4/2031 <sup>(i)</sup>  | 10635 | 10775 |
| Ford Motor Co. 3.25% 2/12/2032  | 88550 | 77250 |
| Ford Motor Credit Co., LLC 3.375% 11/13/2025  | 7700 | 7697 |
| Ford Motor Credit Co., LLC 6.95% 3/6/2026  | 2180 | 2193 |
| Ford Motor Credit Co., LLC 4.271% 1/9/2027  | 8820 | 8767 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 4000 | 4058 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | 680 | 681 |
| Ford Motor Credit Co., LLC 4.125% 8/17/2027  | 6910 | 6825 |
| Ford Motor Credit Co., LLC 3.815% 11/2/2027  | 7965 | 7814 |
| Ford Motor Credit Co., LLC 2.90% 2/16/2028  | 19180 | 18351 |

---

The Income Fund of America — Page 12 of 73

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ford Motor Credit Co., LLC 5.918% 3/20/2028  | USD9,949 | $10167 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 7775 | 8126 |
| Ford Motor Credit Co., LLC 2.90% 2/10/2029  | 17000 | 15849 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029  | 40957 | 41688 |
| Ford Motor Credit Co., LLC 5.113% 5/3/2029  | 16757 | 16691 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 17805 | 18179 |
| Ford Motor Credit Co., LLC 7.20% 6/10/2030  | 1925 | 2061 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 43407 | 44034 |
| Ford Motor Credit Co., LLC 4.00% 11/13/2030  | 51645 | 48465 |
| Ford Motor Credit Co., LLC 6.05% 3/5/2031  | 53551 | 54801 |
| Ford Motor Credit Co., LLC 3.625% 6/17/2031  | 21447 | 19464 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 114398 | 116997 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 52680 | 55013 |
| Ford Motor Credit Co., LLC 7.122% 11/7/2033  | 16159 | 17370 |
| Ford Motor Credit Co., LLC 6.125% 3/8/2034  | 51692 | 52340 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 20880 | 21619 |
| Ford Motor Credit Co., LLC 5.869% 10/31/2035  | 64710 | 63957 |
| Gap, Inc. 3.625% 10/1/2029 <sup>(i)</sup>  | 2507 | 2362 |
| Gap, Inc. 3.875% 10/1/2031 <sup>(i)</sup>  | 1670 | 1529 |
| General Motors Co. 6.60% 4/1/2036  | 5110 | 5557 |
| General Motors Co. 6.75% 4/1/2046  | 12230 | 13224 |
| General Motors Financial Co., Inc. 4.20% 10/27/2028  | 7183 | 7167 |
| General Motors Financial Co., Inc. 5.35% 1/7/2030  | 18010 | 18539 |
| General Motors Financial Co., Inc. 5.85% 4/6/2030  | 10852 | 11391 |
| General Motors Financial Co., Inc. 5.45% 7/15/2030  | 70148 | 72709 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 32462 | 33832 |
| Genting New York, LLC 7.25% 10/1/2029 <sup>(i)</sup>  | 5525 | 5724 |
| Grand Canyon University 4.375% 10/1/2026  | 2500 | 2469 |
| Great Canadian Gaming Corp. 8.75% 11/15/2029 <sup>(i)</sup>  | 3355 | 3283 |
| Group 1 Automotive, Inc. 6.375% 1/15/2030 <sup>(i)</sup>  | 12220 | 12487 |
| Hanesbrands, Inc. 9.00% 2/15/2031 <sup>(i)</sup>  | 14012 | 14792 |
| Hanesbrands, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.75%) 6.715% 3/7/2032 <sup>(j)(k)</sup>  | 32942 | 33148 |
| Hilton Domestic Operating Co., Inc. 4.875% 1/15/2030  | 30661 | 30636 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(i)</sup>  | 22520 | 21419 |
| Hilton Domestic Operating Company Inc. 5.75% 9/15/2033 <sup>(i)</sup>  | 31890 | 32508 |
| Hilton Grand Vacations Borrower, LLC 5.00% 6/1/2029 <sup>(i)</sup>  | 17560 | 16874 |
| Home Depot, Inc. 1.50% 9/15/2028  | 5000 | 4687 |
| Home Depot, Inc. 2.95% 6/15/2029  | 5000 | 4832 |
| Home Depot, Inc. 1.875% 9/15/2031  | 6250 | 5480 |
| Home Depot, Inc. 5.95% 4/1/2041  | 12500 | 13478 |
| Home Depot, Inc. 4.50% 12/6/2048  | 601 | 528 |
| Home Depot, Inc. 5.30% 6/25/2054  | 8500 | 8309 |
| Hyatt Hotels Corp. 5.05% 3/30/2028  | 7086 | 7213 |
| Hyatt Hotels Corp. 5.75% 3/30/2032  | 23992 | 25063 |
| Hyundai Capital America 1.30% 1/8/2026 <sup>(i)</sup>  | 9000 | 8951 |
| Hyundai Capital America 1.50% 6/15/2026 <sup>(i)</sup>  | 7378 | 7255 |
| Hyundai Capital America 5.45% 6/24/2026 <sup>(i)</sup>  | 7781 | 7837 |
| Hyundai Capital America 1.65% 9/17/2026 <sup>(i)</sup>  | 950 | 929 |
| Hyundai Capital America 3.00% 2/10/2027 <sup>(i)</sup>  | 19500 | 19197 |
| Hyundai Capital America 4.85% 3/25/2027 <sup>(i)</sup>  | 25000 | 25200 |
| Hyundai Capital America 4.875% 6/23/2027 <sup>(i)</sup>  | 8450 | 8529 |
| Hyundai Capital America 5.275% 6/24/2027 <sup>(i)</sup>  | 12573 | 12771 |
| Hyundai Capital America 2.375% 10/15/2027 <sup>(i)</sup>  | 2371 | 2289 |
| Hyundai Capital America 4.90% 6/23/2028 <sup>(i)</sup>  | 11406 | 11576 |

---

The Income Fund of America — Page 13 of 73

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hyundai Capital America 2.10% 9/15/2028 <sup>(i)</sup>  | USD4,125 | $3881 |
| Hyundai Capital America 4.25% 9/18/2028 <sup>(i)</sup>  | 2338 | 2333 |
| Hyundai Capital America 5.30% 1/8/2030 <sup>(i)</sup>  | 18000 | 18553 |
| Hyundai Capital America 5.10% 6/24/2030 <sup>(i)</sup>  | 9959 | 10186 |
| Hyundai Capital America 4.50% 9/18/2030 <sup>(i)</sup>  | 1043 | 1041 |
| Hyundai Capital America 5.40% 1/8/2031 <sup>(i)</sup>  | 1995 | 2057 |
| Hyundai Capital Services, Inc. 1.25% 2/8/2026 <sup>(i)</sup>  | 3490 | 3461 |
| International Game Technology PLC 5.25% 1/15/2029 <sup>(i)</sup>  | 38300 | 38228 |
| KB Home 7.25% 7/15/2030  | 10295 | 10620 |
| Kontoor Brands, Inc. 4.125% 11/15/2029 <sup>(i)</sup>  | 5180 | 4927 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029 <sup>(i)</sup>  | 45987 | 44808 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031 <sup>(i)</sup>  | 22295 | 23477 |
| Levi Strauss & Co. 3.50% 3/1/2031 <sup>(i)</sup>  | 42030 | 39003 |
| Light and Wonder International, Inc. 7.25% 11/15/2029 <sup>(i)</sup>  | 3107 | 3190 |
| Light and Wonder International, Inc. 7.50% 9/1/2031 <sup>(i)</sup>  | 7895 | 8201 |
| Light and Wonder International, Inc. 6.25% 10/1/2033 <sup>(i)</sup>  | 21235 | 21162 |
| Lithia Motors, Inc. 3.875% 6/1/2029 <sup>(i)</sup>  | 37385 | 35732 |
| Lithia Motors, Inc. 5.50% 10/1/2030 <sup>(i)</sup>  | 19365 | 19413 |
| Lithia Motors, Inc. 4.375% 1/15/2031 <sup>(i)</sup>  | 4550 | 4342 |
| Marriott International, Inc. 4.90% 4/15/2029  | 2504 | 2557 |
| Marriott International, Inc. 2.75% 10/15/2033  | 3220 | 2799 |
| Marriott Ownership Resorts, Inc. 4.50% 6/15/2029 <sup>(i)</sup>  | 2595 | 2502 |
| McDonald's Corp. 4.60% 9/9/2032  | 1790 | 1817 |
| Melco Resorts Finance, Ltd. 5.75% 7/21/2028 <sup>(i)</sup>  | 11330 | 11304 |
| Mercedes-Benz Finance North America, LLC 5.375% 11/26/2025 <sup>(i)</sup>  | 2850 | 2852 |
| Mercury Aggregator, LP, Term Loan, 19.00% PIK 2/3/2026 <sup>(c)(j)</sup>  | 1121 | 428 |
| Mercury Aggregator, LP, Term Loan 2, 19.00% PIK 2/3/2026 <sup>(c)(j)</sup>  | 641 | 245 |
| MGM Resorts International 5.50% 4/15/2027  | 3617 | 3639 |
| Newell Brands, Inc. 8.50% 6/1/2028 <sup>(i)</sup>  | 11130 | 11446 |
| Newell Brands Inc. 6.625% 9/15/2029  | 19425 | 19033 |
| Newell Brands, Inc. 6.375% 5/15/2030  | 22630 | 21555 |
| Newell Brands, Inc. 6.625% 5/15/2032  | 11685 | 11013 |
| Newell Brands, Inc. 7.125% 4/1/2036  | 3360 | 3174 |
| Nissan Motor Acceptance Co., LLC 6.125% 9/30/2030 <sup>(i)</sup>  | 36875 | 36585 |
| Nissan Motor Acceptance Corp. 2.00% 3/9/2026 <sup>(i)</sup>  | 16020 | 15831 |
| Nissan Motor Acceptance Corp. 6.95% 9/15/2026 <sup>(i)</sup>  | 1860 | 1886 |
| Nissan Motor Acceptance Corp. 1.85% 9/16/2026 <sup>(i)</sup>  | 17890 | 17343 |
| Nissan Motor Acceptance Corp. 2.75% 3/9/2028 <sup>(i)</sup>  | 19362 | 18186 |
| Nissan Motor Acceptance Corp. 2.45% 9/15/2028 <sup>(i)</sup>  | 9883 | 9078 |
| Nissan Motor Acceptance Corp. 7.05% 9/15/2028 <sup>(i)</sup>  | 9310 | 9692 |
| Nissan Motor Co., Ltd. 4.345% 9/17/2027 <sup>(i)</sup>  | 17914 | 17565 |
| Nissan Motor Co., Ltd. 7.50% 7/17/2030 <sup>(i)</sup>  | 42905 | 44925 |
| Nissan Motor Co., Ltd. 4.81% 9/17/2030 <sup>(i)</sup>  | 952 | 894 |
| Nissan Motor Co., Ltd. 7.75% 7/17/2032 <sup>(i)</sup>  | 41940 | 44322 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(i)</sup>  | 61170 | 65106 |
| Party City Holdings, Inc. 0% 8/27/2030 <sup>(c)</sup>  | 31139 | 623 |
| Penske Automotive Group, Inc. 3.75% 6/15/2029  | 7275 | 6996 |
| RHP Hotel Properties, LP 7.25% 7/15/2028 <sup>(i)</sup>  | 15445 | 15936 |
| RHP Hotel Properties, LP 4.50% 2/15/2029 <sup>(i)</sup>  | 22335 | 21990 |
| RHP Hotel Properties, LP 6.50% 6/15/2033 <sup>(i)</sup>  | 17660 | 18240 |
| Royal Caribbean Cruises, Ltd. 5.50% 4/1/2028 <sup>(i)</sup>  | 2000 | 2035 |
| Royal Caribbean Cruises, Ltd. 5.625% 9/30/2031 <sup>(i)</sup>  | 5495 | 5600 |
| Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033 <sup>(i)</sup>  | 15000 | 15404 |
| Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036  | 28919 | 29130 |

---

The Income Fund of America — Page 14 of 73

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Sally Holdings, LLC 6.75% 3/1/2032  | USD34,980 | $36444 |
| Sands China, Ltd. 3.80% 1/8/2026  | 7075 | 7078 |
| Sands China, Ltd. 2.30% 3/8/2027  | 1477 | 1437 |
| Scientific Games Holdings, LP 6.625% 3/1/2030 <sup>(i)</sup>  | 5755 | 5261 |
| Scientific Games Holdings, LP, Term Loan, (3-month USD CME Term SOFR + 3.00%) 6.934% 4/4/2029 <sup>(j)(k)</sup>  | 28355 | 28065 |
| Service Corp. International 4.625% 12/15/2027  | 3810 | 3802 |
| Service Corp. International 3.375% 8/15/2030  | 2215 | 2060 |
| Service Corp. International 4.00% 5/15/2031  | 4805 | 4555 |
| Service Corp. International 5.75% 10/15/2032  | 11135 | 11311 |
| Somnigroup International, Inc. 4.00% 4/15/2029 <sup>(i)</sup>  | 4625 | 4459 |
| Sonic Automotive, Inc. 4.625% 11/15/2029 <sup>(i)</sup>  | 53085 | 51666 |
| Sonic Automotive, Inc. 4.875% 11/15/2031 <sup>(i)</sup>  | 46860 | 44623 |
| Starbucks Corp. 5.00% 2/15/2034  | 4165 | 4254 |
| Starbucks Corp. 5.40% 5/15/2035  | 8569 | 8892 |
| Station Casinos, LLC 6.625% 3/15/2032 <sup>(i)</sup>  | 9665 | 9830 |
| TopBuild Corp. 5.625% 1/31/2034 <sup>(i)</sup>  | 13320 | 13384 |
| Toyota Motor Credit Corp. 1.90% 1/13/2027  | 8500 | 8307 |
| Travel + Leisure Co. 4.50% 12/1/2029 <sup>(i)</sup>  | 18020 | 17555 |
| Universal Entertainment Corp. 9.875% 8/1/2029 <sup>(i)</sup>  | 3430 | 3421 |
| Vail Resorts, Inc. 5.625% 7/15/2030 <sup>(a)(i)</sup>  | 10760 | 10919 |
| Vail Resorts, Inc. 6.50% 5/15/2032 <sup>(a)(i)</sup>  | 22380 | 23254 |
| Valvoline, Inc. 3.625% 6/15/2031 <sup>(i)</sup>  | 28499 | 26022 |
| Volkswagen Group of America Finance, LLC 4.625% 11/13/2025 <sup>(i)</sup>  | 2075 | 2075 |
| Volkswagen Group of America Finance, LLC 1.25% 11/24/2025 <sup>(i)</sup>  | 3250 | 3244 |
| Volkswagen Group of America Finance, LLC 4.45% 9/11/2027 <sup>(i)</sup>  | 8000 | 8018 |
| Volkswagen Group of America Finance, LLC 4.55% 9/11/2028 <sup>(i)</sup>  | 8000 | 8029 |
| Volkswagen Group of America Finance, LLC 4.95% 8/15/2029 <sup>(i)</sup>  | 4276 | 4330 |
| Volkswagen Group of America Finance, LLC 6.45% 11/16/2030 <sup>(i)</sup>  | 6880 | 7384 |
| Voyager Parent, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.752% 7/1/2032 <sup>(j)(k)</sup>  | 16760 | 16773 |
| Whirlpool Corp. 6.125% 6/15/2030  | 10405 | 10309 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/2028 <sup>(i)</sup>  | 20505 | 20167 |
| Wynn Resorts Finance, LLC 5.125% 10/1/2029 <sup>(i)</sup>  | 4975 | 4977 |
| Wynn Resorts Finance, LLC 7.125% 2/15/2031 <sup>(i)</sup>  | 12820 | 13777 |
| ZF North America Capital, Inc. 7.50% 3/24/2031 <sup>(i)</sup>  | 29790 | 28670 |
|  |  | 3117722 |
| **Communication services 2.21%** |  |  |
| Alphabet, Inc. 5.25% 5/15/2055  | 8280 | 8211 |
| Alphabet, Inc. 5.30% 5/15/2065  | 4377 | 4305 |
| Altice France 6.50% 3/15/2032 <sup>(i)</sup>  | 26925 | 25804 |
| AT&T, Inc. 1.65% 2/1/2028  | 5925 | 5618 |
| AT&T, Inc. 3.50% 9/15/2053  | 9669 | 6622 |
| British Telecommunications PLC 9.625% 12/15/2030 <sup>(l)</sup>  | 3261 | 3990 |
| CCO Holdings, LLC 5.00% 2/1/2028 <sup>(i)</sup>  | 7395 | 7325 |
| CCO Holdings, LLC 5.375% 6/1/2029 <sup>(i)</sup>  | 1295 | 1279 |
| CCO Holdings, LLC 4.75% 3/1/2030 <sup>(i)</sup>  | 21307 | 20274 |
| CCO Holdings, LLC 4.50% 8/15/2030 <sup>(i)</sup>  | 41075 | 38534 |
| CCO Holdings, LLC 4.25% 2/1/2031 <sup>(i)</sup>  | 95503 | 86534 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(i)</sup>  | 55115 | 49943 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 84299 | 75041 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(i)</sup>  | 81159 | 70446 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(i)</sup>  | 43414 | 36503 |
| Charter Communications Operating, LLC 5.85% 12/1/2035  | 34165 | 34085 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 11481 | 8990 |

---

The Income Fund of America — Page 15 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Charter Communications Operating, LLC 3.70% 4/1/2051  | USD63,939 | $41824 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 34569 | 22702 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 7531 | 6136 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 12668 | 12501 |
| Charter Communications Operating, LLC 5.50% 4/1/2063  | 8889 | 7229 |
| Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/2028 <sup>(i)</sup>  | 23480 | 23321 |
| Clear Channel Outdoor Holdings, Inc. 7.50% 6/1/2029 <sup>(i)</sup>  | 2400 | 2357 |
| Clear Channel Outdoor Holdings, Inc. 7.125% 2/15/2031 <sup>(i)</sup>  | 30110 | 31079 |
| Comcast Corp. 5.65% 6/1/2054  | 1000 | 958 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(i)</sup>  | 167611 | 177695 |
| Connect Finco SARL, Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.465% 9/27/2029 <sup>(j)(k)</sup>  | 20385 | 20311 |
| CSC Holdings, LLC 5.50% 4/15/2027 <sup>(i)</sup>  | 28125 | 26124 |
| CSC Holdings, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.532% 1/18/2028 <sup>(j)(k)</sup>  | 59190 | 58774 |
| Diamond Sports Net, LLC, Term Loan, 15.00% PIK 1/2/2028 <sup>(h)(j)</sup>  | 746 | 571 |
| DIRECTV Financing, LLC 5.875% 8/15/2027 <sup>(i)</sup>  | 34187 | 34210 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(i)</sup>  | 32800 | 32647 |
| DIRECTV Financing, LLC, Term Loan, (3-month USD CME Term SOFR + 5.26161%) 9.102% 8/2/2027 <sup>(j)(k)</sup>  | 566 | 568 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(i)</sup>  | 87435 | 92105 |
| EchoStar Corp. 10.75% 11/30/2029  | 86853 | 95678 |
| EchoStar Corp. 6.75% PIK 11/30/2030 <sup>(h)</sup>  | 24860 | 25680 |
| Embarq, LLC 7.995% 6/1/2036  | 78221 | 35851 |
| Frontier Communications Holdings, LLC 5.00% 5/1/2028 <sup>(i)</sup>  | 6015 | 6011 |
| Frontier Communications Holdings, LLC 6.75% 5/1/2029 <sup>(i)</sup>  | 75465 | 76292 |
| Frontier Communications Holdings, LLC 5.875% 11/1/2029  | 57407 | 58274 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030 <sup>(i)</sup>  | 59229 | 60111 |
| Frontier Communications Holdings, LLC 8.75% 5/15/2030 <sup>(i)</sup>  | 22025 | 23084 |
| Frontier Communications Holdings, LLC 8.625% 3/15/2031 <sup>(i)</sup>  | 10275 | 10875 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(i)</sup>  | 88400 | 95321 |
| Gray Media, Inc. 4.75% 10/15/2030 <sup>(i)</sup>  | 18529 | 13198 |
| Gray Media, Inc. 5.375% 11/15/2031 <sup>(i)</sup>  | 61198 | 42556 |
| Gray Media, Inc. 9.625% 7/15/2032 <sup>(i)</sup>  | 25861 | 26019 |
| Gray Television, Inc., Term Loan D, (3-month USD CME Term SOFR + 3.00%) 7.249% 12/1/2028 <sup>(j)(k)</sup>  | 16850 | 16895 |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 9.384% 6/4/2029 <sup>(j)(k)</sup>  | 739 | 740 |
| Lamar Media Corp. 3.625% 1/15/2031  | 25415 | 23803 |
| Lamar Media Corp. 5.375% 11/1/2033 <sup>(i)</sup>  | 11730 | 11627 |
| Ligado Networks, LLC 17.50% PIK 11/1/2023 <sup>(h)(i)(m)</sup>  | 71469 | 20547 |
| Ligado Networks, LLC, Term Loan, 17.50% PIK 5/5/2028 <sup>(c)(h)(j)</sup>  | 25059 | 25059 |
| Lindblad Expeditions, LLC 7.00% 9/15/2030 <sup>(i)</sup>  | 3230 | 3292 |
| Live Nation Entertainment, Inc. 4.75% 10/15/2027 <sup>(i)</sup>  | 36840 | 36747 |
| Meta Platforms, Inc. 4.60% 11/15/2032  | 23228 | 23352 |
| Meta Platforms, Inc. 4.875% 11/15/2035  | 34821 | 34988 |
| Meta Platforms, Inc. 5.50% 11/15/2045  | 10858 | 10772 |
| Meta Platforms, Inc. 5.40% 8/15/2054  | 13000 | 12527 |
| Meta Platforms, Inc. 5.625% 11/15/2055  | 22621 | 22470 |
| Meta Platforms, Inc. 5.75% 11/15/2065  | 11162 | 11079 |
| News Corp. 3.875% 5/15/2029 <sup>(i)</sup>  | 13000 | 12540 |
| Nexstar Media, Inc. 5.625% 7/15/2027 <sup>(i)</sup>  | 10315 | 10317 |
| Nexstar Media, Inc. 4.75% 11/1/2028 <sup>(i)</sup>  | 107725 | 106117 |
| SBA Tower Trust 1.631% 11/15/2026 <sup>(i)</sup>  | 23592 | 22930 |
| Scripps Escrow II, Inc. 3.875% 1/15/2029 <sup>(i)</sup>  | 12000 | 10861 |
| Sinclair Television Group, Inc. 8.125% 2/15/2033 <sup>(i)</sup>  | 24070 | 24558 |
| Sirius XM Radio, LLC 3.125% 9/1/2026 <sup>(i)</sup>  | 1040 | 1032 |
| Sirius XM Radio, LLC 5.00% 8/1/2027 <sup>(i)</sup>  | 10000 | 9984 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(i)</sup>  | 63125 | 61392 |

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The Income Fund of America — Page 16 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Sirius XM Radio, LLC 5.50% 7/1/2029 <sup>(i)</sup>  | USD9,130 | $9151 |
| Sirius XM Radio, LLC 4.125% 7/1/2030 <sup>(i)</sup>  | 68223 | 64276 |
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(i)</sup>  | 140140 | 127267 |
| Snap, Inc. 6.875% 3/1/2033 <sup>(i)</sup>  | 28195 | 28863 |
| Take-Two Interactive Software, Inc. 4.00% 4/14/2032  | 3752 | 3619 |
| TEGNA, Inc. 5.00% 9/15/2029  | 12100 | 12018 |
| T-Mobile USA, Inc. 2.05% 2/15/2028  | 9725 | 9291 |
| T-Mobile USA, Inc. 4.95% 3/15/2028  | 5224 | 5324 |
| T-Mobile USA, Inc. 5.30% 5/15/2035  | 6362 | 6510 |
| T-Mobile USA, Inc. 4.95% 11/15/2035  | 1583 | 1573 |
| T-Mobile USA, Inc. 3.40% 10/15/2052  | 3839 | 2618 |
| Univision Communications, Inc. 8.00% 8/15/2028 <sup>(i)</sup>  | 18225 | 18775 |
| Univision Communications, Inc. 4.50% 5/1/2029 <sup>(i)</sup>  | 87729 | 82533 |
| Univision Communications, Inc. 7.375% 6/30/2030 <sup>(i)</sup>  | 62096 | 62365 |
| Univision Communications, Inc. 8.50% 7/31/2031 <sup>(i)</sup>  | 2365 | 2422 |
| Univision Communications, Inc. 9.375% 8/1/2032 <sup>(i)</sup>  | 44300 | 46809 |
| Univision Communications, Inc., Term Loan, (3-month USD CME Term SOFR + 4.25%) 8.252% 6/24/2029 <sup>(j)(k)</sup>  | 574 | 575 |
| Verizon Communications, Inc. 2.55% 3/21/2031  | 4318 | 3923 |
| Verizon Communications, Inc. 2.355% 3/15/2032  | 5696 | 4983 |
| Verizon Communications, Inc. 5.05% 5/9/2033  | 3816 | 3901 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 10953 | 11083 |
| Verizon Communications, Inc. 5.401% 7/2/2037 <sup>(i)</sup>  | 382 | 387 |
| Verizon Communications, Inc. 3.40% 3/22/2041  | 8500 | 6682 |
| Verizon Communications, Inc. 2.85% 9/3/2041  | 501 | 362 |
| Verizon Communications, Inc. 2.987% 10/30/2056  | 3235 | 1967 |
| Versant Media Group, Inc. 7.25% 1/30/2031 <sup>(i)</sup>  | 15585 | 15896 |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027  | 1752 | 1736 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029  | 87334 | 84869 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032  | 103170 | 94626 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 141371 | 113635 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 19181 | 14625 |
| WMG Acquisition Corp. 3.75% 12/1/2029 <sup>(i)</sup>  | 4771 | 4568 |
| WMG Acquisition Corp. 3.875% 7/15/2030 <sup>(i)</sup>  | 30599 | 29216 |
| WMG Acquisition Corp. 3.00% 2/15/2031 <sup>(i)</sup>  | 7235 | 6775 |
| X Corp., Term Loan B3, 9.50% 10/26/2029 <sup>(j)</sup>  | 6175 | 6204 |
| X Corp., Term Loan B, (USD-SOFR + 6.75%) 10.448% 10/26/2029 <sup>(j)(k)</sup>  | 1132 | 1104 |
|  |  | 3047726 |
| **Energy 1.92%** |  |  |
| Antero Midstream Partners, LP 5.375% 6/15/2029 <sup>(i)</sup>  | 17795 | 17797 |
| Antero Midstream Partners, LP 6.625% 2/1/2032 <sup>(i)</sup>  | 2430 | 2518 |
| APA Corp. 5.35% 7/1/2049  | 1060 | 881 |
| Archrock Partners, LP 6.625% 9/1/2032 <sup>(i)</sup>  | 2345 | 2412 |
| Ascent Resources Utica Holdings, LLC 9.00% 11/1/2027 <sup>(i)</sup>  | 959 | 1131 |
| Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029 <sup>(i)</sup>  | 24790 | 24810 |
| Ascent Resources Utica Holdings, LLC 6.625% 10/15/2032 <sup>(i)</sup>  | 25230 | 25778 |
| Ascent Resources Utica Holdings, LLC 6.625% 7/15/2033 <sup>(i)</sup>  | 13715 | 13971 |
| Baker Hughes Holdings, LLC 4.486% 5/1/2030  | 1400 | 1415 |
| Baytex Energy Corp. 8.50% 4/30/2030 <sup>(i)</sup>  | 8155 | 8367 |
| Baytex Energy Corp. 7.375% 3/15/2032 <sup>(i)</sup>  | 9285 | 9150 |
| BIP-V Chinook Holdco, LLC 5.50% 6/15/2031 <sup>(i)</sup>  | 36675 | 36310 |
| Blue Racer Midstream, LLC 7.00% 7/15/2029 <sup>(i)</sup>  | 4095 | 4252 |
| Blue Racer Midstream, LLC 7.25% 7/15/2032 <sup>(i)</sup>  | 3045 | 3205 |
| Borr IHC, Ltd. 10.00% 11/15/2028 <sup>(i)</sup>  | 45305 | 45526 |

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The Income Fund of America — Page 17 of 73

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Borr IHC, Ltd. 10.375% 11/15/2030 <sup>(i)</sup>  | USD2,100 | $2105 |
| Canadian Natural Resources, Ltd. 3.85% 6/1/2027  | 200 | 199 |
| Canadian Natural Resources, Ltd. 4.95% 6/1/2047  | 534 | 474 |
| Caturus Energy, LLC 8.50% 2/15/2030 <sup>(i)</sup>  | 9105 | 9309 |
| Cheniere Energy, Inc. 4.625% 10/15/2028  | 22775 | 22731 |
| Chord Energy Corp. 6.75% 3/15/2033 <sup>(i)</sup>  | 20320 | 20767 |
| CITGO Petroleum Corp. 8.375% 1/15/2029 <sup>(i)</sup>  | 32845 | 34237 |
| Civitas Resources, Inc. 8.375% 7/1/2028 <sup>(i)</sup>  | 16625 | 17198 |
| Civitas Resources, Inc. 8.625% 11/1/2030 <sup>(i)</sup>  | 7165 | 7413 |
| Civitas Resources, Inc. 8.75% 7/1/2031 <sup>(i)</sup>  | 31405 | 32325 |
| Civitas Resources, Inc. 9.625% 6/15/2033 <sup>(i)</sup>  | 5980 | 6421 |
| CNX Midstream Partners, LP 4.75% 4/15/2030 <sup>(i)</sup>  | 8065 | 7728 |
| CNX Resources Corp. 6.00% 1/15/2029 <sup>(i)</sup>  | 37027 | 37224 |
| CNX Resources Corp. 7.375% 1/15/2031 <sup>(i)</sup>  | 25699 | 26682 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(i)</sup>  | 21990 | 22946 |
| Comstock Resources, Inc. 6.75% 3/1/2029 <sup>(i)</sup>  | 22880 | 22700 |
| Comstock Resources, Inc. 5.875% 1/15/2030 <sup>(i)</sup>  | 18845 | 17951 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029 <sup>(i)</sup>  | 46653 | 48053 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029  | 3460 | 3564 |
| Crescent Energy Finance, LLC 9.25% 2/15/2028 <sup>(i)</sup>  | 26270 | 27244 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032 <sup>(i)</sup>  | 11750 | 11401 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033 <sup>(i)</sup>  | 32175 | 30419 |
| Crescent Energy Finance, LLC 8.375% 1/15/2034 <sup>(i)</sup>  | 13055 | 12781 |
| Devon Energy Corp. 4.50% 1/15/2030  | 3138 | 3146 |
| Devon Energy Corp. 5.20% 9/15/2034  | 3183 | 3163 |
| Devon Energy Corp. 5.75% 9/15/2054  | 12317 | 11349 |
| Diamond Foreign Asset Co. 8.50% 10/1/2030 <sup>(i)</sup>  | 4545 | 4842 |
| Diamondback Energy, Inc. 5.75% 4/18/2054  | 4482 | 4323 |
| DT Midstream, Inc. 4.125% 6/15/2029 <sup>(i)</sup>  | 8935 | 8748 |
| DT Midstream, Inc. 4.375% 6/15/2031 <sup>(i)</sup>  | 9670 | 9392 |
| Ecopetrol SA 8.875% 1/13/2033  | 65810 | 71319 |
| Energy Transfer, LP 7.375% 2/1/2031 <sup>(i)</sup>  | 14441 | 15044 |
| Enterprise Products Operating, LLC 5.05% 1/10/2026  | 8571 | 8582 |
| Enterprise Products Operating, LLC 3.20% 2/15/2052  | 400 | 272 |
| EOG Resources, Inc. 5.65% 12/1/2054  | 4909 | 4917 |
| EQT Corp. 4.75% 1/15/2031  | 4445 | 4451 |
| Equinor ASA 4.25% 11/23/2041  | 3000 | 2733 |
| Expand Energy Corp. 4.75% 2/1/2032  | 650 | 638 |
| Expand Energy Corp. 4.875% 4/15/2022 <sup>(m)</sup>  | 28085 | 108 |
| Exxon Mobil Corp. 2.44% 8/16/2029  | 65 | 62 |
| Genesis Energy, LP 7.75% 2/1/2028  | 15880 | 15989 |
| Genesis Energy, LP 8.25% 1/15/2029  | 28935 | 30249 |
| Genesis Energy, LP 8.875% 4/15/2030  | 31359 | 33073 |
| Genesis Energy, LP 7.875% 5/15/2032  | 22295 | 22981 |
| Global Partners, LP 8.25% 1/15/2032 <sup>(i)</sup>  | 7690 | 8046 |
| Global Partners, LP 7.125% 7/1/2033 <sup>(i)</sup>  | 5730 | 5817 |
| GreenSaif Pipelines Bidco SARL 5.853% 2/23/2036 <sup>(i)</sup>  | 7000 | 7382 |
| GreenSaif Pipelines Bidco SARL 6.103% 8/23/2042 <sup>(i)</sup>  | 2845 | 3027 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(i)</sup>  | 23275 | 23616 |
| Harvest Midstream I, LP 7.50% 5/15/2032 <sup>(i)</sup>  | 18570 | 19259 |
| Hess Midstream Operations, LP 5.875% 3/1/2028 <sup>(i)</sup>  | 5150 | 5259 |
| Hess Midstream Operations, LP 5.125% 6/15/2028 <sup>(i)</sup>  | 14435 | 14412 |
| Hess Midstream Operations, LP 6.50% 6/1/2029 <sup>(i)</sup>  | 7135 | 7399 |
| Hess Midstream Operations, LP 4.25% 2/15/2030 <sup>(i)</sup>  | 5020 | 4893 |

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The Income Fund of America — Page 18 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hess Midstream Operations, LP 5.50% 10/15/2030 <sup>(i)</sup>  | USD8,545 | $8608 |
| Hilcorp Energy I, LP 5.75% 2/1/2029 <sup>(i)</sup>  | 1410 | 1385 |
| Hilcorp Energy I, LP 6.00% 4/15/2030 <sup>(i)</sup>  | 17350 | 16931 |
| Hilcorp Energy I, LP 6.00% 2/1/2031 <sup>(i)</sup>  | 25185 | 23940 |
| Hilcorp Energy I, LP 6.25% 4/15/2032 <sup>(i)</sup>  | 3840 | 3649 |
| Hilcorp Energy I, LP 8.375% 11/1/2033 <sup>(i)</sup>  | 18035 | 18674 |
| Kinder Morgan Energy Partners, LP 4.70% 11/1/2042  | 33265 | 29665 |
| Kinder Morgan Energy Partners, LP 5.00% 3/1/2043  | 20000 | 18463 |
| Kinder Morgan, Inc. 5.00% 2/1/2029  | 3 | 3 |
| Kinder Morgan, Inc. 5.40% 2/1/2034  | 890 | 917 |
| Kinder Morgan, Inc. 5.45% 8/1/2052  | 264 | 250 |
| Kodiak Gas Services, LLC 7.25% 2/15/2029 <sup>(i)</sup>  | 16690 | 17342 |
| Kodiak Gas Services, LLC 6.50% 10/1/2033 <sup>(i)</sup>  | 1760 | 1805 |
| Kodiak Gas Services, LLC 6.75% 10/1/2035 <sup>(i)</sup>  | 1760 | 1814 |
| Matador Resources Co. 6.50% 4/15/2032 <sup>(i)</sup>  | 11845 | 11965 |
| Matador Resources Co. 6.25% 4/15/2033 <sup>(i)</sup>  | 10760 | 10771 |
| MEG Energy Corp. 5.875% 2/1/2029 <sup>(i)</sup>  | 230 | 230 |
| Mesquite Energy, Inc. 7.25% 2/15/2023 <sup>(i)(m)</sup>  | 5374 | 27 |
| MPLX, LP 1.75% 3/1/2026  | 1950 | 1934 |
| MPLX, LP 5.40% 9/15/2035  | 2372 | 2383 |
| Murphy Oil Corp. 6.00% 10/1/2032  | 5070 | 5001 |
| Nabors Industries, Inc. 7.375% 5/15/2027 <sup>(i)</sup>  | 11677 | 11860 |
| Nabors Industries, Inc. 9.125% 1/31/2030 <sup>(i)</sup>  | 38225 | 40200 |
| New Fortress Energy, Inc. 6.50% 9/30/2026 <sup>(i)</sup>  | 13935 | 2068 |
| New Fortress Energy, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.50%) 9.57% 10/30/2028 <sup>(j)(k)</sup>  | 1670 | 756 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(i)</sup>  | 296698 | 72600 |
| Noble Finance II, LLC 8.00% 4/15/2030 <sup>(i)</sup>  | 33050 | 34324 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031 <sup>(i)</sup>  | 39610 | 40420 |
| Northern Oil and Gas, Inc. 7.875% 10/15/2033 <sup>(i)</sup>  | 21455 | 20915 |
| NuStar Logistics, LP 6.00% 6/1/2026  | 9165 | 9202 |
| NuStar Logistics, LP 5.625% 4/28/2027  | 6754 | 6816 |
| Occidental Petroleum Corp. 8.50% 7/15/2027  | 13000 | 13700 |
| Occidental Petroleum Corp. 6.375% 9/1/2028  | 10000 | 10479 |
| Occidental Petroleum Corp. 5.20% 8/1/2029  | 8307 | 8488 |
| Occidental Petroleum Corp. 8.875% 7/15/2030  | 34900 | 40385 |
| Occidental Petroleum Corp. 6.625% 9/1/2030  | 42000 | 45121 |
| Occidental Petroleum Corp. 5.375% 1/1/2032  | 23000 | 23411 |
| Occidental Petroleum Corp. 5.55% 10/1/2034  | 34622 | 35095 |
| Occidental Petroleum Corp. 6.45% 9/15/2036  | 4428 | 4705 |
| Parkland Corp. 4.625% 5/1/2030 <sup>(i)</sup>  | 5545 | 5384 |
| Permian Resources Operating, LLC 8.00% 4/15/2027 <sup>(i)</sup>  | 8455 | 8577 |
| Permian Resources Operating, LLC 5.875% 7/1/2029 <sup>(i)</sup>  | 650 | 651 |
| Permian Resources Operating, LLC 9.875% 7/15/2031 <sup>(i)</sup>  | 16931 | 18370 |
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(i)</sup>  | 12880 | 13373 |
| Permian Resources Operating, LLC 6.25% 2/1/2033 <sup>(i)</sup>  | 13335 | 13581 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 2663 | 2704 |
| Petroleos Mexicanos 6.50% 3/13/2027  | 7764 | 7922 |
| Petroleos Mexicanos 5.35% 2/12/2028  | 4967 | 4981 |
| Petroleos Mexicanos 6.50% 1/23/2029  | 865 | 885 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 32208 | 34777 |
| Petroleos Mexicanos 6.84% 1/23/2030  | 25862 | 26563 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 54032 | 52887 |
| Petroleos Mexicanos 6.70% 2/16/2032  | 123631 | 123602 |
| Petroleos Mexicanos 10.00% 2/7/2033  | 18000 | 21067 |

---

The Income Fund of America — Page 19 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Petroleos Mexicanos 6.625% 6/15/2035  | USD12,000 | $11525 |
| Petroleos Mexicanos 6.375% 1/23/2045  | 3384 | 2751 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 23557 | 19528 |
| Petroleos Mexicanos 6.35% 2/12/2048  | 8174 | 6558 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 27894 | 25319 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 44625 | 36786 |
| Plains All American Pipeline, LP 3.80% 9/15/2030  | 450 | 435 |
| Range Resources Corp. 8.25% 1/15/2029  | 11472 | 11711 |
| Range Resources Corp. 4.75% 2/15/2030 <sup>(i)</sup>  | 4415 | 4323 |
| Saudi Arabian Oil Co. 5.75% 7/17/2054 <sup>(i)</sup>  | 7910 | 7959 |
| Seadrill Finance, Ltd. 8.375% 8/1/2030 <sup>(i)</sup>  | 10965 | 11226 |
| SM Energy Co. 6.50% 7/15/2028  | 2975 | 3003 |
| South Bow USA Infrastructure Holdings, LLC 5.026% 10/1/2029  | 2952 | 2984 |
| Suburban Propane Partners, LP 5.00% 6/1/2031 <sup>(i)</sup>  | 6125 | 5813 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029 <sup>(i)</sup>  | 19570 | 19925 |
| Sunoco, LP 6.00% 4/15/2027  | 12160 | 12204 |
| Sunoco, LP 5.875% 3/15/2028  | 12700 | 12772 |
| Sunoco, LP 7.00% 9/15/2028 <sup>(i)</sup>  | 14945 | 15466 |
| Sunoco, LP 7.00% 5/1/2029 <sup>(i)</sup>  | 10240 | 10682 |
| Sunoco, LP 4.50% 5/15/2029  | 12580 | 12345 |
| Sunoco, LP 4.50% 4/30/2030  | 6950 | 6738 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(i)</sup>  | 7715 | 7725 |
| Sunoco, LP 7.25% 5/1/2032 <sup>(i)</sup>  | 1385 | 1461 |
| Sunoco, LP 6.25% 7/1/2033 <sup>(i)</sup>  | 14590 | 14916 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(i)</sup>  | 8715 | 8719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP 7.875% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 4.23% on 9/18/2030) <sup>(i)(l)</sup>  | 14755 | 14995 |
| Superior Plus, LP 4.50% 3/15/2029 <sup>(i)</sup>  | 9082 | 8814 |
| Talos Production, Inc. 9.00% 2/1/2029 <sup>(i)</sup>  | 7985 | 8216 |
| Talos Production, Inc. 9.375% 2/1/2031 <sup>(i)</sup>  | 13725 | 14051 |
| Targa Resources Partners, LP 6.875% 1/15/2029  | 9385 | 9535 |
| Tidewater, Inc. 9.125% 7/15/2030 <sup>(i)</sup>  | 4155 | 4438 |
| TotalEnergies Capital SA 5.275% 9/10/2054  | 7500 | 7197 |
| TransCanada Pipelines, Ltd. 4.10% 4/15/2030  | 4504 | 4442 |
| Transocean International, Ltd. 8.75% 2/15/2030 <sup>(i)</sup>  | 922 | 969 |
| Transocean International, Ltd. 7.875% 10/15/2032 <sup>(i)</sup>  | 2435 | 2510 |
| Transocean Poseidon, Ltd. 6.875% 2/1/2027 <sup>(i)</sup>  | 19703 | 19703 |
| Transocean Titan Financing, Ltd. 8.375% 2/1/2028 <sup>(i)</sup>  | 25070 | 25780 |
| Transocean, Inc. 8.25% 5/15/2029 <sup>(i)</sup>  | 9080 | 9141 |
| Transocean, Inc. 8.50% 5/15/2031 <sup>(i)</sup>  | 14395 | 14303 |
| USA Compression Partners, LP 6.25% 10/1/2033 <sup>(i)</sup>  | 17450 | 17529 |
| Valero Energy Corp. 4.00% 4/1/2029  | 5000 | 4962 |
| Venture Global Calcasieu Pass, LLC 3.875% 8/15/2029 <sup>(i)</sup>  | 20300 | 19244 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 <sup>(i)</sup>  | 7746 | 7908 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 <sup>(i)</sup>  | 40865 | 37813 |
| Venture Global Calcasieu Pass, LLC 3.875% 11/1/2033 <sup>(i)</sup>  | 1900 | 1678 |
| Venture Global LNG, Inc. 8.125% 6/1/2028 <sup>(i)</sup>  | 1040 | 1072 |
| Venture Global LNG, Inc. 7.00% 1/15/2030 <sup>(i)</sup>  | 16110 | 16313 |
| Venture Global LNG, Inc. 8.375% 6/1/2031 <sup>(i)</sup>  | 63960 | 65720 |
| Venture Global LNG, Inc. 9.875% 2/1/2032 <sup>(i)</sup>  | 15640 | 16716 |
| Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 <sup>(i)</sup>  | 22745 | 25029 |
| Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 <sup>(i)</sup>  | 15050 | 15774 |
| Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 <sup>(i)</sup>  | 14885 | 16807 |
| Venture Global Plaquemines LNG, LLC 6.75% 1/15/2036 <sup>(i)</sup>  | 30550 | 32375 |

---

The Income Fund of America — Page 20 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Vital Energy, Inc. 7.875% 4/15/2032 <sup>(i)</sup>  | USD15,130 | $14333 |
| Weatherford International, Ltd. 8.625% 4/30/2030 <sup>(i)</sup>  | 31671 | 32392 |
|  |  | 2648145 |
| **Health care 1.55%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032 <sup>(i)</sup>  | 45005 | 47088 |
| AbbVie, Inc. 4.95% 3/15/2031  | 1175 | 1215 |
| AbbVie, Inc. 5.05% 3/15/2034  | 1050 | 1081 |
| AbbVie, Inc. 4.55% 3/15/2035  | 6750 | 6678 |
| AbbVie, Inc. 5.20% 3/15/2035  | 5093 | 5274 |
| AbbVie, Inc. 5.35% 3/15/2044  | 375 | 377 |
| AbbVie, Inc. 4.75% 3/15/2045  | 1203 | 1116 |
| AbbVie, Inc. 5.40% 3/15/2054  | 10500 | 10452 |
| AbbVie, Inc. 5.60% 3/15/2055  | 3451 | 3542 |
| AdaptHealth, LLC 6.125% 8/1/2028 <sup>(i)</sup>  | 12771 | 12775 |
| AdaptHealth, LLC 4.625% 8/1/2029 <sup>(i)</sup>  | 17155 | 16359 |
| AdaptHealth, LLC 5.125% 3/1/2030 <sup>(i)</sup>  | 9115 | 8727 |
| Amgen, Inc. 5.25% 3/2/2033  | 7168 | 7424 |
| Amgen, Inc. 5.60% 3/2/2043  | 6753 | 6859 |
| Amgen, Inc. 5.65% 3/2/2053  | 8387 | 8376 |
| Amgen, Inc. 4.40% 2/22/2062  | 3249 | 2604 |
| Amgen, Inc. 5.75% 3/2/2063  | 1847 | 1846 |
| AstraZeneca Finance, LLC 1.75% 5/28/2028  | 5612 | 5327 |
| AstraZeneca Finance, LLC 4.90% 2/26/2031  | 4050 | 4193 |
| AstraZeneca Finance, LLC 5.00% 2/26/2034  | 8375 | 8667 |
| AstraZeneca PLC 3.375% 11/16/2025  | 4500 | 4498 |
| Avantor Funding, Inc. 4.625% 7/15/2028 <sup>(i)</sup>  | 13220 | 13016 |
| Avantor Funding, Inc. 3.875% 11/1/2029 <sup>(i)</sup>  | 28430 | 27025 |
| Bausch + Lomb Corp. 8.375% 10/1/2028 <sup>(i)</sup>  | 17435 | 18241 |
| Bausch Health Americas, Inc. 8.50% 1/31/2027 <sup>(i)</sup>  | 37720 | 37590 |
| Bausch Health Cos., Inc. 4.875% 6/1/2028 <sup>(i)</sup>  | 365 | 332 |
| Baxter International, Inc. 1.915% 2/1/2027  | 9739 | 9464 |
| Baxter International, Inc. 2.272% 12/1/2028  | 5534 | 5196 |
| Bayer US Finance II, LLC 4.40% 7/15/2044 <sup>(i)</sup>  | 13090 | 10645 |
| Bayer US Finance, LLC 6.125% 11/21/2026 <sup>(i)</sup>  | 9951 | 10121 |
| Bayer US Finance, LLC 6.25% 1/21/2029 <sup>(i)</sup>  | 5902 | 6201 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 10525 | 10938 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 1500 | 1494 |
| Bristol-Myers Squibb Co. 5.65% 2/22/2064  | 7000 | 6954 |
| Centene Corp. 4.25% 12/15/2027  | 24109 | 23779 |
| Centene Corp. 2.45% 7/15/2028  | 15555 | 14511 |
| Centene Corp. 4.625% 12/15/2029  | 24871 | 24143 |
| Centene Corp. 3.375% 2/15/2030  | 20203 | 18598 |
| Centene Corp. 3.00% 10/15/2030  | 1760 | 1572 |
| Centene Corp. 2.50% 3/1/2031  | 32360 | 27879 |
| Centene Corp. 2.625% 8/1/2031  | 16982 | 14583 |
| Charles River Laboratories International, Inc. 4.25% 5/1/2028 <sup>(i)</sup>  | 27840 | 27544 |
| CHS / Community Health Systems, Inc. 6.00% 1/15/2029 <sup>(i)</sup>  | 900 | 892 |
| CHS / Community Health Systems, Inc. 5.25% 5/15/2030 <sup>(i)</sup>  | 38125 | 35772 |
| CHS / Community Health Systems, Inc. 10.875% 1/15/2032 <sup>(i)</sup>  | 19870 | 21445 |
| Cigna Group (The) 4.875% 9/15/2032  | 2000 | 2019 |
| Cigna Group (The) 5.25% 1/15/2036  | 13439 | 13656 |
| Cigna Group (The) 6.00% 1/15/2056  | 8878 | 9175 |
| CVS Health Corp. 5.00% 1/30/2029  | 7413 | 7569 |

---

The Income Fund of America — Page 21 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CVS Health Corp. 5.40% 6/1/2029  | USD9,561 | $9897 |
| CVS Health Corp. 5.55% 6/1/2031  | 7012 | 7364 |
| CVS Health Corp. 5.00% 9/15/2032  | 526 | 535 |
| CVS Health Corp. 5.70% 6/1/2034  | 8598 | 8996 |
| CVS Health Corp. 5.45% 9/15/2035  | 895 | 914 |
| CVS Health Corp. 6.20% 9/15/2055  | 8259 | 8489 |
| DaVita, Inc. 4.625% 6/1/2030 <sup>(i)</sup>  | 1435 | 1387 |
| DaVita, Inc. 3.75% 2/15/2031 <sup>(i)</sup>  | 20865 | 19173 |
| DaVita, Inc. 6.875% 9/1/2032 <sup>(i)</sup>  | 7235 | 7503 |
| DaVita, Inc. 6.75% 7/15/2033 <sup>(i)</sup>  | 20730 | 21512 |
| Elevance Health, Inc. 5.20% 2/15/2035  | 2213 | 2259 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 1627 | 1621 |
| Elevance Health, Inc. 5.125% 2/15/2053  | 1296 | 1187 |
| Elevance Health, Inc. 5.70% 9/15/2055  | 12750 | 12694 |
| Eli Lilly and Co. 5.10% 2/12/2035  | 14179 | 14685 |
| Eli Lilly and Co. 4.90% 10/15/2035  | 3000 | 3052 |
| Eli Lilly and Co. 5.55% 10/15/2055  | 4686 | 4803 |
| Encompass Health Corp. 4.50% 2/1/2028  | 13743 | 13648 |
| Encompass Health Corp. 4.75% 2/1/2030  | 4560 | 4516 |
| Endo Finance Holdings, Inc. 8.50% 4/15/2031 <sup>(i)</sup>  | 39665 | 42091 |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.00%) 7.965% 4/23/2031 <sup>(j)(k)</sup>  | 65865 | 65568 |
| GE HealthCare Technologies, Inc. 4.80% 8/14/2029  | 2726 | 2782 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 7353 | 7729 |
| Gilead Sciences, Inc. 5.55% 10/15/2053  | 3059 | 3101 |
| HCA, Inc. 5.875% 2/15/2026  | 12399 | 12414 |
| Humana, Inc. 5.375% 4/15/2031  | 6292 | 6501 |
| Humana, Inc. 5.55% 5/1/2035  | 10618 | 10863 |
| Humana, Inc. 5.75% 4/15/2054  | 2916 | 2795 |
| IQVIA, Inc. 5.00% 5/15/2027 <sup>(i)</sup>  | 11510 | 11514 |
| IQVIA, Inc. 6.50% 5/15/2030 <sup>(i)</sup>  | 37505 | 38981 |
| IQVIA, Inc. 6.25% 6/1/2032 <sup>(i)</sup>  | 23110 | 24116 |
| Jazz Securities DAC 4.375% 1/15/2029 <sup>(i)</sup>  | 14125 | 13850 |
| Medline Borrower, LP 3.875% 4/1/2029 <sup>(i)</sup>  | 7795 | 7576 |
| Medline Borrower, LP 6.25% 4/1/2029 <sup>(i)</sup>  | 30169 | 31074 |
| Medline Borrower, LP 5.25% 10/1/2029 <sup>(i)</sup>  | 31235 | 31137 |
| Medtronic Global Holdings S.C.A. 4.25% 3/30/2028  | 5455 | 5484 |
| Molina Healthcare, Inc. 4.375% 6/15/2028 <sup>(i)</sup>  | 25995 | 25338 |
| Molina Healthcare, Inc. 3.875% 11/15/2030 <sup>(i)</sup>  | 12815 | 11833 |
| Molina Healthcare, Inc. 3.875% 5/15/2032 <sup>(i)</sup>  | 86195 | 77795 |
| Molina Healthcare, Inc. 6.25% 1/15/2033 <sup>(i)</sup>  | 29460 | 29684 |
| Novant Health, Inc. 3.168% 11/1/2051  | 5000 | 3446 |
| Organon & Co. 4.125% 4/30/2028 <sup>(i)</sup>  | 28670 | 27295 |
| Owens & Minor, Inc. 4.50% 3/31/2029 <sup>(i)</sup>  | 66750 | 51436 |
| Owens & Minor, Inc. 6.625% 4/1/2030 <sup>(i)</sup>  | 35705 | 27210 |
| Owens & Minor, Inc., Term Loan B-1, (3-month USD CME Term SOFR + 3.85%) 7.815% 3/29/2029 <sup>(j)(k)</sup>  | 1928 | 1919 |
| Perrigo Finance Unlimited Co. 6.125% 9/30/2032  | 12895 | 13017 |
| Radiology Partners, Inc. 9.781% PIK 2/15/2030 <sup>(h)(i)</sup>  | 38253 | 37334 |
| Radiology Partners, Inc. 8.50% 7/15/2032 <sup>(i)</sup>  | 65015 | 67694 |
| Radiology Partners, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.502% 6/30/2032 <sup>(j)(k)</sup>  | 50000 | 49995 |
| Rede D'Or Finance SARL 4.95% 1/17/2028  | 200 | 199 |
| Rede D'Or Finance SARL 4.50% 1/22/2030  | 400 | 385 |
| Roche Holdings, Inc. 4.203% 9/9/2029 <sup>(i)</sup>  | 6953 | 6995 |
| Roche Holdings, Inc. 4.592% 9/9/2034 <sup>(i)</sup>  | 3703 | 3718 |
| Summa Health 3.511% 11/15/2051  | 2150 | 1757 |

---

The Income Fund of America — Page 22 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Surgery Center Holdings, Inc. 7.25% 4/15/2032 <sup>(i)</sup>  | USD28,690 | $29555 |
| Surgery Center Holdings, Inc., Term Loan, (1-month USD CME Term SOFR + 2.50%) 6.465% 12/19/2030 <sup>(j)(k)</sup>  | 3851 | 3866 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 16803 | 17103 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 4180 | 4329 |
| Tenet Healthcare Corp. 4.625% 6/15/2028  | 5630 | 5611 |
| Tenet Healthcare Corp. 6.125% 10/1/2028  | 17500 | 17534 |
| Tenet Healthcare Corp. 4.25% 6/1/2029  | 17140 | 16772 |
| Tenet Healthcare Corp. 6.75% 5/15/2031  | 14510 | 15066 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 19453 | 19166 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  | 47053 | 47104 |
| Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028  | 167996 | 174590 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 126860 | 127747 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  | 13241 | 14494 |
| Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031  | 2900 | 3328 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 22170 | 23158 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 80110 | 60258 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 31820 | 32924 |
| UnitedHealth Group, Inc. 4.95% 1/15/2032  | 9261 | 9485 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 7300 | 7506 |
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | 11177 | 11574 |
| UnitedHealth Group, Inc. 5.625% 7/15/2054  | 9300 | 9258 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 9877 | 10284 |
| Viatris, Inc. 4.00% 6/22/2050  | 7346 | 4952 |
|  |  | 2129357 |
| **Information technology 1.16%** |  |  |
| Accenture Capital, Inc. 4.25% 10/4/2031  | 8263 | 8252 |
| Accenture Capital, Inc. 4.50% 10/4/2034  | 7868 | 7763 |
| Amphenol Corp. 4.625% 2/15/2036  | 21297 | 20939 |
| Amphenol Corp. 5.30% 11/15/2055  | 10325 | 10055 |
| ams-OSRAM AG 12.25% 3/30/2029 <sup>(i)</sup>  | 36330 | 39275 |
| Analog Devices, Inc. 5.05% 4/1/2034  | 3616 | 3749 |
| Analog Devices, Inc. 5.30% 4/1/2054  | 4974 | 4895 |
| Booz Allen Hamilton, Inc. 4.00% 7/1/2029 <sup>(i)</sup>  | 17037 | 16620 |
| Broadcom, Inc. 3.15% 11/15/2025  | 314 | 314 |
| Broadcom, Inc. 5.05% 7/12/2029  | 3569 | 3676 |
| Broadcom, Inc. 4.35% 2/15/2030  | 3269 | 3286 |
| Broadcom, Inc. 5.15% 11/15/2031  | 938 | 976 |
| Broadcom, Inc. 4.55% 2/15/2032  | 911 | 917 |
| Broadcom, Inc. 4.80% 10/15/2034  | 929 | 934 |
| Broadcom, Inc. 5.20% 7/15/2035  | 20750 | 21382 |
| Broadcom, Inc. 4.80% 2/15/2036  | 1929 | 1915 |
| Broadcom, Inc. 3.187% 11/15/2036 <sup>(i)</sup>  | 239 | 204 |
| Broadcom, Inc. 4.90% 2/15/2038  | 12995 | 12845 |
| Cisco Systems, Inc. 5.10% 2/24/2035  | 17098 | 17602 |
| Cloud Software Group, Inc. 6.50% 3/31/2029 <sup>(i)</sup>  | 48410 | 48806 |
| Cloud Software Group, Inc. 9.00% 9/30/2029 <sup>(i)</sup>  | 77190 | 79907 |
| Cloud Software Group, Inc. 8.25% 6/30/2032 <sup>(i)</sup>  | 34950 | 36760 |
| Cloud Software Group, Inc. 6.625% 8/15/2033 <sup>(i)</sup>  | 14980 | 15028 |
| CommScope Technologies, LLC 5.00% 3/15/2027 <sup>(i)</sup>  | 18560 | 18504 |
| CommScope, LLC 8.25% 3/1/2027 <sup>(i)</sup>  | 58098 | 58519 |
| CommScope, LLC 7.125% 7/1/2028 <sup>(i)</sup>  | 16551 | 16638 |
| CommScope, LLC 9.50% 12/15/2031 <sup>(i)</sup>  | 1065 | 1086 |
| Commscope, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.715% 12/17/2029 <sup>(j)(k)</sup>  | 24790 | 25047 |

---

The Income Fund of America — Page 23 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Information technology (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(a)(i)</sup>  | USD118,485 | $125766 |
| Ellucian Holdings, Inc. 6.50% 12/1/2029 <sup>(i)</sup>  | 18775 | 19048 |
| Ellucian Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.715% 11/22/2032 <sup>(j)(k)</sup>  | 5650 | 5730 |
| Entegris, Inc. 3.625% 5/1/2029 <sup>(i)</sup>  | 30000 | 28645 |
| Fair Isaac Corp. 4.00% 6/15/2028 <sup>(i)</sup>  | 16730 | 16434 |
| Fair Isaac Corp. 6.00% 5/15/2033 <sup>(i)</sup>  | 33225 | 33903 |
| Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + 7.25%) 11.288% 9/13/2029 <sup>(f)(j)(k)</sup>  | 9306 | 9399 |
| Finastra USA, Inc., Term Loan, (1-month USD CME Term SOFR + 4.00%) 8.00% 7/30/2032 <sup>(j)(k)</sup>  | 27835 | 27560 |
| Gartner, Inc. 4.50% 7/1/2028 <sup>(i)</sup>  | 14275 | 14161 |
| Hughes Satellite Systems Corp. 5.25% 8/1/2026  | 149996 | 147733 |
| Hughes Satellite Systems Corp. 6.625% 8/1/2026  | 124614 | 118058 |
| Intel Corp. 5.20% 2/10/2033  | 16000 | 16301 |
| Intel Corp. 3.05% 8/12/2051  | 2040 | 1294 |
| Intel Corp. 4.90% 8/5/2052  | 9000 | 7735 |
| Intel Corp. 5.60% 2/21/2054  | 10509 | 10058 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 5.00%) 8.965% 3/20/2033 <sup>(j)(k)</sup>  | 16750 | 16614 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 8175 | 8336 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(i)</sup>  | 59983 | 64820 |
| NCR Voyix Corp. 5.125% 4/15/2029 <sup>(i)</sup>  | 4281 | 4241 |
| Oracle Corp. 4.80% 9/26/2032  | 4000 | 3960 |
| Oracle Corp. 5.20% 9/26/2035  | 23577 | 23229 |
| Oracle Corp. 5.875% 9/26/2045  | 10430 | 10051 |
| Oracle Corp. 6.00% 8/3/2055  | 21706 | 20782 |
| Oracle Corp. 5.95% 9/26/2055  | 17264 | 16380 |
| Oracle Corp. 6.10% 9/26/2065  | 14012 | 13374 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 559 | 563 |
| Shift4 Payments, LLC 6.75% 8/15/2032 <sup>(i)</sup>  | 14530 | 15020 |
| Synaptics, Inc. 4.00% 6/15/2029 <sup>(i)</sup>  | 3700 | 3556 |
| Synopsys, Inc. 5.15% 4/1/2035  | 8029 | 8159 |
| Synopsys, Inc. 5.70% 4/1/2055  | 4101 | 4146 |
| Texas Instruments, Inc. 4.60% 2/8/2029  | 4408 | 4503 |
| Texas Instruments, Inc. 4.85% 2/8/2034  | 2294 | 2354 |
| Texas Instruments, Inc. 5.10% 5/23/2035  | 8250 | 8515 |
| Texas Instruments, Inc. 5.15% 2/8/2054  | 8750 | 8402 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(i)</sup>  | 13825 | 14242 |
| Unisys Corp. 10.625% 1/15/2031 <sup>(i)</sup>  | 25298 | 26882 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(i)</sup>  | 95464 | 95457 |
| Viasat, Inc. 6.50% 7/15/2028 <sup>(i)</sup>  | 27508 | 26724 |
| Viasat, Inc. 7.50% 5/30/2031 <sup>(i)</sup>  | 68280 | 64155 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.61448%) 8.579% 3/2/2029 <sup>(j)(k)</sup>  | 26431 | 26277 |
| Viasat, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.646% 5/30/2030 <sup>(j)(k)</sup>  | 5691 | 5636 |
| Viavi Solutions, Inc. 3.75% 10/1/2029 <sup>(i)</sup>  | 4675 | 4413 |
| VoltaGrid, LLC 7.375% 11/1/2030 <sup>(i)</sup>  | 3015 | 3068 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(f)(h)(i)</sup>  | 17249 | 19341 |
| WULF Compute, LLC 7.75% 10/15/2030 <sup>(i)</sup>  | 17350 | 18036 |
|  |  | 1598955 |
| **Real estate 1.05%** |  |  |
| Alexandria Real Estate Equities, Inc. 3.95% 1/15/2028  | 975 | 968 |
| Alexandria Real Estate Equities, Inc. 2.75% 12/15/2029  | 4851 | 4548 |
| Alexandria Real Estate Equities, Inc. 3.375% 8/15/2031  | 2375 | 2218 |
| Alexandria Real Estate Equities, Inc. 1.875% 2/1/2033  | 4323 | 3535 |
| American Tower Corp. 3.55% 7/15/2027  | 2525 | 2500 |
| American Tower Corp. 2.30% 9/15/2031  | 2000 | 1772 |

---

The Income Fund of America — Page 24 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| American Tower Corp. 2.95% 1/15/2051  | USD4,250 | $2747 |
| Anywhere Real Estate Group, LLC 5.75% 1/15/2029 <sup>(i)</sup>  | 46200 | 44511 |
| Anywhere Real Estate Group, LLC 5.25% 4/15/2030 <sup>(i)</sup>  | 23345 | 21511 |
| Anywhere Real Estate Group, LLC 7.00% 4/15/2030 <sup>(i)</sup>  | 21230 | 21401 |
| Boston Properties, LP 6.75% 12/1/2027  | 25000 | 26157 |
| Boston Properties, LP 2.90% 3/15/2030  | 2310 | 2155 |
| Boston Properties, LP 3.25% 1/30/2031  | 10206 | 9506 |
| Boston Properties, LP 2.55% 4/1/2032  | 4508 | 3906 |
| Boston Properties, LP 2.45% 10/1/2033  | 12250 | 10067 |
| Boston Properties, LP 6.50% 1/15/2034  | 4363 | 4704 |
| Boston Properties, LP 5.75% 1/15/2035  | 7472 | 7647 |
| Equinix, Inc. 1.45% 5/15/2026  | 13335 | 13137 |
| Extra Space Storage, LP 2.35% 3/15/2032  | 1949 | 1695 |
| Forestar Group, Inc. 6.50% 3/15/2033 <sup>(i)</sup>  | 37785 | 38742 |
| Howard Hughes Corp. (The) 5.375% 8/1/2028 <sup>(i)</sup>  | 77180 | 77105 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(i)</sup>  | 62975 | 60573 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(i)</sup>  | 88270 | 83293 |
| Hudson Pacific Properties, LP 3.25% 1/15/2030  | 3340 | 2855 |
| Invitation Homes Operating Partnership, LP 2.00% 8/15/2031  | 3300 | 2861 |
| Iron Mountain, Inc. 4.875% 9/15/2027 <sup>(i)</sup>  | 6865 | 6848 |
| Iron Mountain, Inc. 5.00% 7/15/2028 <sup>(i)</sup>  | 11466 | 11410 |
| Iron Mountain, Inc. 4.875% 9/15/2029 <sup>(i)</sup>  | 9300 | 9185 |
| Iron Mountain, Inc. 5.25% 7/15/2030 <sup>(i)</sup>  | 33830 | 33700 |
| Iron Mountain, Inc. 4.50% 2/15/2031 <sup>(i)</sup>  | 43400 | 41662 |
| Iron Mountain, Inc. 6.25% 1/15/2033 <sup>(i)</sup>  | 18170 | 18599 |
| Kennedy-Wilson, Inc. 4.75% 3/1/2029  | 39392 | 37323 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030  | 66356 | 61337 |
| Kennedy-Wilson, Inc. 5.00% 3/1/2031  | 39753 | 36729 |
| Ladder Capital Finance Holdings LLLP 4.25% 2/1/2027 <sup>(i)</sup>  | 26434 | 26187 |
| Ladder Capital Finance Holdings LLLP 4.75% 6/15/2029 <sup>(i)</sup>  | 3335 | 3273 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 18049 | 18398 |
| Ladder Capital Finance Holdings LLLP 7.00% 7/15/2031 <sup>(i)</sup>  | 7535 | 7921 |
| MPT Operating Partnership, LP 5.00% 10/15/2027  | 162821 | 156784 |
| MPT Operating Partnership, LP 4.625% 8/1/2029  | 17080 | 13985 |
| MPT Operating Partnership, LP 3.50% 3/15/2031  | 1175 | 831 |
| MPT Operating Partnership, LP 8.50% 2/15/2032 <sup>(i)</sup>  | 99141 | 103965 |
| Park Intermediate Holdings, LLC 5.875% 10/1/2028 <sup>(i)</sup>  | 5010 | 5009 |
| Park Intermediate Holdings, LLC 4.875% 5/15/2029 <sup>(i)</sup>  | 22600 | 21988 |
| Park Intermediate Holdings, LLC 7.00% 2/1/2030 <sup>(i)</sup>  | 8695 | 8911 |
| Pebblebrook Hotel, LP 6.375% 10/15/2029 <sup>(i)</sup>  | 29400 | 29707 |
| Prologis, LP 4.875% 6/15/2028  | 3841 | 3926 |
| Prologis, LP 4.75% 6/15/2033  | 2957 | 2990 |
| Prologis, LP 5.00% 3/15/2034  | 3445 | 3512 |
| Prologis, LP 5.00% 1/31/2035  | 1721 | 1743 |
| Public Storage Operating Co. 1.85% 5/1/2028  | 8037 | 7632 |
| Public Storage Operating Co. 1.95% 11/9/2028  | 8107 | 7637 |
| Public Storage Operating Co. 2.30% 5/1/2031  | 3242 | 2924 |
| RLJ Lodging Trust, LP 3.75% 7/1/2026 <sup>(i)</sup>  | 2120 | 2105 |
| RLJ Lodging Trust, LP 4.00% 9/15/2029 <sup>(i)</sup>  | 6265 | 5921 |
| SBA Communications Corp. 3.125% 2/1/2029  | 2170 | 2053 |
| Scentre Group Trust 1 3.75% 3/23/2027 <sup>(i)</sup>  | 2500 | 2485 |
| Service Properties Trust 4.95% 2/15/2027  | 26398 | 26349 |
| Service Properties Trust 0% 9/30/2027 <sup>(i)</sup>  | 8350 | 7371 |
| Service Properties Trust 5.50% 12/15/2027  | 27165 | 26478 |

---

The Income Fund of America — Page 25 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Service Properties Trust 3.95% 1/15/2028  | USD56,065 | $52213 |
| Service Properties Trust 8.375% 6/15/2029  | 52506 | 52208 |
| Service Properties Trust 4.95% 10/1/2029  | 30822 | 26668 |
| Service Properties Trust 4.375% 2/15/2030  | 34840 | 29360 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(i)</sup>  | 39615 | 41821 |
| Service Properties Trust 8.875% 6/15/2032  | 20406 | 20160 |
| Simon Property Group, LP 2.65% 7/15/2030  | 3350 | 3129 |
| Sun Communities Operating, LP 2.30% 11/1/2028  | 2566 | 2431 |
| Sun Communities Operating, LP 2.70% 7/15/2031  | 1941 | 1763 |
| VICI Properties, LP 3.875% 2/15/2029 <sup>(i)</sup>  | 2535 | 2478 |
|  |  | 1439223 |
| **Industrials 1.01%** |  |  |
| AAR Escrow Issuer, LLC 6.75% 3/15/2029 <sup>(i)</sup>  | 15509 | 16024 |
| ADT Security Corp. 4.125% 8/1/2029 <sup>(i)</sup>  | 920 | 892 |
| AECOM 6.00% 8/1/2033 <sup>(i)</sup>  | 2240 | 2301 |
| Air Lease Corp. 2.875% 1/15/2026  | 5916 | 5895 |
| Air Lease Corp. 2.20% 1/15/2027  | 934 | 911 |
| Allison Transmission, Inc. 3.75% 1/30/2031 <sup>(i)</sup>  | 25185 | 23274 |
| Amentum Escrow Corp., Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.215% 9/29/2031 <sup>(j)(k)</sup>  | 19200 | 19052 |
| Amentum Holdings, Inc. 7.25% 8/1/2032 <sup>(i)</sup>  | 24235 | 25243 |
| American Airlines, Inc. 8.50% 5/15/2029 <sup>(i)</sup>  | 11890 | 12412 |
| Americold Realty Operating Partnership, LP 5.60% 5/15/2032  | 9660 | 9776 |
| Aramark Services, Inc. 5.00% 2/1/2028 <sup>(i)</sup>  | 39000 | 38988 |
| ATI, Inc. 4.875% 10/1/2029  | 30055 | 29987 |
| ATI, Inc. 7.25% 8/15/2030  | 14815 | 15593 |
| ATI, Inc. 5.125% 10/1/2031  | 15485 | 15364 |
| Avis Budget Car Rental, LLC 5.75% 7/15/2027 <sup>(i)</sup>  | 10553 | 10490 |
| Avis Budget Car Rental, LLC 5.375% 3/1/2029 <sup>(i)</sup>  | 18760 | 18083 |
| Avis Budget Car Rental, LLC 8.25% 1/15/2030 <sup>(i)</sup>  | 4805 | 4908 |
| Avis Budget Car Rental, LLC 8.00% 2/15/2031 <sup>(i)</sup>  | 6700 | 6816 |
| Axon Enterprise, Inc. 6.125% 3/15/2030 <sup>(i)</sup>  | 4825 | 4968 |
| BAE Systems PLC 5.125% 3/26/2029 <sup>(i)</sup>  | 6670 | 6875 |
| BAE Systems PLC 5.25% 3/26/2031 <sup>(i)</sup>  | 5564 | 5786 |
| BAE Systems PLC 5.30% 3/26/2034 <sup>(i)</sup>  | 6357 | 6599 |
| BAE Systems PLC 5.50% 3/26/2054 <sup>(i)</sup>  | 1175 | 1195 |
| Boeing Co. (The) 3.10% 5/1/2026  | 500 | 497 |
| Boeing Co. (The) 5.04% 5/1/2027  | 4500 | 4545 |
| Boeing Co. (The) 5.15% 5/1/2030  | 7095 | 7300 |
| Boeing Co. (The) 3.625% 2/1/2031  | 2720 | 2609 |
| Boeing Co. (The) 6.388% 5/1/2031  | 2425 | 2639 |
| Boeing Co. (The) 3.60% 5/1/2034  | 5750 | 5219 |
| Boeing Co. (The) 6.528% 5/1/2034  | 26605 | 29452 |
| Boeing Co. (The) 3.90% 5/1/2049  | 800 | 607 |
| Boeing Co. (The) 5.805% 5/1/2050  | 8550 | 8500 |
| Boeing Co. (The) 6.858% 5/1/2054  | 3564 | 4061 |
| Boeing Co. (The) 7.008% 5/1/2064  | 2350 | 2693 |
| Brink's Co. (The) 4.625% 10/15/2027 <sup>(i)</sup>  | 12800 | 12754 |
| Brink's Co. (The) 6.50% 6/15/2029 <sup>(i)</sup>  | 4755 | 4917 |
| Brink's Co. (The) 6.75% 6/15/2032 <sup>(i)</sup>  | 7500 | 7795 |
| Burlington Northern Santa Fe, LLC 3.55% 2/15/2050  | 8500 | 6362 |
| BWX Technologies, Inc. 4.125% 6/30/2028 <sup>(i)</sup>  | 5190 | 5089 |
| BWX Technologies, Inc. 4.125% 4/15/2029 <sup>(i)</sup>  | 8595 | 8415 |
| Canadian Pacific Railway Co. 1.75% 12/2/2026  | 3015 | 2944 |

---

The Income Fund of America — Page 26 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | USD4,698 | $4851 |
| Canadian Pacific Railway Co. 3.00% 12/2/2041  | 1028 | 774 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051  | 3204 | 2171 |
| Clarivate Science Holdings Corp. 3.875% 7/1/2028 <sup>(i)</sup>  | 12595 | 12138 |
| Clarivate Science Holdings Corp. 4.875% 7/1/2029 <sup>(i)</sup>  | 25820 | 24109 |
| Clean Harbors, Inc. 5.125% 7/15/2029 <sup>(i)</sup>  | 2575 | 2573 |
| Clean Harbors, Inc. 6.375% 2/1/2031 <sup>(i)</sup>  | 17399 | 17841 |
| Clean Harbors, Inc. 5.75% 10/15/2033 <sup>(i)</sup>  | 18165 | 18578 |
| CoreLogic, Inc. 4.50% 5/1/2028 <sup>(i)</sup>  | 81186 | 78479 |
| CoreLogic, Inc., Term Loan, (3-month USD CME Term SOFR + 3.61448%) 7.579% 6/2/2028 <sup>(j)(k)</sup>  | 24689 | 24711 |
| CoreLogic, Inc., Term Loan, (3-month USD CME Term SOFR + 6.61448%) 10.579% 6/4/2029 <sup>(j)(k)</sup>  | 9000 | 8994 |
| CSX Corp. 3.80% 3/1/2028  | 1300 | 1295 |
| CSX Corp. 5.05% 6/15/2035  | 12097 | 12308 |
| Enviri Corp. 5.75% 7/31/2027 <sup>(i)</sup>  | 10085 | 10015 |
| EquipmentShare.com, Inc. 9.00% 5/15/2028 <sup>(i)</sup>  | 16535 | 16680 |
| EquipmentShare.com, Inc. 8.625% 5/15/2032 <sup>(i)</sup>  | 24490 | 24745 |
| EquipmentShare.com, Inc. 8.00% 3/15/2033 <sup>(i)</sup>  | 13290 | 13045 |
| FTAI Aviation Investors, LLC 5.50% 5/1/2028 <sup>(i)</sup>  | 30400 | 30442 |
| Garda World Security Corp. 8.375% 11/15/2032 <sup>(i)</sup>  | 10430 | 10624 |
| General Dynamics Corp. 3.625% 4/1/2030  | 5433 | 5330 |
| General Electric Co. 4.30% 7/29/2030  | 1886 | 1901 |
| General Electric Co. 4.90% 1/29/2036  | 726 | 740 |
| Herc Holdings, Inc. 6.625% 6/15/2029 <sup>(i)</sup>  | 19575 | 20232 |
| Herc Holdings, Inc. 7.00% 6/15/2030 <sup>(i)</sup>  | 18605 | 19486 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(i)</sup>  | 7940 | 8377 |
| Icahn Enterprises, LP 6.25% 5/15/2026  | 6728 | 6738 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 42205 | 41502 |
| Icahn Enterprises, LP 9.75% 1/15/2029  | 1100 | 1105 |
| Icahn Enterprises, LP 4.375% 2/1/2029  | 21525 | 18596 |
| Icahn Enterprises, LP 10.00% 11/15/2029 <sup>(i)</sup>  | 965 | 970 |
| L3Harris Technologies, Inc. 5.40% 7/31/2033  | 7430 | 7752 |
| Lockheed Martin Corp. 5.70% 11/15/2054  | 6148 | 6380 |
| Mexico City Airport Trust 3.875% 4/30/2028 <sup>(i)</sup>  | 770 | 756 |
| Mexico City Airport Trust 5.50% 10/31/2046  | 2303 | 2042 |
| Mexico City Airport Trust 5.50% 7/31/2047  | 4482 | 3948 |
| Mexico City Airport Trust 5.50% 7/31/2047 <sup>(i)</sup>  | 215 | 189 |
| Miter Brands Acquisition Holdco, Inc. 6.75% 4/1/2032 <sup>(i)</sup>  | 9224 | 9474 |
| Moog, Inc. 4.25% 12/9/2027 <sup>(i)</sup>  | 16909 | 16774 |
| Mueller Water Products, Inc. 4.00% 6/15/2029 <sup>(i)</sup>  | 5110 | 4941 |
| NESCO Holdings II, Inc. 5.50% 4/15/2029 <sup>(i)</sup>  | 2570 | 2515 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 3847 | 3837 |
| Norfolk Southern Corp. 5.10% 5/1/2035  | 5539 | 5667 |
| Norfolk Southern Corp. 3.05% 5/15/2050  | 1727 | 1172 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 17005 | 16660 |
| Northrop Grumman Corp. 3.25% 1/15/2028  | 7495 | 7382 |
| Otis Worldwide Corp. 2.293% 4/5/2027  | 1940 | 1894 |
| Paychex, Inc. 5.60% 4/15/2035  | 814 | 851 |
| Peraton Corp., Term Loan B, (3-month USD CME Term SOFR + 3.85%) 7.69% 2/1/2028 <sup>(j)(k)</sup>  | 34010 | 29498 |
| RB Global Holdings, Inc. 7.75% 3/15/2031 <sup>(i)</sup>  | 11040 | 11536 |
| Reworld Holding Corp. 4.875% 12/1/2029 <sup>(i)</sup>  | 19365 | 18247 |
| RTX Corp. 1.90% 9/1/2031  | 6250 | 5467 |
| RTX Corp. 5.15% 2/27/2033  | 9542 | 9900 |
| RTX Corp. 5.375% 2/27/2053  | 3947 | 3881 |
| Sabre GLBL, Inc. 11.125% 7/15/2030 <sup>(i)</sup>  | 20895 | 19772 |

---

The Income Fund of America — Page 27 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Science Applications International Corp. 5.875% 11/1/2033 <sup>(i)</sup>  | USD5,215 | $5205 |
| Sensata Technologies BV 4.00% 4/15/2029 <sup>(i)</sup>  | 19310 | 18836 |
| Sensata Technologies, Inc. 3.75% 2/15/2031 <sup>(i)</sup>  | 26288 | 24457 |
| Siemens Funding BV 5.80% 5/28/2055 <sup>(i)</sup>  | 11564 | 12359 |
| Siemens Funding BV 5.90% 5/28/2065 <sup>(i)</sup>  | 10833 | 11699 |
| Spirit AeroSystems, Inc. 4.60% 6/15/2028  | 485 | 489 |
| Spirit AeroSystems, Inc. 9.375% 11/30/2029 <sup>(i)</sup>  | 2065 | 2171 |
| Spirit AeroSystems, Inc. 9.75% 11/15/2030 <sup>(i)</sup>  | 625 | 687 |
| Standard Building Solutions, Inc. 6.25% 8/1/2033 <sup>(i)</sup>  | 10880 | 11105 |
| TransDigm, Inc. 6.75% 8/15/2028 <sup>(i)</sup>  | 11790 | 12037 |
| TransDigm, Inc. 6.375% 3/1/2029 <sup>(i)</sup>  | 14590 | 15005 |
| TransDigm, Inc. 6.625% 3/1/2032 <sup>(i)</sup>  | 2580 | 2671 |
| TransDigm, Inc. 6.375% 5/31/2033 <sup>(i)</sup>  | 25665 | 26225 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(i)</sup>  | 2630 | 2720 |
| TransDigm, Inc. 6.75% 1/31/2034 <sup>(i)</sup>  | 30725 | 31863 |
| Triton Container International, Ltd. 3.15% 6/15/2031 <sup>(i)</sup>  | 7222 | 6541 |
| Union Pacific Corp. 2.40% 2/5/2030  | 1931 | 1801 |
| Union Pacific Corp. 5.10% 2/20/2035  | 6058 | 6237 |
| Union Pacific Corp. 2.891% 4/6/2036  | 2495 | 2110 |
| Union Pacific Corp. 3.50% 2/14/2053  | 1671 | 1213 |
| Union Pacific Corp. 5.60% 12/1/2054  | 8278 | 8396 |
| Union Pacific Corp. 3.839% 3/20/2060  | 1078 | 799 |
| United Rentals (North America), Inc. 5.25% 1/15/2030  | 6840 | 6893 |
| United Rentals (North America), Inc. 3.875% 2/15/2031  | 21600 | 20521 |
| United Rentals (North America), Inc. 3.75% 1/15/2032  | 10985 | 10227 |
| United Rentals (North America), Inc. 6.125% 3/15/2034 <sup>(i)</sup>  | 29140 | 30444 |
| Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034 <sup>(i)</sup>  | 973 | 1020 |
| Verisk Analytics, Inc. 5.125% 2/15/2036  | 1035 | 1042 |
| Virgin Australia Holdings, Ltd. 7.875% 10/15/2021 <sup>(i)(m)</sup>  | 1632 | 14 |
| Waste Pro USA, Inc. 7.00% 2/1/2033 <sup>(i)</sup>  | 7165 | 7465 |
| WESCO Distribution, Inc. 7.25% 6/15/2028 <sup>(i)</sup>  | 6435 | 6529 |
| WESCO Distribution, Inc. 6.625% 3/15/2032 <sup>(i)</sup>  | 20920 | 21892 |
| WESCO Distribution, Inc. 6.375% 3/15/2033 <sup>(i)</sup>  | 25770 | 26946 |
| XPO, Inc. 6.25% 6/1/2028 <sup>(i)</sup>  | 4950 | 5057 |
| XPO, Inc. 7.125% 6/1/2031 <sup>(i)</sup>  | 6765 | 7069 |
| XPO, Inc. 7.125% 2/1/2032 <sup>(i)</sup>  | 14878 | 15697 |
|  |  | 1393157 |
| **Materials 0.95%** |  |  |
| Air Products and Chemicals, Inc. 1.85% 5/15/2027  | 1607 | 1560 |
| Alliance Resource Operating Partners, LP 8.625% 6/15/2029 <sup>(i)</sup>  | 7629 | 8079 |
| ARD Finance SA 7.25% PIK 6/30/2027 <sup>(h)(i)</sup>  | 17715 | 266 |
| Avient Corp. 7.125% 8/1/2030 <sup>(i)</sup>  | 6900 | 7107 |
| Avient Corp. 6.25% 11/1/2031 <sup>(i)</sup>  | 7115 | 7270 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 <sup>(i)</sup>  | 7585 | 7962 |
| Axalta Coating Systems, LLC 4.75% 6/15/2027 <sup>(i)</sup>  | 14076 | 14051 |
| Ball Corp. 4.875% 3/15/2026  | 5500 | 5502 |
| Ball Corp. 6.875% 3/15/2028  | 19100 | 19445 |
| Ball Corp. 6.00% 6/15/2029  | 24810 | 25448 |
| Ball Corp. 2.875% 8/15/2030  | 1540 | 1409 |
| Ball Corp. 3.125% 9/15/2031  | 20755 | 18928 |
| Ball Corp. 5.50% 9/15/2033  | 26955 | 27303 |
| BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055  | 4993 | 5217 |
| CAN-PACK SA 3.875% 11/15/2029 <sup>(i)</sup>  | 23887 | 22709 |

---

The Income Fund of America — Page 28 of 73

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Capstone Copper Corp. 6.75% 3/31/2033 <sup>(i)</sup>  | USD8,275 | $8569 |
| Celanese US Holdings, LLC 6.665% 7/15/2027  | 34028 | 34952 |
| Celanese US Holdings, LLC 6.85% 11/15/2028  | 22109 | 22915 |
| Celanese US Holdings, LLC 6.83% 7/15/2029  | 18697 | 19111 |
| Celanese US Holdings, LLC 6.50% 4/15/2030  | 2890 | 2868 |
| Celanese US Holdings, LLC 7.05% 11/15/2030  | 34843 | 35484 |
| Celanese US Holdings, LLC 6.75% 4/15/2033  | 32710 | 32242 |
| Celanese US Holdings, LLC 7.20% 11/15/2033  | 3430 | 3520 |
| Cleveland-Cliffs, Inc. 4.625% 3/1/2029 <sup>(i)</sup>  | 33580 | 32841 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029 <sup>(i)</sup>  | 37251 | 38284 |
| Cleveland-Cliffs, Inc. 6.75% 4/15/2030 <sup>(i)</sup>  | 36895 | 37759 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031 <sup>(i)</sup>  | 6700 | 6339 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031 <sup>(i)</sup>  | 58500 | 61286 |
| Cleveland-Cliffs, Inc. 7.00% 3/15/2032 <sup>(i)</sup>  | 24110 | 24682 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033 <sup>(i)</sup>  | 16699 | 17295 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(i)</sup>  | 27010 | 28102 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 <sup>(i)</sup>  | 3465 | 2370 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(i)</sup>  | 12905 | 9188 |
| CRH America, Inc. 5.125% 5/18/2045 <sup>(i)</sup>  | 350 | 333 |
| CVR Partners, LP 6.125% 6/15/2028 <sup>(i)</sup>  | 6135 | 6133 |
| Dow Chemical Co. (The) 5.35% 3/15/2035  | 3180 | 3158 |
| Dow Chemical Co. (The) 5.65% 3/15/2036  | 2543 | 2547 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 2075 | 1697 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 10215 | 6908 |
| Dow Chemical Co. (The) 5.95% 3/15/2055  | 8500 | 8055 |
| Ecolab, Inc. 5.00% 9/1/2035  | 3000 | 3061 |
| Element Solutions, Inc. 3.875% 9/1/2028 <sup>(i)</sup>  | 21085 | 20423 |
| First Quantum Minerals, Ltd. 9.375% 3/1/2029 <sup>(i)</sup>  | 75515 | 79998 |
| First Quantum Minerals, Ltd. 7.25% 2/15/2034 <sup>(i)</sup>  | 14555 | 15127 |
| FXI Holdings, Inc. 12.25% 11/15/2026 <sup>(i)</sup>  | 35598 | 30797 |
| FXI Holdings, Inc. 12.25% 11/15/2026 <sup>(i)</sup>  | 24259 | 21341 |
| Graphic Packaging International, LLC 3.75% 2/1/2030 <sup>(i)</sup>  | 5740 | 5396 |
| Graphic Packaging International, LLC 6.375% 7/15/2032 <sup>(i)</sup>  | 5685 | 5767 |
| INEOS Finance PLC 6.75% 5/15/2028 <sup>(i)</sup>  | 16310 | 15396 |
| INEOS Finance PLC 7.50% 4/15/2029 <sup>(i)</sup>  | 6920 | 6450 |
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027 <sup>(i)</sup>  | 749 | 714 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(i)</sup>  | 4385 | 4475 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(i)</sup>  | 18400 | 18884 |
| Kaiser Aluminum Corp. 4.625% 3/1/2028 <sup>(i)</sup>  | 20295 | 20293 |
| Linde, Inc. 1.10% 8/10/2030  | 3657 | 3198 |
| LSB Industries, Inc. 6.25% 10/15/2028 <sup>(i)</sup>  | 445 | 439 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 1087 | 1125 |
| Mercer International, Inc. 12.875% 10/1/2028 <sup>(i)</sup>  | 1435 | 1193 |
| Methanex Corp. 5.125% 10/15/2027  | 57263 | 57437 |
| Methanex Corp. 5.25% 12/15/2029  | 2380 | 2375 |
| Methanex Corp. 5.65% 12/1/2044  | 450 | 393 |
| Methanex US Operations, Inc. 6.25% 3/15/2032 <sup>(i)</sup>  | 18250 | 18579 |
| Minera Mexico SA de CV 5.625% 2/12/2032 <sup>(i)</sup>  | 11045 | 11498 |
| Mineral Resources, Ltd. 8.00% 11/1/2027 <sup>(i)</sup>  | 14800 | 15125 |
| Mineral Resources, Ltd. 9.25% 10/1/2028 <sup>(i)</sup>  | 23240 | 24396 |
| Mineral Resources, Ltd. 8.50% 5/1/2030 <sup>(i)</sup>  | 12175 | 12702 |
| NOVA Chemicals Corp. 5.25% 6/1/2027 <sup>(i)</sup>  | 13410 | 13449 |
| NOVA Chemicals Corp. 4.25% 5/15/2029 <sup>(i)</sup>  | 1505 | 1466 |
| NOVA Chemicals Corp. 9.00% 2/15/2030 <sup>(i)</sup>  | 6685 | 7157 |

---

The Income Fund of America — Page 29 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| NOVA Chemicals Corp. 7.00% 12/1/2031 <sup>(i)</sup>  | USD8,425 | $8944 |
| Novelis Corp. 4.75% 1/30/2030 <sup>(i)</sup>  | 7523 | 7277 |
| Novelis Corp. 3.875% 8/15/2031 <sup>(i)</sup>  | 8912 | 8173 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032 <sup>(i)</sup>  | 6685 | 6939 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033 <sup>(i)</sup>  | 13290 | 13841 |
| Rio Tinto Finance (USA) PLC 5.25% 3/14/2035  | 2899 | 3000 |
| Rio Tinto Finance (USA) PLC 5.75% 3/14/2055  | 6838 | 7078 |
| Samarco Mineracao SA 9.00% PIK 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2025) <sup>(h)(l)</sup>  | 2053 | 2054 |
| Samarco Mineracao SA 9.00% PIK 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2025) <sup>(h)(i)(l)</sup>  | 529 | 529 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028 <sup>(i)</sup>  | 64170 | 63510 |
| SCIH Salt Holdings, Inc. 6.625% 5/1/2029 <sup>(i)</sup>  | 38225 | 37921 |
| Sealed Air Corp. 4.00% 12/1/2027 <sup>(i)</sup>  | 19239 | 18973 |
| Sealed Air Corp. 6.125% 2/1/2028 <sup>(i)</sup>  | 30890 | 31328 |
| Sherwin-Williams Co. 4.50% 8/15/2030  | 1600 | 1611 |
| Sherwin-Williams Co. 5.15% 8/15/2035  | 774 | 790 |
| Solstice Advanced Materials, Inc. 5.625% 9/30/2033 <sup>(i)</sup>  | 11735 | 11753 |
| Trivium Packaging Finance BV 8.25% 7/15/2030 <sup>(i)</sup>  | 6750 | 6999 |
| Tronox, Inc. 9.125% 9/30/2030 <sup>(i)</sup>  | 1005 | 918 |
| Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 2.00%) 8.00% PIK 7/16/2026 <sup>(c)(h)(j)(k)(m)</sup>  | 9424 | 2337 |
| Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 8.00%) 8.00% PIK 9/30/2025 <sup>(c)(h)(j)(k)(m)</sup>  | 9475 | 2350 |
| Venator Material, LLC, Term Loan, (USD-SOFR + 10.00%) 8.00% PIK 10/16/2025 <sup>(c)(h)(j)(k)(m)</sup>  | 15596 | 3868 |
| Warrior Met Coal, Inc. 7.875% 12/1/2028 <sup>(i)</sup>  | 23007 | 23449 |
| Westlake Corp. 5.00% 8/15/2046  | 350 | 309 |
| Westlake Corp. 4.375% 11/15/2047  | 300 | 241 |
|  |  | 1301740 |
| **Utilities 0.72%** |  |  |
| American Electric Power Co., Inc. 4.30% 12/1/2028  | 2280 | 2293 |
| American Water Capital Corp. 2.80% 5/1/2030  | 950 | 897 |
| Calpine Corp. 5.125% 3/15/2028 <sup>(i)</sup>  | 12315 | 12321 |
| Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028 <sup>(i)</sup>  | 850 | 837 |
| Comision Federal de Electricidad 4.688% 5/15/2029 <sup>(i)</sup>  | 14525 | 14385 |
| Comision Federal de Electricidad 3.348% 2/9/2031  | 9000 | 8126 |
| Comision Federal de Electricidad 3.875% 7/26/2033  | 7531 | 6675 |
| Comision Federal de Electricidad 6.45% 1/24/2035 <sup>(i)</sup>  | 8000 | 8202 |
| Commonwealth Edison Co. 3.85% 3/15/2052  | 3848 | 2988 |
| Connecticut Light and Power Co. (The) 4.95% 8/15/2034  | 3300 | 3351 |
| Consumers Energy Co. 4.625% 5/15/2033  | 5826 | 5855 |
| Duke Energy Indiana, LLC 4.90% 7/15/2043  | 12285 | 11617 |
| Duke Energy Indiana, LLC 3.25% 10/1/2049  | 1727 | 1222 |
| Duke Energy Progress, LLC 4.15% 12/1/2044  | 987 | 844 |
| Edison International 4.125% 3/15/2028  | 3650 | 3590 |
| Edison International 5.25% 11/15/2028  | 9314 | 9381 |
| Edison International 5.45% 6/15/2029  | 11336 | 11468 |
| Edison International 6.95% 11/15/2029  | 3900 | 4145 |
| Edison International 6.25% 3/15/2030  | 14858 | 15436 |
| Edison International 5.25% 3/15/2032  | 16500 | 16340 |
| Electricite de France SA 6.25% 5/23/2033 <sup>(i)</sup>  | 5121 | 5577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(i)(l)</sup>  | 3400 | 3941 |
| Emera, Inc. 6.75% 6/15/2076 (3-month USD CME Term SOFR + 5.702% on 6/15/2026) <sup>(l)</sup>  | 35774 | 36059 |
| Enel Finance International NV 5.75% 9/30/2055 <sup>(i)</sup>  | 4000 | 3954 |
| Eversource Energy 5.95% 7/15/2034  | 1547 | 1646 |
| FirstEnergy Corp. 1.60% 1/15/2026  | 989 | 982 |

---

The Income Fund of America — Page 30 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| FirstEnergy Corp. 2.25% 9/1/2030  | USD2,650 | $2396 |
| FirstEnergy Transmission, LLC 2.866% 9/15/2028 <sup>(i)</sup>  | 4325 | 4175 |
| Georgia Power Co. 3.70% 1/30/2050  | 1200 | 924 |
| Israel Electric Corp., Ltd. 8.10% 12/15/2096 <sup>(i)</sup>  | 4905 | 6641 |
| Ithaca Energy (North sea) PLC 8.125% 10/15/2029 <sup>(i)</sup>  | 11310 | 11886 |
| Long Ridge Energy, LLC 8.75% 2/15/2032 <sup>(i)</sup>  | 22185 | 22957 |
| MI Windows and Doors, LLC, Term Loan B3, (3-month USD CME Term SOFR + 2.75%) 6.715% 3/28/2031 <sup>(j)(k)</sup>  | 8221 | 8246 |
| MidAmerican Energy Co. 5.85% 9/15/2054  | 2325 | 2455 |
| Pacific Gas and Electric Co. 3.15% 1/1/2026  | 42725 | 42622 |
| Pacific Gas and Electric Co. 2.95% 3/1/2026  | 21350 | 21242 |
| Pacific Gas and Electric Co. 5.45% 6/15/2027  | 2000 | 2034 |
| Pacific Gas and Electric Co. 2.10% 8/1/2027  | 5175 | 4977 |
| Pacific Gas and Electric Co. 3.30% 12/1/2027  | 12557 | 12310 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 8150 | 7860 |
| Pacific Gas and Electric Co. 3.75% 7/1/2028  | 11090 | 10912 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 8064 | 8109 |
| Pacific Gas and Electric Co. 5.55% 5/15/2029  | 472 | 486 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030  | 54216 | 53891 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031  | 18384 | 16463 |
| Pacific Gas and Electric Co. 3.25% 6/1/2031  | 6404 | 5917 |
| Pacific Gas and Electric Co. 5.90% 6/15/2032  | 8362 | 8757 |
| Pacific Gas and Electric Co. 5.05% 10/15/2032  | 17952 | 17992 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033  | 2401 | 2550 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033  | 46065 | 49617 |
| Pacific Gas and Electric Co. 6.95% 3/15/2034  | 8323 | 9245 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | 2950 | 3059 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 13521 | 13906 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 10164 | 10664 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040  | 1630 | 1239 |
| Pacific Gas and Electric Co. 3.75% 8/15/2042  | 9685 | 7428 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 14916 | 12851 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 6315 | 4320 |
| Pacific Gas and Electric Co. 6.15% 3/1/2055  | 1461 | 1476 |
| PacifiCorp 5.30% 2/15/2031  | 2275 | 2364 |
| PacifiCorp 5.45% 2/15/2034  | 13200 | 13578 |
| PacifiCorp 3.30% 3/15/2051  | 9589 | 6357 |
| PacifiCorp 2.90% 6/15/2052  | 9159 | 5603 |
| PacifiCorp 5.35% 12/1/2053  | 9023 | 8327 |
| PacifiCorp 5.50% 5/15/2054  | 3551 | 3356 |
| PacifiCorp 5.80% 1/15/2055  | 7080 | 6926 |
| PG&E Corp. 5.00% 7/1/2028  | 55565 | 55212 |
| PG&E Corp. 5.25% 7/1/2030  | 72720 | 72009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 7.375% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.883% on 3/15/2030) <sup>(l)</sup>  | 41205 | 42437 |
| Progress Energy, Inc. 7.00% 10/30/2031  | 1100 | 1238 |
| Public Service Electric and Gas Co. 4.90% 8/15/2035  | 1325 | 1340 |
| Rockies Express Pipeline, LLC 4.95% 7/15/2029 <sup>(i)</sup>  | 11768 | 11705 |
| Southern California Edison Co. 3.65% 3/1/2028  | 638 | 629 |
| Southern California Edison Co. 4.20% 3/1/2029  | 4812 | 4765 |
| Southern California Edison Co. 2.85% 8/1/2029  | 9116 | 8597 |
| Southern California Edison Co. 5.25% 3/15/2030  | 27932 | 28599 |
| Southern California Edison Co. 2.25% 6/1/2030  | 626 | 564 |
| Southern California Edison Co. 2.50% 6/1/2031  | 124 | 110 |
| Southern California Edison Co. 5.45% 6/1/2031  | 10190 | 10511 |

---

The Income Fund of America — Page 31 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Southern California Edison Co. 2.75% 2/1/2032  | USD2,411 | $2133 |
| Southern California Edison Co. 5.95% 11/1/2032  | 3057 | 3228 |
| Southern California Edison Co. 5.20% 6/1/2034  | 1052 | 1054 |
| Southern California Edison Co. 5.45% 3/1/2035  | 5825 | 5909 |
| Southern California Edison Co. 5.75% 4/1/2035  | 3100 | 3212 |
| Southern California Edison Co. 5.35% 7/15/2035  | 19194 | 19315 |
| Southern California Edison Co. 5.625% 2/1/2036  | 16750 | 16986 |
| Southern California Edison Co. 4.50% 9/1/2040  | 12607 | 11157 |
| Southern California Edison Co. 3.60% 2/1/2045  | 8000 | 5851 |
| Southern California Edison Co. 3.65% 2/1/2050  | 4068 | 2873 |
| Southern California Edison Co. 5.90% 3/1/2055  | 750 | 739 |
| Southern California Edison Co. 6.20% 9/15/2055  | 2193 | 2242 |
| Southern Co. (The) 4.25% 7/1/2036  | 1300 | 1216 |
| Southwestern Electric Power Co. 1.65% 3/15/2026  | 4550 | 4508 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(i)</sup>  | 13294 | 14116 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.733% 5/17/2030 <sup>(j)(k)</sup>  | 16735 | 16789 |
| Virginia Electric & Power 2.40% 3/30/2032  | 3525 | 3124 |
| Wisconsin Electric Power Co. 4.15% 10/15/2030  | 1050 | 1047 |
| Wisconsin Power and Light Co. 3.65% 4/1/2050  | 350 | 261 |
| Xcel Energy, Inc. 2.35% 11/15/2031  | 2525 | 2240 |
| Xcel Energy, Inc. 5.50% 3/15/2034  | 1689 | 1750 |
|  |  | 985716 |
| **Consumer staples 0.59%** |  |  |
| 7-Eleven, Inc. 0.95% 2/10/2026 <sup>(i)</sup>  | 3950 | 3913 |
| Albertsons Cos., Inc. 4.625% 1/15/2027 <sup>(i)</sup>  | 310 | 310 |
| Albertsons Cos., Inc. 4.875% 2/15/2030 <sup>(i)</sup>  | 7700 | 7614 |
| Altria Group, Inc. 5.80% 2/14/2039  | 16525 | 17028 |
| Amer Sports Co. 6.75% 2/16/2031 <sup>(i)</sup>  | 7135 | 7438 |
| Anheuser-Busch InBev Worldwide, Inc. 4.95% 1/15/2042  | 6817 | 6600 |
| Anheuser-Busch InBev Worldwide, Inc. 5.55% 1/23/2049  | 2085 | 2116 |
| B&G Foods, Inc. 5.25% 9/15/2027  | 27125 | 26114 |
| B&G Foods, Inc. 8.00% 9/15/2028 <sup>(i)</sup>  | 39680 | 37355 |
| BAT Capital Corp. 2.259% 3/25/2028  | 2250 | 2152 |
| BAT Capital Corp. 5.834% 2/20/2031  | 2643 | 2800 |
| BAT Capital Corp. 4.625% 3/22/2033  | 13198 | 13043 |
| BAT Capital Corp. 5.625% 8/15/2035  | 2500 | 2598 |
| BAT Capital Corp. 4.54% 8/15/2047  | 1333 | 1119 |
| BAT Capital Corp. 6.25% 8/15/2055  | 16750 | 17485 |
| BAT International Finance PLC 1.668% 3/25/2026  | 3050 | 3019 |
| Campbell's Co. (The) 4.75% 3/23/2035  | 1611 | 1564 |
| Campbell's Co. (The) 5.25% 10/13/2054  | 264 | 248 |
| Central Garden & Pet Co. 4.125% 10/15/2030  | 40146 | 38276 |
| Central Garden & Pet Co. 4.125% 4/30/2031 <sup>(i)</sup>  | 29890 | 28026 |
| Constellation Brands, Inc. 4.40% 11/15/2025  | 1930 | 1929 |
| Constellation Brands, Inc. 2.25% 8/1/2031  | 3713 | 3288 |
| Coty, Inc. 4.75% 1/15/2029 <sup>(i)</sup>  | 10624 | 10486 |
| Coty, Inc. 6.625% 7/15/2030 <sup>(i)</sup>  | 4156 | 4257 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(i)</sup>  | 4198 | 4216 |
| Darling Ingredients, Inc. 5.25% 4/15/2027 <sup>(i)</sup>  | 19295 | 19286 |
| Darling Ingredients, Inc. 6.00% 6/15/2030 <sup>(i)</sup>  | 47150 | 47715 |
| Energizer Holdings, Inc. 4.375% 3/31/2029 <sup>(i)</sup>  | 17615 | 16929 |
| Fiesta Purchaser, Inc. 7.875% 3/1/2031 <sup>(i)</sup>  | 15815 | 16755 |
| Fiesta Purchaser, Inc. 9.625% 9/15/2032 <sup>(i)</sup>  | 18730 | 20202 |

---

The Income Fund of America — Page 32 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fiesta Purchaser, Inc., Term Loan B, (1-month USD CME Term SOFR + 2.75%) 6.715% 2/12/2031 <sup>(j)(k)</sup>  | USD4,923 | $4910 |
| Imperial Brands Finance PLC 4.50% 6/30/2028 <sup>(i)</sup>  | 3000 | 3021 |
| Imperial Brands Finance PLC 5.625% 7/1/2035 <sup>(i)</sup>  | 5050 | 5156 |
| Imperial Brands Finance PLC 6.375% 7/1/2055 <sup>(i)</sup>  | 3664 | 3811 |
| Ingles Markets, Inc. 4.00% 6/15/2031 <sup>(i)</sup>  | 25700 | 24111 |
| J. M. Smucker Co. (The) 5.90% 11/15/2028  | 7370 | 7727 |
| J. M. Smucker Co. (The) 6.20% 11/15/2033  | 5195 | 5636 |
| J. M. Smucker Co. (The) 6.50% 11/15/2043  | 708 | 771 |
| J. M. Smucker Co. (The) 6.50% 11/15/2053  | 3099 | 3432 |
| Kroger Co. 5.00% 9/15/2034  | 6865 | 6925 |
| Kroger Co. 5.50% 9/15/2054  | 3130 | 3046 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/2030 <sup>(i)</sup>  | 43025 | 41707 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032 <sup>(i)</sup>  | 7345 | 7008 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(i)</sup>  | 5126 | 5237 |
| Mars, Inc. 5.00% 3/1/2032 <sup>(i)</sup>  | 7790 | 8008 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(i)</sup>  | 13113 | 13352 |
| Mondelez International, Inc. 5.125% 5/6/2035  | 6229 | 6364 |
| Opal Bidco SAS 6.50% 3/31/2032 <sup>(i)</sup>  | 18010 | 18565 |
| Performance Food Group, Inc. 5.50% 10/15/2027 <sup>(i)</sup>  | 12980 | 12995 |
| Performance Food Group, Inc. 4.25% 8/1/2029 <sup>(i)</sup>  | 12645 | 12347 |
| Performance Food Group, Inc. 6.125% 9/15/2032 <sup>(i)</sup>  | 11310 | 11626 |
| Philip Morris International, Inc. 1.75% 11/1/2030  | 8486 | 7520 |
| Philip Morris International, Inc. 5.125% 2/13/2031  | 3982 | 4117 |
| Philip Morris International, Inc. 4.75% 11/1/2031  | 10044 | 10223 |
| Philip Morris International, Inc. 4.90% 11/1/2034  | 10955 | 11027 |
| Philip Morris International, Inc. 4.875% 4/30/2035  | 21167 | 21186 |
| Philip Morris International, Inc. 4.625% 10/29/2035  | 12091 | 11796 |
| Post Holdings, Inc. 5.50% 12/15/2029 <sup>(i)</sup>  | 20825 | 20861 |
| Post Holdings, Inc. 4.625% 4/15/2030 <sup>(i)</sup>  | 62941 | 61100 |
| Post Holdings, Inc. 6.25% 2/15/2032 <sup>(i)</sup>  | 8961 | 9222 |
| Prestige Brands, Inc. 5.125% 1/15/2028 <sup>(i)</sup>  | 8162 | 8162 |
| Prestige Brands, Inc. 3.75% 4/1/2031 <sup>(i)</sup>  | 8045 | 7471 |
| Reynolds American, Inc. 5.70% 8/15/2035  | 3130 | 3261 |
| Reynolds American, Inc. 5.85% 8/15/2045  | 3900 | 3869 |
| TreeHouse Foods, Inc. 4.00% 9/1/2028  | 30565 | 29915 |
| United Natural Foods, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.715% 5/1/2031 <sup>(j)(k)</sup>  | 16482 | 16605 |
| US Foods, Inc. 4.625% 6/1/2030 <sup>(i)</sup>  | 20951 | 20583 |
|  |  | 816554 |
| **Federal agency mortgage-backed obligations 0.01%** |  |  |
| VM Fund I, LLC 8.625% 1/15/2028 <sup>(c)(i)</sup>  | 11536 | 11363 |
| **Municipals 0.00%** |  |  |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(c)(i)</sup>  | 3338 | 3338 |
| **Total corporate bonds, notes & loans** |  | 21777661 |
| **Mortgage-backed obligations 4.14%**<br> **Federal agency mortgage-backed obligations 3.24%**<br>|  |  |
| Fannie Mae Pool #AI6180 4.00% 7/1/2026 <sup>(n)</sup>  | 6 | 6 |
| Fannie Mae Pool #AL2940 3.50% 11/1/2027 <sup>(n)</sup>  | 28 | 28 |
| Fannie Mae Pool #AL8347 4.00% 3/1/2029 <sup>(n)</sup>  | 3 | 3 |
| Fannie Mae Pool #FM8013 5.50% 4/1/2031 <sup>(n)</sup>  | 38 | 38 |
| Fannie Mae Pool #BM1231 3.50% 11/1/2031 <sup>(n)</sup>  | 39 | 39 |

---

The Income Fund of America — Page 33 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BJ5674 3.00% 1/1/2033 <sup>(n)</sup>  | USD88 | $86 |
| Fannie Mae Pool #254767 5.50% 6/1/2033 <sup>(n)</sup>  | 63 | 65 |
| Fannie Mae Pool #BJ6249 4.00% 9/1/2033 <sup>(n)</sup>  | 77 | 76 |
| Fannie Mae Pool #MA3541 4.00% 12/1/2033 <sup>(n)</sup>  | 80 | 80 |
| Fannie Mae Pool #BN1085 4.00% 1/1/2034 <sup>(n)</sup>  | 4 | 4 |
| Fannie Mae Pool #MA3611 4.00% 3/1/2034 <sup>(n)</sup>  | 33 | 33 |
| Fannie Mae Pool #735228 5.50% 2/1/2035 <sup>(n)</sup>  | 57 | 59 |
| Fannie Mae Pool #878099 6.00% 4/1/2036 <sup>(n)</sup>  | 103 | 108 |
| Fannie Mae Pool #880426 6.00% 4/1/2036 <sup>(n)</sup>  | 49 | 51 |
| Fannie Mae Pool #256308 6.00% 7/1/2036 <sup>(n)</sup>  | 97 | 102 |
| Fannie Mae Pool #888795 5.50% 11/1/2036 <sup>(n)</sup>  | 395 | 412 |
| Fannie Mae Pool #AS8554 3.00% 12/1/2036 <sup>(n)</sup>  | 8054 | 7663 |
| Fannie Mae Pool #BE4703 3.00% 12/1/2036 <sup>(n)</sup>  | 460 | 433 |
| Fannie Mae Pool #936999 6.00% 7/1/2037 <sup>(n)</sup>  | 291 | 305 |
| Fannie Mae Pool #945832 6.50% 8/1/2037 <sup>(n)</sup>  | 51 | 54 |
| Fannie Mae Pool #888637 6.00% 9/1/2037 <sup>(n)</sup>  | 646 | 681 |
| Fannie Mae Pool #950991 6.00% 10/1/2037 <sup>(n)</sup>  | 210 | 221 |
| Fannie Mae Pool #995674 6.00% 5/1/2038 <sup>(n)</sup>  | 355 | 375 |
| Fannie Mae Pool #929964 6.00% 9/1/2038 <sup>(n)</sup>  | 213 | 225 |
| Fannie Mae Pool #AE0967 3.50% 6/1/2039 <sup>(n)</sup>  | 58 | 56 |
| Fannie Mae Pool #AC0479 6.00% 9/1/2039 <sup>(n)</sup>  | 135 | 141 |
| Fannie Mae Pool #AE0443 6.50% 10/1/2039 <sup>(n)</sup>  | 80 | 85 |
| Fannie Mae Pool #932274 4.50% 12/1/2039 <sup>(n)</sup>  | 3227 | 3243 |
| Fannie Mae Pool #AD4927 5.00% 6/1/2040 <sup>(n)</sup>  | 999 | 1027 |
| Fannie Mae Pool #AE4483 4.00% 9/1/2040 <sup>(n)</sup>  | 882 | 866 |
| Fannie Mae Pool #AE8073 4.00% 12/1/2040 <sup>(n)</sup>  | 77 | 76 |
| Fannie Mae Pool #AE0828 3.50% 2/1/2041 <sup>(n)</sup>  | 25 | 24 |
| Fannie Mae Pool #AB2470 4.50% 3/1/2041 <sup>(n)</sup>  | 9 | 9 |
| Fannie Mae Pool #AI3422 5.00% 5/1/2041 <sup>(n)</sup>  | 31 | 32 |
| Fannie Mae Pool #AI4836 5.00% 6/1/2041 <sup>(n)</sup>  | 34 | 35 |
| Fannie Mae Pool #MA4387 2.00% 7/1/2041 <sup>(n)</sup>  | 9646 | 8446 |
| Fannie Mae Pool #AI5571 5.00% 7/1/2041 <sup>(n)</sup>  | 32 | 33 |
| Fannie Mae Pool #AI8482 5.00% 8/1/2041 <sup>(n)</sup>  | 28 | 28 |
| Fannie Mae Pool #AJ0257 4.00% 9/1/2041 <sup>(n)</sup>  | 26 | 26 |
| Fannie Mae Pool #AJ4154 4.00% 11/1/2041 <sup>(n)</sup>  | 77 | 76 |
| Fannie Mae Pool #AB4050 4.00% 12/1/2041 <sup>(n)</sup>  | 139 | 136 |
| Fannie Mae Pool #AJ4189 4.00% 12/1/2041 <sup>(n)</sup>  | 83 | 82 |
| Fannie Mae Pool #FS0305 1.50% 1/1/2042 <sup>(n)</sup>  | 32483 | 27561 |
| Fannie Mae Pool #890407 4.00% 2/1/2042 <sup>(n)</sup>  | 208 | 204 |
| Fannie Mae Pool #AL2745 4.00% 3/1/2042 <sup>(n)</sup>  | 600 | 588 |
| Fannie Mae Pool #AB5377 3.50% 6/1/2042 <sup>(n)</sup>  | 9358 | 8967 |
| Fannie Mae Pool #AO9140 3.50% 7/1/2042 <sup>(n)</sup>  | 3013 | 2870 |
| Fannie Mae Pool #AU3742 3.50% 8/1/2043 <sup>(n)</sup>  | 1843 | 1755 |
| Fannie Mae Pool #AU8813 4.00% 11/1/2043 <sup>(n)</sup>  | 1021 | 1001 |
| Fannie Mae Pool #AU9350 4.00% 11/1/2043 <sup>(n)</sup>  | 712 | 697 |
| Fannie Mae Pool #AU9348 4.00% 11/1/2043 <sup>(n)</sup>  | 678 | 664 |
| Fannie Mae Pool #FM9416 3.50% 7/1/2045 <sup>(n)</sup>  | 21929 | 20785 |
| Fannie Mae Pool #AL8354 3.50% 10/1/2045 <sup>(n)</sup>  | 3234 | 3070 |
| Fannie Mae Pool #AL8522 3.50% 5/1/2046 <sup>(n)</sup>  | 7306 | 6926 |
| Fannie Mae Pool #AS8310 3.00% 11/1/2046 <sup>(n)</sup>  | 1180 | 1085 |
| Fannie Mae Pool #BM1179 3.00% 4/1/2047 <sup>(n)</sup>  | 1454 | 1336 |
| Fannie Mae Pool #947661 6.50% 10/1/2047 <sup>(n)</sup>  | 28 | 28 |
| Fannie Mae Pool #947554 7.00% 10/1/2047 <sup>(n)</sup>  | 128 | 137 |
| Fannie Mae Pool #920015 7.00% 10/1/2047 <sup>(n)</sup>  | 33 | 34 |

---

The Income Fund of America — Page 34 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CA0770 3.50% 11/1/2047 <sup>(n)</sup>  | USD251 | $235 |
| Fannie Mae Pool #CA0854 3.50% 12/1/2047 <sup>(n)</sup>  | 4617 | 4340 |
| Fannie Mae Pool #BM4413 4.50% 12/1/2047 <sup>(n)</sup>  | 2487 | 2469 |
| Fannie Mae Pool #FM7341 4.00% 3/1/2048 <sup>(n)</sup>  | 22 | 22 |
| Fannie Mae Pool #CA1542 4.00% 4/1/2048 <sup>(n)</sup>  | 4122 | 3990 |
| Fannie Mae Pool #BF0293 3.00% 7/1/2048 <sup>(n)</sup>  | 6903 | 6267 |
| Fannie Mae Pool #BF0318 3.50% 8/1/2048 <sup>(n)</sup>  | 5260 | 4938 |
| Fannie Mae Pool #FM1784 4.00% 9/1/2048 <sup>(n)</sup>  | 5694 | 5509 |
| Fannie Mae Pool #CA3184 4.00% 3/1/2049 <sup>(n)</sup>  | 7827 | 7566 |
| Fannie Mae Pool #CA3807 3.00% 7/1/2049 <sup>(n)</sup>  | 1425 | 1298 |
| Fannie Mae Pool #CA3806 3.00% 7/1/2049 <sup>(n)</sup>  | 947 | 864 |
| Fannie Mae Pool #CA3814 3.50% 7/1/2049 <sup>(n)</sup>  | 25103 | 23739 |
| Fannie Mae Pool #CA3976 4.00% 8/1/2049 <sup>(n)</sup>  | 42895 | 41412 |
| Fannie Mae Pool #FM1668 4.00% 8/1/2049 <sup>(n)</sup>  | 4883 | 4714 |
| Fannie Mae Pool #CA4112 3.50% 9/1/2049 <sup>(n)</sup>  | 27411 | 25904 |
| Fannie Mae Pool #FM1589 3.50% 9/1/2049 <sup>(n)</sup>  | 2406 | 2245 |
| Fannie Mae Pool #BO3491 2.50% 10/1/2049 <sup>(n)</sup>  | 45 | 39 |
| Fannie Mae Pool #CA4432 4.00% 10/1/2049 <sup>(n)</sup>  | 5073 | 4886 |
| Fannie Mae Pool #FM1954 3.50% 11/1/2049 <sup>(n)</sup>  | 3792 | 3537 |
| Fannie Mae Pool #CA4804 3.50% 12/1/2049 <sup>(n)</sup>  | 17841 | 16743 |
| Fannie Mae Pool #CA4802 3.50% 12/1/2049 <sup>(n)</sup>  | 14615 | 13659 |
| Fannie Mae Pool #FM2092 3.50% 12/1/2049 <sup>(n)</sup>  | 10179 | 9553 |
| Fannie Mae Pool #BN7443 2.50% 3/1/2050 <sup>(n)</sup>  | 54 | 46 |
| Fannie Mae Pool #CA5659 2.50% 5/1/2050 <sup>(n)</sup>  | 1934 | 1647 |
| Fannie Mae Pool #CA5968 2.50% 6/1/2050 <sup>(n)</sup>  | 14311 | 12410 |
| Fannie Mae Pool #BP5576 2.50% 6/1/2050 <sup>(n)</sup>  | 6649 | 5662 |
| Fannie Mae Pool #BP5474 2.50% 6/1/2050 <sup>(n)</sup>  | 5825 | 4960 |
| Fannie Mae Pool #BP5502 2.50% 6/1/2050 <sup>(n)</sup>  | 2290 | 1950 |
| Fannie Mae Pool #CA6168 2.50% 6/1/2050 <sup>(n)</sup>  | 1985 | 1690 |
| Fannie Mae Pool #BP5482 2.50% 6/1/2050 <sup>(n)</sup>  | 477 | 406 |
| Fannie Mae Pool #BP8762 2.50% 7/1/2050 <sup>(n)</sup>  | 3169 | 2699 |
| Fannie Mae Pool #FM3720 2.50% 7/1/2050 <sup>(n)</sup>  | 1789 | 1521 |
| Fannie Mae Pool #CA6349 3.00% 7/1/2050 <sup>(n)</sup>  | 2553 | 2273 |
| Fannie Mae Pool #FM3920 2.50% 8/1/2050 <sup>(n)</sup>  | 8101 | 6898 |
| Fannie Mae Pool #FP0058 2.50% 8/1/2050 <sup>(n)</sup>  | 1873 | 1592 |
| Fannie Mae Pool #CA6593 2.50% 8/1/2050 <sup>(n)</sup>  | 625 | 543 |
| Fannie Mae Pool #BQ0212 2.50% 8/1/2050 <sup>(n)</sup>  | 456 | 388 |
| Fannie Mae Pool #FM4021 2.50% 8/1/2050 <sup>(n)</sup>  | 346 | 294 |
| Fannie Mae Pool #CA6740 3.00% 8/1/2050 <sup>(n)</sup>  | 1415 | 1259 |
| Fannie Mae Pool #MA4119 2.00% 9/1/2050 <sup>(n)</sup>  | 11533 | 9462 |
| Fannie Mae Pool #FM7195 2.50% 9/1/2050 <sup>(n)</sup>  | 2455 | 2087 |
| Fannie Mae Pool #BQ1844 2.50% 9/1/2050 <sup>(n)</sup>  | 238 | 202 |
| Fannie Mae Pool #FP0015 2.50% 9/1/2050 <sup>(n)</sup>  | 82 | 70 |
| Fannie Mae Pool #CA7052 3.00% 9/1/2050 <sup>(n)</sup>  | 334 | 299 |
| Fannie Mae Pool #CA7278 2.50% 10/1/2050 <sup>(n)</sup>  | 1690 | 1437 |
| Fannie Mae Pool #FM4377 2.50% 10/1/2050 <sup>(n)</sup>  | 814 | 693 |
| Fannie Mae Pool #FM5313 2.50% 10/1/2050 <sup>(n)</sup>  | 31 | 27 |
| Fannie Mae Pool #CA7381 3.00% 10/1/2050 <sup>(n)</sup>  | 2232 | 1987 |
| Fannie Mae Pool #CA7737 2.50% 11/1/2050 <sup>(n)</sup>  | 16014 | 13795 |
| Fannie Mae Pool #CA7599 2.50% 11/1/2050 <sup>(n)</sup>  | 8133 | 7079 |
| Fannie Mae Pool #FM5309 2.50% 11/1/2050 <sup>(n)</sup>  | 1404 | 1194 |
| Fannie Mae Pool #BQ7514 2.50% 11/1/2050 <sup>(n)</sup>  | 18 | 16 |
| Fannie Mae Pool #FM4897 3.00% 11/1/2050 <sup>(n)</sup>  | 4323 | 3940 |
| Fannie Mae Pool #CA8130 2.50% 12/1/2050 <sup>(n)</sup>  | 13556 | 11636 |

---

The Income Fund of America — Page 35 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BQ9058 2.50% 12/1/2050 <sup>(n)</sup>  | USD2,030 | $1726 |
| Fannie Mae Pool #CA8026 2.50% 12/1/2050 <sup>(n)</sup>  | 532 | 452 |
| Fannie Mae Pool #CA8046 3.00% 12/1/2050 <sup>(n)</sup>  | 7154 | 6520 |
| Fannie Mae Pool #FM5166 3.00% 12/1/2050 <sup>(n)</sup>  | 1544 | 1375 |
| Fannie Mae Pool #FS9792 4.50% 12/1/2050 <sup>(n)</sup>  | 196 | 194 |
| Fannie Mae Pool #MA4237 2.00% 1/1/2051 <sup>(n)</sup>  | 11750 | 9626 |
| Fannie Mae Pool #CA8601 2.50% 1/1/2051 <sup>(n)</sup>  | 40409 | 34684 |
| Fannie Mae Pool #CA8480 2.50% 1/1/2051 <sup>(n)</sup>  | 29291 | 25555 |
| Fannie Mae Pool #FM5608 2.50% 1/1/2051 <sup>(n)</sup>  | 5407 | 4596 |
| Fannie Mae Pool #FM5944 2.50% 1/1/2051 <sup>(n)</sup>  | 2630 | 2235 |
| Fannie Mae Pool #CA8828 2.50% 2/1/2051 <sup>(n)</sup>  | 34601 | 29890 |
| Fannie Mae Pool #FM5713 2.50% 2/1/2051 <sup>(n)</sup>  | 2040 | 1743 |
| Fannie Mae Pool #CA9233 2.50% 2/1/2051 <sup>(n)</sup>  | 1870 | 1592 |
| Fannie Mae Pool #CA9291 2.50% 2/1/2051 <sup>(n)</sup>  | 998 | 849 |
| Fannie Mae Pool #FM5975 2.50% 2/1/2051 <sup>(n)</sup>  | 347 | 295 |
| Fannie Mae Pool #CA9302 3.00% 2/1/2051 <sup>(n)</sup>  | 9405 | 8578 |
| Fannie Mae Pool #CA8969 3.00% 2/1/2051 <sup>(n)</sup>  | 3135 | 2825 |
| Fannie Mae Pool #CA8968 3.00% 2/1/2051 <sup>(n)</sup>  | 620 | 558 |
| Fannie Mae Pool #CA9390 2.50% 3/1/2051 <sup>(n)</sup>  | 4715 | 4008 |
| Fannie Mae Pool #FM6764 2.50% 3/1/2051 <sup>(n)</sup>  | 3069 | 2609 |
| Fannie Mae Pool #CB0290 2.00% 4/1/2051 <sup>(n)</sup>  | 1557 | 1274 |
| Fannie Mae Pool #FM6871 2.50% 4/1/2051 <sup>(n)</sup>  | 5780 | 4913 |
| Fannie Mae Pool #FM7093 2.50% 4/1/2051 <sup>(n)</sup>  | 2097 | 1783 |
| Fannie Mae Pool #FS0030 2.50% 4/1/2051 <sup>(n)</sup>  | 1836 | 1560 |
| Fannie Mae Pool #FM6856 2.50% 4/1/2051 <sup>(n)</sup>  | 950 | 812 |
| Fannie Mae Pool #BN9135 2.50% 4/1/2051 <sup>(n)</sup>  | 560 | 476 |
| Fannie Mae Pool #CB0191 3.00% 4/1/2051 <sup>(n)</sup>  | 10374 | 9280 |
| Fannie Mae Pool #CB0193 3.00% 4/1/2051 <sup>(n)</sup>  | 1261 | 1131 |
| Fannie Mae Pool #MA4325 2.00% 5/1/2051 <sup>(n)</sup>  | 164384 | 134450 |
| Fannie Mae Pool #CB0396 2.50% 5/1/2051 <sup>(n)</sup>  | 5205 | 4425 |
| Fannie Mae Pool #FM7527 2.50% 5/1/2051 <sup>(n)</sup>  | 2377 | 2020 |
| Fannie Mae Pool #FM7408 2.50% 5/1/2051 <sup>(n)</sup>  | 1228 | 1043 |
| Fannie Mae Pool #CB0517 2.50% 5/1/2051 <sup>(n)</sup>  | 282 | 240 |
| Fannie Mae Pool #BT1364 3.00% 5/1/2051 <sup>(n)</sup>  | 1442 | 1290 |
| Fannie Mae Pool #FM7740 2.50% 6/1/2051 <sup>(n)</sup>  | 3285 | 2793 |
| Fannie Mae Pool #CB0844 2.50% 6/1/2051 <sup>(n)</sup>  | 831 | 706 |
| Fannie Mae Pool #FM7909 3.00% 6/1/2051 <sup>(n)</sup>  | 949 | 849 |
| Fannie Mae Pool #MA4378 2.00% 7/1/2051 <sup>(n)</sup>  | 75 | 62 |
| Fannie Mae Pool #CB1004 2.50% 7/1/2051 <sup>(n)</sup>  | 7155 | 6082 |
| Fannie Mae Pool #CB1134 2.50% 7/1/2051 <sup>(n)</sup>  | 3257 | 2769 |
| Fannie Mae Pool #FM9530 2.50% 7/1/2051 <sup>(n)</sup>  | 2559 | 2175 |
| Fannie Mae Pool #BT1288 2.50% 7/1/2051 <sup>(n)</sup>  | 855 | 727 |
| Fannie Mae Pool #CB1050 2.50% 7/1/2051 <sup>(n)</sup>  | 454 | 387 |
| Fannie Mae Pool #CB1394 2.50% 8/1/2051 <sup>(n)</sup>  | 19056 | 16199 |
| Fannie Mae Pool #CB1304 3.00% 8/1/2051 <sup>(n)</sup>  | 1083 | 966 |
| Fannie Mae Pool #FM8692 2.50% 9/1/2051 <sup>(n)</sup>  | 7066 | 6007 |
| Fannie Mae Pool #FM8436 2.50% 9/1/2051 <sup>(n)</sup>  | 3792 | 3223 |
| Fannie Mae Pool #FS1630 2.50% 9/1/2051 <sup>(n)</sup>  | 3242 | 2756 |
| Fannie Mae Pool #FM8761 2.50% 9/1/2051 <sup>(n)</sup>  | 1911 | 1624 |
| Fannie Mae Pool #BT9828 2.50% 9/1/2051 <sup>(n)</sup>  | 1710 | 1454 |
| Fannie Mae Pool #FM8745 2.50% 9/1/2051 <sup>(n)</sup>  | 1586 | 1350 |
| Fannie Mae Pool #BQ7428 2.50% 9/1/2051 <sup>(n)</sup>  | 1129 | 963 |
| Fannie Mae Pool #FM8658 2.50% 9/1/2051 <sup>(n)</sup>  | 976 | 829 |
| Fannie Mae Pool #FS5125 2.50% 10/1/2051 <sup>(n)</sup>  | 2803 | 2383 |

---

The Income Fund of America — Page 36 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #FS3298 2.50% 10/1/2051 <sup>(n)</sup>  | USD1,472 | $1252 |
| Fannie Mae Pool #FS4628 3.00% 10/1/2051 <sup>(n)</sup>  | 2008 | 1796 |
| Fannie Mae Pool #MA4465 2.00% 11/1/2051 <sup>(n)</sup>  | 12478 | 10195 |
| Fannie Mae Pool #FM9515 2.50% 11/1/2051 <sup>(n)</sup>  | 1756 | 1499 |
| Fannie Mae Pool #CB2095 3.00% 11/1/2051 <sup>(n)</sup>  | 2432 | 2159 |
| Fannie Mae Pool #MA4492 2.00% 12/1/2051 <sup>(n)</sup>  | 1585 | 1294 |
| Fannie Mae Pool #CB2319 2.50% 12/1/2051 <sup>(n)</sup>  | 3909 | 3380 |
| Fannie Mae Pool #CB2375 2.50% 12/1/2051 <sup>(n)</sup>  | 3893 | 3362 |
| Fannie Mae Pool #FM9672 2.50% 12/1/2051 <sup>(n)</sup>  | 2408 | 2047 |
| Fannie Mae Pool #CB2372 2.50% 12/1/2051 <sup>(n)</sup>  | 1882 | 1625 |
| Fannie Mae Pool #BT9483 2.50% 12/1/2051 <sup>(n)</sup>  | 1863 | 1611 |
| Fannie Mae Pool #BT9510 2.50% 12/1/2051 <sup>(n)</sup>  | 1492 | 1292 |
| Fannie Mae Pool #CB2286 2.50% 12/1/2051 <sup>(n)</sup>  | 874 | 754 |
| Fannie Mae Pool #BQ7006 2.00% 1/1/2052 <sup>(n)</sup>  | 1584 | 1288 |
| Fannie Mae Pool #FS4203 2.50% 1/1/2052 <sup>(n)</sup>  | 2728 | 2319 |
| Fannie Mae Pool #FS0392 2.50% 1/1/2052 <sup>(n)</sup>  | 2440 | 2074 |
| Fannie Mae Pool #FS5613 2.50% 1/1/2052 <sup>(n)</sup>  | 2278 | 1936 |
| Fannie Mae Pool #FS6479 2.50% 1/1/2052 <sup>(n)</sup>  | 1790 | 1524 |
| Fannie Mae Pool #CB2555 2.50% 1/1/2052 <sup>(n)</sup>  | 1327 | 1128 |
| Fannie Mae Pool #FS8108 2.50% 1/1/2052 <sup>(n)</sup>  | 358 | 306 |
| Fannie Mae Pool #BV3076 2.00% 2/1/2052 <sup>(n)</sup>  | 12761 | 10391 |
| Fannie Mae Pool #MA4547 2.00% 2/1/2052 <sup>(n)</sup>  | 2036 | 1662 |
| Fannie Mae Pool #BV3083 2.00% 2/1/2052 <sup>(n)</sup>  | 800 | 652 |
| Fannie Mae Pool #FS5034 2.50% 2/1/2052 <sup>(n)</sup>  | 2292 | 1948 |
| Fannie Mae Pool #FS2660 2.50% 2/1/2052 <sup>(n)</sup>  | 2000 | 1700 |
| Fannie Mae Pool #FS0647 3.00% 2/1/2052 <sup>(n)</sup>  | 52972 | 47943 |
| Fannie Mae Pool #FS1194 3.00% 2/1/2052 <sup>(n)</sup>  | 10412 | 9426 |
| Fannie Mae Pool #BV1089 4.00% 2/1/2052 <sup>(n)</sup>  | 42 | 40 |
| Fannie Mae Pool #BV3101 2.00% 3/1/2052 <sup>(n)</sup>  | 1236 | 1007 |
| Fannie Mae Pool #FS1742 2.00% 3/1/2052 <sup>(n)</sup>  | 1204 | 982 |
| Fannie Mae Pool #BV4172 2.00% 3/1/2052 <sup>(n)</sup>  | 851 | 693 |
| Fannie Mae Pool #MA4562 2.00% 3/1/2052 <sup>(n)</sup>  | 818 | 667 |
| Fannie Mae Pool #FS1978 2.50% 3/1/2052 <sup>(n)</sup>  | 4937 | 4197 |
| Fannie Mae Pool #CB3744 2.50% 3/1/2052 <sup>(n)</sup>  | 1911 | 1626 |
| Fannie Mae Pool #BV4040 2.50% 3/1/2052 <sup>(n)</sup>  | 401 | 344 |
| Fannie Mae Pool #MA4563 2.50% 3/1/2052 <sup>(n)</sup>  | 48 | 41 |
| Fannie Mae Pool #CB3346 2.00% 4/1/2052 <sup>(n)</sup>  | 4926 | 4000 |
| Fannie Mae Pool #FS1598 2.00% 4/1/2052 <sup>(n)</sup>  | 1341 | 1094 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052 <sup>(n)</sup>  | 640 | 522 |
| Fannie Mae Pool #FS1629 2.50% 4/1/2052 <sup>(n)</sup>  | 1461 | 1242 |
| Fannie Mae Pool #CB3354 2.50% 4/1/2052 <sup>(n)</sup>  | 298 | 253 |
| Fannie Mae Pool #BV4656 2.50% 4/1/2052 <sup>(n)</sup>  | 45 | 38 |
| Fannie Mae Pool #MA4579 3.00% 4/1/2052 <sup>(n)</sup>  | 6482 | 5785 |
| Fannie Mae Pool #BV5392 3.50% 4/1/2052 <sup>(n)</sup>  | 86 | 79 |
| Fannie Mae Pool #CB3379 4.00% 4/1/2052 <sup>(n)</sup>  | 295 | 282 |
| Fannie Mae Pool #MA4598 2.50% 5/1/2052 <sup>(n)</sup>  | 1324 | 1130 |
| Fannie Mae Pool #FS5387 2.50% 5/1/2052 <sup>(n)</sup>  | 723 | 614 |
| Fannie Mae Pool #BV9644 2.50% 5/1/2052 <sup>(n)</sup>  | 698 | 596 |
| Fannie Mae Pool #CB3607 3.50% 5/1/2052 <sup>(n)</sup>  | 332 | 307 |
| Fannie Mae Pool #FS7329 2.00% 6/1/2052 <sup>(n)</sup>  | 1561 | 1272 |
| Fannie Mae Pool #FS7944 2.50% 6/1/2052 <sup>(n)</sup>  | 2084 | 1771 |
| Fannie Mae Pool #BW7323 2.50% 6/1/2052 <sup>(n)</sup>  | 1423 | 1214 |
| Fannie Mae Pool #BV7255 3.50% 6/1/2052 <sup>(n)</sup>  | 32 | 30 |
| Fannie Mae Pool #MA4626 4.00% 6/1/2052 <sup>(n)</sup>  | 11251 | 10739 |

---

The Income Fund of America — Page 37 of 73

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB4021 4.00% 6/1/2052 <sup>(n)</sup>  | USD616 | $588 |
| Fannie Mae Pool #FS6986 2.00% 7/1/2052 <sup>(n)</sup>  | 3221 | 2623 |
| Fannie Mae Pool #FA2839 2.50% 7/1/2052 <sup>(n)</sup>  | 9264 | 7877 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052 <sup>(n)</sup>  | 972 | 828 |
| Fannie Mae Pool #FS5493 2.50% 7/1/2052 <sup>(n)</sup>  | 108 | 92 |
| Fannie Mae Pool #BW6043 2.50% 7/1/2052 <sup>(n)</sup>  | 30 | 26 |
| Fannie Mae Pool #CB4370 3.50% 7/1/2052 <sup>(n)</sup>  | 161 | 149 |
| Fannie Mae Pool #FS3955 3.50% 8/1/2052 <sup>(n)</sup>  | 402 | 371 |
| Fannie Mae Pool #FS2654 4.00% 8/1/2052 <sup>(n)</sup>  | 3032 | 2893 |
| Fannie Mae Pool #FS2805 2.50% 9/1/2052 <sup>(n)</sup>  | 898 | 764 |
| Fannie Mae Pool #MA4768 2.50% 9/1/2052 <sup>(n)</sup>  | 30 | 25 |
| Fannie Mae Pool #CB4548 4.00% 9/1/2052 <sup>(n)</sup>  | 4299 | 4096 |
| Fannie Mae Pool #BW9347 4.50% 9/1/2052 <sup>(n)</sup>  | 30267 | 29658 |
| Fannie Mae Pool #BW1192 4.50% 9/1/2052 <sup>(n)</sup>  | 728 | 712 |
| Fannie Mae Pool #CB4620 5.00% 9/1/2052 <sup>(n)</sup>  | 14592 | 14668 |
| Fannie Mae Pool #MA4824 2.50% 10/1/2052 <sup>(n)</sup>  | 70 | 59 |
| Fannie Mae Pool #MA4803 3.50% 11/1/2052 <sup>(n)</sup>  | 8756 | 8088 |
| Fannie Mae Pool #FS5554 4.50% 11/1/2052 <sup>(n)</sup>  | 3447 | 3379 |
| Fannie Mae Pool #MA4842 5.50% 12/1/2052 <sup>(n)</sup>  | 3437 | 3494 |
| Fannie Mae Pool #MA4932 3.00% 1/1/2053 <sup>(n)</sup>  | 996 | 884 |
| Fannie Mae Pool #FS4947 4.00% 1/1/2053 <sup>(n)</sup>  | 660 | 629 |
| Fannie Mae Pool #FS5520 4.50% 1/1/2053 <sup>(n)</sup>  | 1729 | 1693 |
| Fannie Mae Pool #MA4919 5.50% 2/1/2053 <sup>(n)</sup>  | 483 | 490 |
| Fannie Mae Pool #MA4999 3.00% 3/1/2053 <sup>(n)</sup>  | 85 | 75 |
| Fannie Mae Pool #FS8509 3.50% 3/1/2053 <sup>(n)</sup>  | 80468 | 74331 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(n)</sup>  | 1472 | 1499 |
| Fannie Mae Pool #MA5000 3.50% 4/1/2053 <sup>(n)</sup>  | 1857 | 1715 |
| Fannie Mae Pool #MA4977 4.50% 4/1/2053 <sup>(n)</sup>  | 4316 | 4218 |
| Fannie Mae Pool #FS4563 5.00% 5/1/2053 <sup>(n)</sup>  | 1679 | 1684 |
| Fannie Mae Pool #FS4840 5.50% 5/1/2053 <sup>(n)</sup>  | 188 | 190 |
| Fannie Mae Pool #MA5010 5.50% 5/1/2053 <sup>(n)</sup>  | 84 | 85 |
| Fannie Mae Pool #BY3612 5.50% 6/1/2053 <sup>(n)</sup>  | 456 | 464 |
| Fannie Mae Pool #MA5039 5.50% 6/1/2053 <sup>(n)</sup>  | 300 | 305 |
| Fannie Mae Pool #CB6491 6.50% 6/1/2053 <sup>(n)</sup>  | 2061 | 2154 |
| Fannie Mae Pool #CB6490 6.50% 6/1/2053 <sup>(n)</sup>  | 749 | 778 |
| Fannie Mae Pool #CB6468 6.50% 6/1/2053 <sup>(n)</sup>  | 550 | 574 |
| Fannie Mae Pool #FS7823 2.00% 7/1/2053 <sup>(n)</sup>  | 5485 | 4473 |
| Fannie Mae Pool #FS6037 2.50% 7/1/2053 <sup>(n)</sup>  | 39 | 33 |
| Fannie Mae Pool #MA5131 3.50% 7/1/2053 <sup>(n)</sup>  | 31 | 29 |
| Fannie Mae Pool #MA5070 4.50% 7/1/2053 <sup>(n)</sup>  | 18539 | 18141 |
| Fannie Mae Pool #MA5072 5.50% 7/1/2053 <sup>(n)</sup>  | 1139 | 1151 |
| Fannie Mae Pool #MA5105 4.50% 8/1/2053 <sup>(n)</sup>  | 21050 | 20585 |
| Fannie Mae Pool #FS6666 5.50% 8/1/2053 <sup>(n)</sup>  | 18015 | 18298 |
| Fannie Mae Pool #CB7108 5.50% 9/1/2053 <sup>(n)</sup>  | 8764 | 8902 |
| Fannie Mae Pool #MA5139 6.00% 9/1/2053 <sup>(n)</sup>  | 715 | 733 |
| Fannie Mae Pool #CB7332 5.50% 10/1/2053 <sup>(n)</sup>  | 17093 | 17355 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053 <sup>(n)</sup>  | 5649 | 5792 |
| Fannie Mae Pool #FS6838 5.50% 11/1/2053 <sup>(n)</sup>  | 832 | 843 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053 <sup>(n)</sup>  | 1069 | 1096 |
| Fannie Mae Pool #MA5192 6.50% 11/1/2053 <sup>(n)</sup>  | 64 | 67 |
| Fannie Mae Pool #CB7617 6.00% 12/1/2053 <sup>(n)</sup>  | 7382 | 7578 |
| Fannie Mae Pool #MA5247 6.00% 1/1/2054 <sup>(n)</sup>  | 127 | 130 |
| Fannie Mae Pool #FS6873 6.50% 1/1/2054 <sup>(n)</sup>  | 14978 | 15518 |
| Fannie Mae Pool #FS7990 4.00% 2/1/2054 <sup>(n)</sup>  | 947 | 903 |

---

The Income Fund of America — Page 38 of 73

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB7932 6.00% 2/1/2054 <sup>(n)</sup>  | USD7,632 | $7837 |
| Fannie Mae Pool #CB7933 6.50% 2/1/2054 <sup>(n)</sup>  | 4402 | 4563 |
| Fannie Mae Pool #CB8148 5.50% 3/1/2054 <sup>(n)</sup>  | 2342 | 2378 |
| Fannie Mae Pool #CB8151 5.50% 3/1/2054 <sup>(n)</sup>  | 1175 | 1190 |
| Fannie Mae Pool #CB8163 6.00% 3/1/2054 <sup>(n)</sup>  | 3498 | 3598 |
| Fannie Mae Pool #CB8168 6.00% 3/1/2054 <sup>(n)</sup>  | 31 | 32 |
| Fannie Mae Pool #CB8337 5.50% 4/1/2054 <sup>(n)</sup>  | 15886 | 16090 |
| Fannie Mae Pool #MA5328 6.00% 4/1/2054 <sup>(n)</sup>  | 2 | 2 |
| Fannie Mae Pool #DB5160 5.50% 5/1/2054 <sup>(n)</sup>  | 1118 | 1134 |
| Fannie Mae Pool #FS8131 5.50% 6/1/2054 <sup>(n)</sup>  | 3079 | 3139 |
| Fannie Mae Pool #MA5388 5.50% 6/1/2054 <sup>(n)</sup>  | 1776 | 1797 |
| Fannie Mae Pool #FS8153 6.00% 6/1/2054 <sup>(n)</sup>  | 2188 | 2265 |
| Fannie Mae Pool #DB6878 6.00% 6/1/2054 <sup>(n)</sup>  | 1213 | 1243 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054 <sup>(n)</sup>  | 406 | 416 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054 <sup>(n)</sup>  | 367 | 378 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(n)</sup>  | 64 | 66 |
| Fannie Mae Pool #FP0128 6.50% 6/1/2054 <sup>(n)</sup>  | 4394 | 4552 |
| Fannie Mae Pool #DB5213 5.50% 7/1/2054 <sup>(n)</sup>  | 1159 | 1173 |
| Fannie Mae Pool #BU4699 5.50% 7/1/2054 <sup>(n)</sup>  | 1102 | 1119 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(n)</sup>  | 8263 | 8459 |
| Fannie Mae Pool #BU4700 6.00% 7/1/2054 <sup>(n)</sup>  | 1917 | 1970 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054 <sup>(n)</sup>  | 1525 | 1571 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054 <sup>(n)</sup>  | 1050 | 1087 |
| Fannie Mae Pool #DB6901 6.00% 7/1/2054 <sup>(n)</sup>  | 854 | 874 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054 <sup>(n)</sup>  | 301 | 309 |
| Fannie Mae Pool #BU4791 6.00% 7/1/2054 <sup>(n)</sup>  | 96 | 98 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(n)</sup>  | 9511 | 9737 |
| Fannie Mae Pool #FS8795 6.00% 8/1/2054 <sup>(n)</sup>  | 4054 | 4149 |
| Fannie Mae Pool #FS8757 6.00% 8/1/2054 <sup>(n)</sup>  | 880 | 909 |
| Fannie Mae Pool #FS8758 6.00% 8/1/2054 <sup>(n)</sup>  | 493 | 506 |
| Fannie Mae Pool #BU4916 6.00% 8/1/2054 <sup>(n)</sup>  | 422 | 433 |
| Fannie Mae Pool #FS8756 6.00% 8/1/2054 <sup>(n)</sup>  | 357 | 367 |
| Fannie Mae Pool #BU4968 6.00% 8/1/2054 <sup>(n)</sup>  | 294 | 300 |
| Fannie Mae Pool #DB4468 6.00% 8/1/2054 <sup>(n)</sup>  | 183 | 188 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054 <sup>(n)</sup>  | 152 | 157 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054 <sup>(n)</sup>  | 129 | 133 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054 <sup>(n)</sup>  | 118 | 122 |
| Fannie Mae Pool #CB9071 6.50% 8/1/2054 <sup>(n)</sup>  | 1457 | 1520 |
| Fannie Mae Pool #MA5446 6.50% 8/1/2054 <sup>(n)</sup>  | 909 | 941 |
| Fannie Mae Pool #FS9025 5.50% 9/1/2054 <sup>(n)</sup>  | 3779 | 3849 |
| Fannie Mae Pool #BU4946 5.50% 9/1/2054 <sup>(n)</sup>  | 470 | 476 |
| Fannie Mae Pool #FS8866 6.00% 9/1/2054 <sup>(n)</sup>  | 874 | 900 |
| Fannie Mae Pool #DC3262 6.00% 9/1/2054 <sup>(n)</sup>  | 26 | 26 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(n)</sup>  | 13 | 13 |
| Fannie Mae Pool #MA5472 6.50% 9/1/2054 <sup>(n)</sup>  | 2762 | 2861 |
| Fannie Mae Pool #MA5497 5.50% 10/1/2054 <sup>(n)</sup>  | 2829 | 2861 |
| Fannie Mae Pool #MA5498 6.00% 10/1/2054 <sup>(n)</sup>  | 6180 | 6328 |
| Fannie Mae Pool #DC3877 6.00% 10/1/2054 <sup>(n)</sup>  | 982 | 1006 |
| Fannie Mae Pool #CB9770 4.50% 12/1/2054 <sup>(n)</sup>  | 766 | 748 |
| Fannie Mae Pool #CB9768 4.50% 12/1/2054 <sup>(n)</sup>  | 277 | 270 |
| Fannie Mae Pool #BU5361 5.00% 12/1/2054 <sup>(n)</sup>  | 1729 | 1726 |
| Fannie Mae Pool #CB9616 5.50% 12/1/2054 <sup>(n)</sup>  | 2186 | 2216 |
| Fannie Mae Pool #FA0287 6.00% 12/1/2054 <sup>(n)</sup>  | 26472 | 27083 |
| Fannie Mae Pool #DC7035 6.00% 12/1/2054 <sup>(n)</sup>  | 4594 | 4700 |

---

The Income Fund of America — Page 39 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #DC7823 6.00% 12/1/2054 <sup>(n)</sup>  | USD581 | $595 |
| Fannie Mae Pool #MA5605 3.50% 1/1/2055 <sup>(n)</sup>  | 9000 | 8305 |
| Fannie Mae Pool #CB9737 5.00% 1/1/2055 <sup>(n)</sup>  | 2996 | 2991 |
| Fannie Mae Pool #MA5587 6.00% 1/1/2055 <sup>(n)</sup>  | 8843 | 9049 |
| Fannie Mae Pool #DD0835 6.00% 1/1/2055 <sup>(n)</sup>  | 4254 | 4352 |
| Fannie Mae Pool #CB9840 6.50% 1/1/2055 <sup>(n)</sup>  | 14530 | 15091 |
| Fannie Mae Pool #CB9836 6.50% 1/1/2055 <sup>(n)</sup>  | 10229 | 10678 |
| Fannie Mae Pool #MA5635 3.50% 2/1/2055 <sup>(n)</sup>  | 135 | 125 |
| Fannie Mae Pool #MA5612 4.50% 2/1/2055 <sup>(n)</sup>  | 2091 | 2039 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(n)</sup>  | 35253 | 36072 |
| Fannie Mae Pool #DD2501 6.00% 2/1/2055 <sup>(n)</sup>  | 779 | 799 |
| Fannie Mae Pool #MA5665 3.50% 3/1/2055 <sup>(n)</sup>  | 71 | 65 |
| Fannie Mae Pool #MA5644 4.50% 3/1/2055 <sup>(n)</sup>  | 1362 | 1328 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(n)</sup>  | 8026 | 8213 |
| Fannie Mae Pool #FA2843 6.50% 3/1/2055 <sup>(n)</sup>  | 6681 | 6928 |
| Fannie Mae Pool #MA5693 3.50% 4/1/2055 <sup>(n)</sup>  | 57 | 52 |
| Fannie Mae Pool #MA5670 4.00% 4/1/2055 <sup>(n)</sup>  | 200 | 190 |
| Fannie Mae Pool #MA5671 4.50% 4/1/2055 <sup>(n)</sup>  | 1442 | 1407 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(n)</sup>  | 11521 | 11787 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(n)</sup>  | 19 | 20 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(n)</sup>  | 19 | 20 |
| Fannie Mae Pool #MA5725 3.50% 5/1/2055 <sup>(n)</sup>  | 3218 | 2969 |
| Fannie Mae Pool #DD9125 3.50% 5/1/2055 <sup>(n)</sup>  | 539 | 497 |
| Fannie Mae Pool #MA5699 5.00% 5/1/2055 <sup>(n)</sup>  | 3587 | 3571 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(n)</sup>  | 21266 | 21751 |
| Fannie Mae Pool #MA5734 5.00% 6/1/2055 <sup>(n)</sup>  | 8718 | 8679 |
| Fannie Mae Pool #DE2033 6.00% 6/1/2055 <sup>(n)</sup>  | 38 | 39 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(n)</sup>  | 15585 | 15946 |
| Fannie Mae Pool #DE2192 6.00% 7/1/2055 <sup>(n)</sup>  | 10343 | 10579 |
| Fannie Mae Pool #FA2842 6.50% 7/1/2055 <sup>(n)</sup>  | 22998 | 23837 |
| Fannie Mae Pool #MA5792 5.50% 8/1/2055 <sup>(n)</sup>  | 41958 | 42409 |
| Fannie Mae Pool #CC0859 5.50% 8/1/2055 <sup>(n)</sup>  | 10127 | 10322 |
| Fannie Mae Pool #CC0879 6.00% 8/1/2055 <sup>(n)</sup>  | 6434 | 6659 |
| Fannie Mae Pool #MA5793 6.00% 8/1/2055 <sup>(n)</sup>  | 1076 | 1101 |
| Fannie Mae Pool #MA5849 3.50% 10/1/2055 <sup>(n)</sup>  | 861 | 795 |
| Fannie Mae Pool #MA5875 3.50% 11/1/2055 <sup>(n)</sup>  | 115 | 106 |
| Fannie Mae Pool #BF0133 4.00% 8/1/2056 <sup>(n)</sup>  | 3421 | 3258 |
| Fannie Mae Pool #BF0167 3.00% 2/1/2057 <sup>(n)</sup>  | 704 | 629 |
| Fannie Mae Pool #BF0264 3.50% 5/1/2058 <sup>(n)</sup>  | 10234 | 9378 |
| Fannie Mae Pool #BF0332 3.00% 1/1/2059 <sup>(n)</sup>  | 52579 | 46430 |
| Fannie Mae Pool #BM6736 4.50% 11/1/2059 <sup>(n)</sup>  | 17745 | 17480 |
| Fannie Mae Pool #BF0497 3.00% 7/1/2060 <sup>(n)</sup>  | 12492 | 10905 |
| Fannie Mae Pool #BF0546 2.50% 7/1/2061 <sup>(n)</sup>  | 10993 | 9053 |
| Fannie Mae Pool #BF0548 3.00% 7/1/2061 <sup>(n)</sup>  | 4444 | 3852 |
| Fannie Mae Pool #BF0762 3.00% 9/1/2063 <sup>(n)</sup>  | 674 | 584 |
| Fannie Mae Pool #BF0784 3.50% 12/1/2063 <sup>(n)</sup>  | 23986 | 21767 |
| Fannie Mae Pool #BF0786 4.00% 12/1/2063 <sup>(n)</sup>  | 4339 | 4094 |
| Fannie Mae, Series 2007-24, Class P, 6.00% 3/25/2037 <sup>(n)</sup>  | 109 | 114 |
| Fannie Mae, Series 2007-33, Class HE, 5.50% 4/25/2037 <sup>(n)</sup>  | 235 | 243 |
| Fannie Mae, Series 2001-50, Class BA, 7.00% 10/25/2041 <sup>(n)</sup>  | 44 | 45 |
| Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041 <sup>(n)</sup>  | 67 | 70 |
| Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041 <sup>(n)</sup>  | 69 | 70 |
| Fannie Mae, Series 2002-W1, Class 2A, 4.367% 2/25/2042 <sup>(k)(n)</sup>  | 157 | 157 |
| FARM Mortgage Trust, Series 2024-1, Class A1, 4.693% 10/1/2053 <sup>(i)(k)(n)</sup>  | 2829 | 2821 |

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The Income Fund of America — Page 40 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.191% 8/1/2054 <sup>(i)(k)(n)</sup>  | USD4,402 | $4480 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A, 5.191% 8/1/2054 <sup>(i)(k)(n)</sup>  | 2923 | 2948 |
| Freddie Mac Pool #J38387 3.00% 1/1/2033 <sup>(n)</sup>  | 18 | 17 |
| Freddie Mac Pool #G04805 4.50% 12/1/2035 <sup>(n)</sup>  | 1634 | 1650 |
| Freddie Mac Pool #K93772 3.00% 12/1/2036 <sup>(n)</sup>  | 289 | 272 |
| Freddie Mac Pool #K93766 3.00% 12/1/2036 <sup>(n)</sup>  | 280 | 264 |
| Freddie Mac Pool #G04553 6.50% 9/1/2038 <sup>(n)</sup>  | 195 | 207 |
| Freddie Mac Pool #G08353 4.50% 7/1/2039 <sup>(n)</sup>  | 147 | 149 |
| Freddie Mac Pool #A87892 5.00% 8/1/2039 <sup>(n)</sup>  | 359 | 373 |
| Freddie Mac Pool #A87873 5.00% 8/1/2039 <sup>(n)</sup>  | 148 | 151 |
| Freddie Mac Pool #G05937 4.50% 8/1/2040 <sup>(n)</sup>  | 3366 | 3394 |
| Freddie Mac Pool #RB5071 2.00% 9/1/2040 <sup>(n)</sup>  | 26752 | 23324 |
| Freddie Mac Pool #A96488 5.00% 1/1/2041 <sup>(n)</sup>  | 13 | 13 |
| Freddie Mac Pool #SC0149 2.00% 3/1/2041 <sup>(n)</sup>  | 23821 | 20654 |
| Freddie Mac Pool #Q02849 4.50% 8/1/2041 <sup>(n)</sup>  | 171 | 171 |
| Freddie Mac Pool #Q02676 4.50% 8/1/2041 <sup>(n)</sup>  | 142 | 141 |
| Freddie Mac Pool #G07189 4.50% 3/1/2042 <sup>(n)</sup>  | 318 | 321 |
| Freddie Mac Pool #G07221 4.50% 6/1/2042 <sup>(n)</sup>  | 477 | 482 |
| Freddie Mac Pool #Q23190 4.00% 11/1/2043 <sup>(n)</sup>  | 1031 | 1011 |
| Freddie Mac Pool #Q23185 4.00% 11/1/2043 <sup>(n)</sup>  | 773 | 758 |
| Freddie Mac Pool #Z40130 3.00% 1/1/2046 <sup>(n)</sup>  | 3900 | 3623 |
| Freddie Mac Pool #G60559 4.00% 4/1/2046 <sup>(n)</sup>  | 4687 | 4546 |
| Freddie Mac Pool #Q41090 4.50% 6/1/2046 <sup>(n)</sup>  | 517 | 515 |
| Freddie Mac Pool #Q41909 4.50% 7/1/2046 <sup>(n)</sup>  | 1010 | 1009 |
| Freddie Mac Pool #V82662 4.00% 10/1/2046 <sup>(n)</sup>  | 3007 | 2915 |
| Freddie Mac Pool #Q44400 4.00% 11/1/2046 <sup>(n)</sup>  | 2715 | 2633 |
| Freddie Mac Pool #SD0470 4.00% 11/1/2047 <sup>(n)</sup>  | 5582 | 5388 |
| Freddie Mac Pool #G61733 3.00% 12/1/2047 <sup>(n)</sup>  | 5118 | 4689 |
| Freddie Mac Pool #ZT2265 4.00% 8/1/2048 <sup>(n)</sup>  | 3533 | 3418 |
| Freddie Mac Pool #G61628 3.50% 9/1/2048 <sup>(n)</sup>  | 468 | 441 |
| Freddie Mac Pool #Z40273 4.50% 10/1/2048 <sup>(n)</sup>  | 301 | 299 |
| Freddie Mac Pool #SD0045 4.50% 11/1/2048 <sup>(n)</sup>  | 13714 | 13615 |
| Freddie Mac Pool #ZN3568 4.50% 2/1/2049 <sup>(n)</sup>  | 7 | 7 |
| Freddie Mac Pool #SD7503 3.50% 8/1/2049 <sup>(n)</sup>  | 2680 | 2519 |
| Freddie Mac Pool #SD7508 3.50% 10/1/2049 <sup>(n)</sup>  | 10956 | 10334 |
| Freddie Mac Pool #QA4396 2.50% 11/1/2049 <sup>(n)</sup>  | 15 | 13 |
| Freddie Mac Pool #RA1744 4.00% 11/1/2049 <sup>(n)</sup>  | 18589 | 17917 |
| Freddie Mac Pool #QA5125 3.50% 12/1/2049 <sup>(n)</sup>  | 14954 | 14076 |
| Freddie Mac Pool #RA2854 2.50% 6/1/2050 <sup>(n)</sup>  | 249 | 212 |
| Freddie Mac Pool #RA3022 2.50% 6/1/2050 <sup>(n)</sup>  | 45 | 38 |
| Freddie Mac Pool #QB1397 2.50% 7/1/2050 <sup>(n)</sup>  | 2270 | 1933 |
| Freddie Mac Pool #RA3054 2.50% 7/1/2050 <sup>(n)</sup>  | 1287 | 1096 |
| Freddie Mac Pool #RA3055 2.50% 7/1/2050 <sup>(n)</sup>  | 194 | 165 |
| Freddie Mac Pool #RA3384 3.00% 8/1/2050 <sup>(n)</sup>  | 334 | 299 |
| Freddie Mac Pool #QB3745 2.50% 9/1/2050 <sup>(n)</sup>  | 391 | 335 |
| Freddie Mac Pool #RA3515 2.50% 9/1/2050 <sup>(n)</sup>  | 108 | 92 |
| Freddie Mac Pool #RA3506 3.00% 9/1/2050 <sup>(n)</sup>  | 2650 | 2371 |
| Freddie Mac Pool #SD7525 2.50% 10/1/2050 <sup>(n)</sup>  | 12040 | 10484 |
| Freddie Mac Pool #RA3771 2.50% 10/1/2050 <sup>(n)</sup>  | 7122 | 6056 |
| Freddie Mac Pool #SD8106 2.00% 11/1/2050 <sup>(n)</sup>  | 45243 | 37075 |
| Freddie Mac Pool #SD7528 2.00% 11/1/2050 <sup>(n)</sup>  | 17948 | 14805 |
| Freddie Mac Pool #RA3987 2.50% 11/1/2050 <sup>(n)</sup>  | 8908 | 7634 |
| Freddie Mac Pool #QB5662 2.50% 11/1/2050 <sup>(n)</sup>  | 1005 | 859 |
| Freddie Mac Pool #QB5799 2.50% 11/1/2050 <sup>(n)</sup>  | 56 | 48 |

---

The Income Fund of America — Page 41 of 73

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RA4206 2.50% 12/1/2050 <sup>(n)</sup>  | USD13,346 | $11348 |
| Freddie Mac Pool #RA4179 2.50% 12/1/2050 <sup>(n)</sup>  | 1860 | 1582 |
| Freddie Mac Pool #RA4216 2.50% 12/1/2050 <sup>(n)</sup>  | 19 | 16 |
| Freddie Mac Pool #QB7147 2.50% 1/1/2051 <sup>(n)</sup>  | 283 | 242 |
| Freddie Mac Pool #SD0554 2.50% 3/1/2051 <sup>(n)</sup>  | 2172 | 1846 |
| Freddie Mac Pool #QC1187 2.50% 4/1/2051 <sup>(n)</sup>  | 1877 | 1596 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051 <sup>(n)</sup>  | 862 | 733 |
| Freddie Mac Pool #SD0566 2.50% 4/1/2051 <sup>(n)</sup>  | 290 | 246 |
| Freddie Mac Pool #RA5288 2.00% 5/1/2051 <sup>(n)</sup>  | 9819 | 8085 |
| Freddie Mac Pool #RA5155 2.00% 5/1/2051 <sup>(n)</sup>  | 52 | 42 |
| Freddie Mac Pool #QC1292 2.50% 5/1/2051 <sup>(n)</sup>  | 2957 | 2519 |
| Freddie Mac Pool #SI2106 2.50% 5/1/2051 <sup>(n)</sup>  | 258 | 220 |
| Freddie Mac Pool #RA5286 2.50% 5/1/2051 <sup>(n)</sup>  | 56 | 48 |
| Freddie Mac Pool #RA5267 3.00% 5/1/2051 <sup>(n)</sup>  | 1650 | 1476 |
| Freddie Mac Pool #QC3428 2.50% 6/1/2051 <sup>(n)</sup>  | 1652 | 1404 |
| Freddie Mac Pool #QC4006 2.50% 6/1/2051 <sup>(n)</sup>  | 494 | 420 |
| Freddie Mac Pool #SD3095 2.50% 7/1/2051 <sup>(n)</sup>  | 4690 | 3990 |
| Freddie Mac Pool #RA5559 2.50% 7/1/2051 <sup>(n)</sup>  | 3711 | 3154 |
| Freddie Mac Pool #QC3551 2.50% 7/1/2051 <sup>(n)</sup>  | 839 | 716 |
| Freddie Mac Pool #QC4225 2.50% 7/1/2051 <sup>(n)</sup>  | 465 | 397 |
| Freddie Mac Pool #SD7544 3.00% 7/1/2051 <sup>(n)</sup>  | 582 | 527 |
| Freddie Mac Pool #QC5575 2.50% 8/1/2051 <sup>(n)</sup>  | 77 | 66 |
| Freddie Mac Pool #QC5857 3.00% 8/1/2051 <sup>(n)</sup>  | 1199 | 1064 |
| Freddie Mac Pool #SD8166 2.00% 9/1/2051 <sup>(n)</sup>  | 767 | 627 |
| Freddie Mac Pool #RA5759 2.50% 9/1/2051 <sup>(n)</sup>  | 4182 | 3555 |
| Freddie Mac Pool #SD7545 2.50% 9/1/2051 <sup>(n)</sup>  | 3319 | 2888 |
| Freddie Mac Pool #RA5767 2.50% 9/1/2051 <sup>(n)</sup>  | 1738 | 1477 |
| Freddie Mac Pool #SD5485 2.50% 9/1/2051 <sup>(n)</sup>  | 1046 | 889 |
| Freddie Mac Pool #RA5782 2.50% 9/1/2051 <sup>(n)</sup>  | 505 | 438 |
| Freddie Mac Pool #QC6761 2.50% 9/1/2051 <sup>(n)</sup>  | 108 | 92 |
| Freddie Mac Pool #RA5971 3.00% 9/1/2051 <sup>(n)</sup>  | 22252 | 20087 |
| Freddie Mac Pool #QC6456 3.00% 9/1/2051 <sup>(n)</sup>  | 4218 | 3745 |
| Freddie Mac Pool #RA5901 3.00% 9/1/2051 <sup>(n)</sup>  | 1597 | 1429 |
| Freddie Mac Pool #SD1345 2.50% 10/1/2051 <sup>(n)</sup>  | 11468 | 9748 |
| Freddie Mac Pool #QC8196 2.50% 10/1/2051 <sup>(n)</sup>  | 3000 | 2550 |
| Freddie Mac Pool #RA6136 2.50% 10/1/2051 <sup>(n)</sup>  | 1333 | 1133 |
| Freddie Mac Pool #SD2880 3.00% 10/1/2051 <sup>(n)</sup>  | 4185 | 3742 |
| Freddie Mac Pool #SD0734 3.00% 10/1/2051 <sup>(n)</sup>  | 1393 | 1256 |
| Freddie Mac Pool #QD1841 2.00% 11/1/2051 <sup>(n)</sup>  | 1995 | 1625 |
| Freddie Mac Pool #RA6347 3.00% 11/1/2051 <sup>(n)</sup>  | 1708 | 1528 |
| Freddie Mac Pool #SD8182 2.00% 12/1/2051 <sup>(n)</sup>  | 791 | 646 |
| Freddie Mac Pool #QD2621 2.50% 12/1/2051 <sup>(n)</sup>  | 3469 | 2948 |
| Freddie Mac Pool #RA6483 2.50% 12/1/2051 <sup>(n)</sup>  | 3229 | 2787 |
| Freddie Mac Pool #QD3226 2.50% 12/1/2051 <sup>(n)</sup>  | 639 | 543 |
| Freddie Mac Pool #SD8183 2.50% 12/1/2051 <sup>(n)</sup>  | 171 | 146 |
| Freddie Mac Pool #SD5712 2.50% 1/1/2052 <sup>(n)</sup>  | 2553 | 2181 |
| Freddie Mac Pool #RA6652 2.50% 1/1/2052 <sup>(n)</sup>  | 556 | 473 |
| Freddie Mac Pool #SD7552 2.50% 1/1/2052 <sup>(n)</sup>  | 119 | 103 |
| Freddie Mac Pool #SD7551 3.00% 1/1/2052 <sup>(n)</sup>  | 51036 | 46024 |
| Freddie Mac Pool #SD0813 3.00% 1/1/2052 <sup>(n)</sup>  | 410 | 370 |
| Freddie Mac Pool #SD0803 3.00% 1/1/2052 <sup>(n)</sup>  | 331 | 296 |
| Freddie Mac Pool #RA6771 2.00% 2/1/2052 <sup>(n)</sup>  | 1130 | 917 |
| Freddie Mac Pool #SD8193 2.00% 2/1/2052 <sup>(n)</sup>  | 809 | 660 |
| Freddie Mac Pool #QD6848 2.50% 2/1/2052 <sup>(n)</sup>  | 1313 | 1116 |

---

The Income Fund of America — Page 42 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QD7187 2.50% 2/1/2052 <sup>(n)</sup>  | USD778 | $661 |
| Freddie Mac Pool #QE0849 2.50% 2/1/2052 <sup>(n)</sup>  | 453 | 385 |
| Freddie Mac Pool #QD7089 3.50% 2/1/2052 <sup>(n)</sup>  | 2386 | 2217 |
| Freddie Mac Pool #RA6973 2.00% 3/1/2052 <sup>(n)</sup>  | 4131 | 3366 |
| Freddie Mac Pool #SD5343 2.00% 3/1/2052 <sup>(n)</sup>  | 2691 | 2194 |
| Freddie Mac Pool #SD8199 2.00% 3/1/2052 <sup>(n)</sup>  | 1565 | 1277 |
| Freddie Mac Pool #QD8010 2.00% 3/1/2052 <sup>(n)</sup>  | 899 | 732 |
| Freddie Mac Pool #QD8820 2.00% 3/1/2052 <sup>(n)</sup>  | 168 | 136 |
| Freddie Mac Pool #SD3226 2.50% 3/1/2052 <sup>(n)</sup>  | 2937 | 2496 |
| Freddie Mac Pool #QE0957 2.50% 3/1/2052 <sup>(n)</sup>  | 168 | 144 |
| Freddie Mac Pool #RA7091 2.50% 3/1/2052 <sup>(n)</sup>  | 82 | 70 |
| Freddie Mac Pool #SD7553 3.00% 3/1/2052 <sup>(n)</sup>  | 5009 | 4520 |
| Freddie Mac Pool #SD2494 3.50% 3/1/2052 <sup>(n)</sup>  | 128 | 118 |
| Freddie Mac Pool #RA6909 3.50% 3/1/2052 <sup>(n)</sup>  | 26 | 24 |
| Freddie Mac Pool #RA6945 3.50% 3/1/2052 <sup>(n)</sup>  | 25 | 23 |
| Freddie Mac Pool #SD8204 2.00% 4/1/2052 <sup>(n)</sup>  | 1236 | 1009 |
| Freddie Mac Pool #QE0312 2.00% 4/1/2052 <sup>(n)</sup>  | 919 | 748 |
| Freddie Mac Pool #SD3478 2.50% 4/1/2052 <sup>(n)</sup>  | 7919 | 6732 |
| Freddie Mac Pool #SD7554 2.50% 4/1/2052 <sup>(n)</sup>  | 1760 | 1524 |
| Freddie Mac Pool #RA7177 2.50% 4/1/2052 <sup>(n)</sup>  | 263 | 224 |
| Freddie Mac Pool #QE1005 2.50% 4/1/2052 <sup>(n)</sup>  | 176 | 149 |
| Freddie Mac Pool #QE1102 2.50% 4/1/2052 <sup>(n)</sup>  | 167 | 142 |
| Freddie Mac Pool #QE0292 2.50% 4/1/2052 <sup>(n)</sup>  | 156 | 133 |
| Freddie Mac Pool #QE0777 3.50% 4/1/2052 <sup>(n)</sup>  | 488 | 450 |
| Freddie Mac Pool #QE1079 3.50% 4/1/2052 <sup>(n)</sup>  | 53 | 49 |
| Freddie Mac Pool #QD9838 3.50% 4/1/2052 <sup>(n)</sup>  | 31 | 29 |
| Freddie Mac Pool #QE2352 2.50% 5/1/2052 <sup>(n)</sup>  | 567 | 482 |
| Freddie Mac Pool #SD1099 2.50% 5/1/2052 <sup>(n)</sup>  | 127 | 109 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052 <sup>(n)</sup>  | 9063 | 8067 |
| Freddie Mac Pool #SD8219 2.50% 6/1/2052 <sup>(n)</sup>  | 817 | 696 |
| Freddie Mac Pool #SD8220 3.00% 6/1/2052 <sup>(n)</sup>  | 7967 | 7072 |
| Freddie Mac Pool #SL2621 2.50% 7/1/2052 <sup>(n)</sup>  | 11267 | 9577 |
| Freddie Mac Pool #SD4815 2.50% 7/1/2052 <sup>(n)</sup>  | 373 | 317 |
| Freddie Mac Pool #SD8224 2.50% 7/1/2052 <sup>(n)</sup>  | 314 | 268 |
| Freddie Mac Pool #SD3416 2.50% 7/1/2052 <sup>(n)</sup>  | 275 | 234 |
| Freddie Mac Pool #SD6647 3.50% 7/1/2052 <sup>(n)</sup>  | 280 | 258 |
| Freddie Mac Pool #SL0012 3.50% 7/1/2052 <sup>(n)</sup>  | 33 | 30 |
| Freddie Mac Pool #QE8971 3.50% 7/1/2052 <sup>(n)</sup>  | 28 | 25 |
| Freddie Mac Pool #SD1502 4.00% 7/1/2052 <sup>(n)</sup>  | 4892 | 4666 |
| Freddie Mac Pool #SD1406 2.00% 8/1/2052 <sup>(n)</sup>  | 745 | 607 |
| Freddie Mac Pool #SD7556 3.00% 8/1/2052 <sup>(n)</sup>  | 9106 | 8169 |
| Freddie Mac Pool #QE8579 4.50% 8/1/2052 <sup>(n)</sup>  | 207 | 204 |
| Freddie Mac Pool #QF0212 4.50% 9/1/2052 <sup>(n)</sup>  | 930 | 911 |
| Freddie Mac Pool #QE9497 4.50% 9/1/2052 <sup>(n)</sup>  | 219 | 215 |
| Freddie Mac Pool #SD1608 4.50% 9/1/2052 <sup>(n)</sup>  | 135 | 132 |
| Freddie Mac Pool #QF0103 5.00% 9/1/2052 <sup>(n)</sup>  | 81405 | 81393 |
| Freddie Mac Pool #RA7938 5.00% 9/1/2052 <sup>(n)</sup>  | 2252 | 2256 |
| Freddie Mac Pool #SD8256 4.00% 10/1/2052 <sup>(n)</sup>  | 3181 | 3033 |
| Freddie Mac Pool #QF1236 4.50% 10/1/2052 <sup>(n)</sup>  | 1344 | 1316 |
| Freddie Mac Pool #SD2465 4.50% 10/1/2052 <sup>(n)</sup>  | 90 | 89 |
| Freddie Mac Pool #SD8276 5.00% 12/1/2052 <sup>(n)</sup>  | 12608 | 12610 |
| Freddie Mac Pool #RA8544 5.50% 2/1/2053 <sup>(n)</sup>  | 17297 | 17579 |
| Freddie Mac Pool #SD8327 3.50% 4/1/2053 <sup>(n)</sup>  | 383 | 354 |
| Freddie Mac Pool #QG2913 4.50% 4/1/2053 <sup>(n)</sup>  | 835 | 816 |

---

The Income Fund of America — Page 43 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD2716 5.00% 4/1/2053 <sup>(n)</sup>  | USD2,557 | $2565 |
| Freddie Mac Pool #RA8647 4.50% 5/1/2053 <sup>(n)</sup>  | 92 | 90 |
| Freddie Mac Pool #SD8329 5.00% 6/1/2053 <sup>(n)</sup>  | 862 | 862 |
| Freddie Mac Pool #SD8331 5.50% 6/1/2053 <sup>(n)</sup>  | 1350 | 1365 |
| Freddie Mac Pool #RA9294 6.50% 6/1/2053 <sup>(n)</sup>  | 956 | 997 |
| Freddie Mac Pool #RA9292 6.50% 6/1/2053 <sup>(n)</sup>  | 868 | 906 |
| Freddie Mac Pool #RA9289 6.50% 6/1/2053 <sup>(n)</sup>  | 808 | 854 |
| Freddie Mac Pool #RA9288 6.50% 6/1/2053 <sup>(n)</sup>  | 782 | 827 |
| Freddie Mac Pool #RA9287 6.50% 6/1/2053 <sup>(n)</sup>  | 561 | 594 |
| Freddie Mac Pool #RA9290 6.50% 6/1/2053 <sup>(n)</sup>  | 440 | 464 |
| Freddie Mac Pool #RA9291 6.50% 6/1/2053 <sup>(n)</sup>  | 274 | 285 |
| Freddie Mac Pool #RA9295 6.50% 6/1/2053 <sup>(n)</sup>  | 240 | 255 |
| Freddie Mac Pool #SD8341 5.00% 7/1/2053 <sup>(n)</sup>  | 75 | 75 |
| Freddie Mac Pool #SD8342 5.50% 7/1/2053 <sup>(n)</sup>  | 5188 | 5260 |
| Freddie Mac Pool #QG7411 5.50% 7/1/2053 <sup>(n)</sup>  | 911 | 924 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053 <sup>(n)</sup>  | 309 | 321 |
| Freddie Mac Pool #QG9084 5.50% 8/1/2053 <sup>(n)</sup>  | 3514 | 3565 |
| Freddie Mac Pool #QG9008 5.50% 8/1/2053 <sup>(n)</sup>  | 3238 | 3288 |
| Freddie Mac Pool #QG9628 5.50% 8/1/2053 <sup>(n)</sup>  | 2819 | 2859 |
| Freddie Mac Pool #QG9141 5.50% 8/1/2053 <sup>(n)</sup>  | 1932 | 1963 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053 <sup>(n)</sup>  | 199 | 202 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053 <sup>(n)</sup>  | 3063 | 3139 |
| Freddie Mac Pool #SD4571 5.50% 11/1/2053 <sup>(n)</sup>  | 25838 | 26237 |
| Freddie Mac Pool #SD8374 6.50% 11/1/2053 <sup>(n)</sup>  | 83 | 86 |
| Freddie Mac Pool #SD4816 2.50% 1/1/2054 <sup>(n)</sup>  | 112 | 95 |
| Freddie Mac Pool #SD5856 3.50% 1/1/2054 <sup>(n)</sup>  | 12074 | 11142 |
| Freddie Mac Pool #RJ0668 6.00% 1/1/2054 <sup>(n)</sup>  | 6300 | 6470 |
| Freddie Mac Pool #SD8396 6.00% 1/1/2054 <sup>(n)</sup>  | 115 | 118 |
| Freddie Mac Pool #SD4693 6.50% 1/1/2054 <sup>(n)</sup>  | 453 | 471 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054 <sup>(n)</sup>  | 660 | 668 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(n)</sup>  | 4582 | 4691 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054 <sup>(n)</sup>  | 2283 | 2311 |
| Freddie Mac Pool #RJ1216 5.50% 4/1/2054 <sup>(n)</sup>  | 389 | 396 |
| Freddie Mac Pool #RJ1215 5.50% 4/1/2054 <sup>(n)</sup>  | 279 | 282 |
| Freddie Mac Pool #SD5303 6.00% 4/1/2054 <sup>(n)</sup>  | 1619 | 1669 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054 <sup>(n)</sup>  | 180 | 186 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054 <sup>(n)</sup>  | 232 | 240 |
| Freddie Mac Pool #RJ1768 5.50% 6/1/2054 <sup>(n)</sup>  | 1852 | 1888 |
| Freddie Mac Pool #RJ1785 6.00% 6/1/2054 <sup>(n)</sup>  | 2746 | 2830 |
| Freddie Mac Pool #RJ1779 6.00% 6/1/2054 <sup>(n)</sup>  | 1953 | 2024 |
| Freddie Mac Pool #QI9074 6.00% 6/1/2054 <sup>(n)</sup>  | 94 | 97 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054 <sup>(n)</sup>  | 34 | 35 |
| Freddie Mac Pool #SD8446 5.50% 7/1/2054 <sup>(n)</sup>  | 3444 | 3484 |
| Freddie Mac Pool #QI8872 5.50% 7/1/2054 <sup>(n)</sup>  | 541 | 550 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054 <sup>(n)</sup>  | 3181 | 3306 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054 <sup>(n)</sup>  | 2332 | 2402 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(n)</sup>  | 1430 | 1465 |
| Freddie Mac Pool #SD5813 6.00% 7/1/2054 <sup>(n)</sup>  | 910 | 938 |
| Freddie Mac Pool #QI8874 6.00% 7/1/2054 <sup>(n)</sup>  | 781 | 802 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054 <sup>(n)</sup>  | 321 | 330 |
| Freddie Mac Pool #SD8448 6.50% 7/1/2054 <sup>(n)</sup>  | 24338 | 25211 |
| Freddie Mac Pool #RJ2200 5.50% 8/1/2054 <sup>(n)</sup>  | 1003 | 1017 |
| Freddie Mac Pool #RJ2206 5.50% 8/1/2054 <sup>(n)</sup>  | 635 | 643 |
| Freddie Mac Pool #RJ2243 5.50% 8/1/2054 <sup>(n)</sup>  | 583 | 591 |

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The Income Fund of America — Page 44 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RJ2203 5.50% 8/1/2054 <sup>(n)</sup>  | USD100 | $102 |
| Freddie Mac Pool #RJ2212 6.00% 8/1/2054 <sup>(n)</sup>  | 3509 | 3633 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054 <sup>(n)</sup>  | 3511 | 3594 |
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(n)</sup>  | 1421 | 1455 |
| Freddie Mac Pool #RJ2216 6.00% 8/1/2054 <sup>(n)</sup>  | 1174 | 1204 |
| Freddie Mac Pool #SD6029 6.00% 8/1/2054 <sup>(n)</sup>  | 546 | 562 |
| Freddie Mac Pool #RJ2210 6.00% 8/1/2054 <sup>(n)</sup>  | 401 | 411 |
| Freddie Mac Pool #SD8455 6.50% 8/1/2054 <sup>(n)</sup>  | 5750 | 5956 |
| Freddie Mac Pool #QJ1576 6.50% 8/1/2054 <sup>(n)</sup>  | 2955 | 3065 |
| Freddie Mac Pool #RJ2222 6.50% 8/1/2054 <sup>(n)</sup>  | 640 | 669 |
| Freddie Mac Pool #RJ2247 6.50% 8/1/2054 <sup>(n)</sup>  | 542 | 565 |
| Freddie Mac Pool #RJ2228 6.50% 8/1/2054 <sup>(n)</sup>  | 303 | 314 |
| Freddie Mac Pool #SD6328 5.50% 9/1/2054 <sup>(n)</sup>  | 2021 | 2061 |
| Freddie Mac Pool #RJ2422 5.50% 9/1/2054 <sup>(n)</sup>  | 1731 | 1755 |
| Freddie Mac Pool #QJ3044 5.50% 9/1/2054 <sup>(n)</sup>  | 962 | 974 |
| Freddie Mac Pool #RJ2415 5.50% 9/1/2054 <sup>(n)</sup>  | 726 | 741 |
| Freddie Mac Pool #RJ2408 5.50% 9/1/2054 <sup>(n)</sup>  | 661 | 669 |
| Freddie Mac Pool #RJ2314 6.00% 9/1/2054 <sup>(n)</sup>  | 1918 | 1968 |
| Freddie Mac Pool #RJ2312 6.00% 9/1/2054 <sup>(n)</sup>  | 1045 | 1076 |
| Freddie Mac Pool #RJ2308 6.00% 9/1/2054 <sup>(n)</sup>  | 973 | 1007 |
| Freddie Mac Pool #RJ2306 6.00% 9/1/2054 <sup>(n)</sup>  | 928 | 962 |
| Freddie Mac Pool #SD8463 6.00% 9/1/2054 <sup>(n)</sup>  | 775 | 793 |
| Freddie Mac Pool #RJ2309 6.00% 9/1/2054 <sup>(n)</sup>  | 561 | 576 |
| Freddie Mac Pool #SD6404 6.50% 9/1/2054 <sup>(n)</sup>  | 9144 | 9486 |
| Freddie Mac Pool #QJ5643 6.50% 9/1/2054 <sup>(n)</sup>  | 3071 | 3181 |
| Freddie Mac Pool #RJ2474 6.50% 9/1/2054 <sup>(n)</sup>  | 305 | 317 |
| Freddie Mac Pool #RJ2411 6.50% 9/1/2054 <sup>(n)</sup>  | 206 | 214 |
| Freddie Mac Pool #RJ2470 6.50% 9/1/2054 <sup>(n)</sup>  | 98 | 101 |
| Freddie Mac Pool #RJ2664 5.00% 10/1/2054 <sup>(n)</sup>  | 2431 | 2428 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054 <sup>(n)</sup>  | 9173 | 9277 |
| Freddie Mac Pool #SL1418 6.00% 10/1/2054 <sup>(n)</sup>  | 617 | 631 |
| Freddie Mac Pool #RJ2860 5.00% 11/1/2054 <sup>(n)</sup>  | 11508 | 11461 |
| Freddie Mac Pool #RJ2913 5.50% 11/1/2054 <sup>(n)</sup>  | 8823 | 8929 |
| Freddie Mac Pool #RJ2917 5.50% 11/1/2054 <sup>(n)</sup>  | 3969 | 4020 |
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(n)</sup>  | 333 | 337 |
| Freddie Mac Pool #RJ2922 6.00% 11/1/2054 <sup>(n)</sup>  | 1383 | 1416 |
| Freddie Mac Pool #RJ3017 5.00% 12/1/2054 <sup>(n)</sup>  | 10048 | 10026 |
| Freddie Mac Pool #RJ3163 5.00% 12/1/2054 <sup>(n)</sup>  | 5920 | 5915 |
| Freddie Mac Pool #QX1743 5.00% 12/1/2054 <sup>(n)</sup>  | 1505 | 1502 |
| Freddie Mac Pool #QX2834 5.00% 12/1/2054 <sup>(n)</sup>  | 497 | 496 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054 <sup>(n)</sup>  | 5003 | 5058 |
| Freddie Mac Pool #QX0376 5.50% 12/1/2054 <sup>(n)</sup>  | 1774 | 1800 |
| Freddie Mac Pool #QX1233 6.00% 12/1/2054 <sup>(n)</sup>  | 456 | 467 |
| Freddie Mac Pool #QX1087 6.00% 12/1/2054 <sup>(n)</sup>  | 261 | 267 |
| Freddie Mac Pool #SD8496 6.00% 1/1/2055 <sup>(n)</sup>  | 8782 | 8986 |
| Freddie Mac Pool #QX4065 6.00% 1/1/2055 <sup>(n)</sup>  | 3287 | 3363 |
| Freddie Mac Pool #RJ3301 6.00% 1/1/2055 <sup>(n)</sup>  | 831 | 861 |
| Freddie Mac Pool #RJ3305 6.00% 1/1/2055 <sup>(n)</sup>  | 598 | 616 |
| Freddie Mac Pool #QX3576 6.00% 1/1/2055 <sup>(n)</sup>  | 322 | 329 |
| Freddie Mac Pool #RJ3264 4.50% 2/1/2055 <sup>(n)</sup>  | 2587 | 2523 |
| Freddie Mac Pool #SD8506 5.50% 2/1/2055 <sup>(n)</sup>  | 82 | 83 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(n)</sup>  | 10352 | 10593 |
| Freddie Mac Pool #SL0588 3.50% 3/1/2055 <sup>(n)</sup>  | 931 | 860 |
| Freddie Mac Pool #QX7596 3.50% 3/1/2055 <sup>(n)</sup>  | 199 | 184 |

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The Income Fund of America — Page 45 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SL0924 6.00% 3/1/2055 <sup>(n)</sup>  | USD1,268 | $1299 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(n)</sup>  | 1120 | 1146 |
| Freddie Mac Pool #QX9923 6.00% 3/1/2055 <sup>(n)</sup>  | 109 | 113 |
| Freddie Mac Pool #SD8517 6.50% 3/1/2055 <sup>(n)</sup>  | 32430 | 33594 |
| Freddie Mac Pool #SL1094 5.00% 4/1/2055 <sup>(n)</sup>  | 5560 | 5548 |
| Freddie Mac Pool #SL1416 6.00% 4/1/2055 <sup>(n)</sup>  | 12274 | 12557 |
| Freddie Mac Pool #SL1413 6.00% 4/1/2055 <sup>(n)</sup>  | 9227 | 9452 |
| Freddie Mac Pool #SL0796 6.00% 4/1/2055 <sup>(n)</sup>  | 8247 | 8435 |
| Freddie Mac Pool #QY0236 6.00% 4/1/2055 <sup>(n)</sup>  | 7688 | 7866 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(n)</sup>  | 1840 | 1883 |
| Freddie Mac Pool #QX9672 6.00% 4/1/2055 <sup>(n)</sup>  | 474 | 485 |
| Freddie Mac Pool #SD8532 5.00% 5/1/2055 <sup>(n)</sup>  | 3296 | 3281 |
| Freddie Mac Pool #SD8533 5.50% 5/1/2055 <sup>(n)</sup>  | 4777 | 4828 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(n)</sup>  | 81448 | 83326 |
| Freddie Mac Pool #QY3449 6.00% 5/1/2055 <sup>(n)</sup>  | 954 | 976 |
| Freddie Mac Pool #SL1138 6.00% 5/1/2055 <sup>(n)</sup>  | 722 | 740 |
| Freddie Mac Pool #SL1137 6.00% 5/1/2055 <sup>(n)</sup>  | 681 | 696 |
| Freddie Mac Pool #RQ0010 4.00% 6/1/2055 <sup>(n)</sup>  | 611 | 580 |
| Freddie Mac Pool #RQ0012 5.00% 6/1/2055 <sup>(n)</sup>  | 3318 | 3304 |
| Freddie Mac Pool #RQ0013 5.50% 6/1/2055 <sup>(n)</sup>  | 258 | 261 |
| Freddie Mac Pool #RQ0026 5.00% 7/1/2055 <sup>(n)</sup>  | 10814 | 10766 |
| Freddie Mac Pool #RQ0027 5.50% 7/1/2055 <sup>(n)</sup>  | 80719 | 81587 |
| Freddie Mac Pool #RQ0028 6.00% 7/1/2055 <sup>(n)</sup>  | 153282 | 156783 |
| Freddie Mac Pool #QY7786 6.00% 7/1/2055 <sup>(n)</sup>  | 365 | 374 |
| Freddie Mac Pool #RQ0041 6.00% 8/1/2055 <sup>(n)</sup>  | 19959 | 20421 |
| Freddie Mac Pool #RQ0050 6.00% 9/1/2055 <sup>(n)</sup>  | 10719 | 10971 |
| Freddie Mac Pool #RQ0068 3.50% 10/1/2055 <sup>(n)</sup>  | 136 | 126 |
| Freddie Mac Pool #RQ0056 5.50% 10/1/2055 <sup>(n)</sup>  | 16005 | 16178 |
| Freddie Mac, Series 3257, Class PA, 5.50% 12/15/2036 <sup>(n)</sup>  | 231 | 241 |
| Freddie Mac, Series 3286, Class JN, 5.50% 2/15/2037 <sup>(n)</sup>  | 167 | 174 |
| Freddie Mac, Series 3318, Class JT, 5.50% 5/15/2037 <sup>(n)</sup>  | 101 | 104 |
| Freddie Mac, Series K755, Class A2, Multi Family, 5.203% 2/25/2031 <sup>(n)</sup>  | 21362 | 22442 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056 <sup>(n)</sup>  | 1664 | 1586 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 1/25/2056 <sup>(n)</sup>  | 258 | 243 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 7/25/2056 <sup>(k)(n)</sup>  | 1670 | 1601 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056 <sup>(n)</sup>  | 2609 | 2463 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056 <sup>(k)(n)</sup>  | 2510 | 2390 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057 <sup>(k)(n)</sup>  | 484 | 443 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057 <sup>(n)</sup>  | 397 | 363 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 6/25/2057 <sup>(n)</sup>  | 793 | 771 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 8/26/2058 <sup>(n)</sup>  | 4716 | 4565 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059 <sup>(n)</sup>  | 3476 | 3225 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 11/25/2028 <sup>(n)</sup>  | 1755 | 1724 |
| Government National Mortgage Assn. Pool #783687 4.50% 12/20/2041 <sup>(n)</sup>  | 248 | 246 |
| Government National Mortgage Assn. Pool #BD3903 4.00% 1/20/2048 <sup>(n)</sup>  | 4127 | 3925 |
| Government National Mortgage Assn. Pool #BE3194 4.00% 1/20/2048 <sup>(n)</sup>  | 918 | 874 |
| Government National Mortgage Assn. Pool #MA5192 4.00% 5/20/2048 <sup>(n)</sup>  | 3060 | 2953 |
| Government National Mortgage Assn. Pool #MA6217 2.50% 10/20/2049 <sup>(n)</sup>  | 26 | 23 |
| Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050 <sup>(n)</sup>  | 48035 | 40001 |
| Government National Mortgage Assn. Pool #MA7534 2.50% 8/20/2051 <sup>(n)</sup>  | 32584 | 28236 |
| Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/2052 <sup>(n)</sup>  | 840 | 728 |
| Government National Mortgage Assn. Pool #MA8150 4.00% 7/20/2052 <sup>(n)</sup>  | 20 | 19 |
| Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052 <sup>(n)</sup>  | 2592 | 2473 |
| Government National Mortgage Assn. Pool #MA8426 4.00% 11/20/2052 <sup>(n)</sup>  | 1598 | 1524 |

---

The Income Fund of America — Page 46 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Government National Mortgage Assn. Pool #MA8799 4.50% 4/20/2053 <sup>(n)</sup>  | USD23,669 | $23225 |
| Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053 <sup>(n)</sup>  | 4571 | 4483 |
| Government National Mortgage Assn. Pool #MA9722 4.00% 6/20/2054 <sup>(n)</sup>  | 1693 | 1605 |
| Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 <sup>(n)</sup>  | 4520 | 3374 |
| Uniform Mortgage-Backed Security 2.00% 11/1/2055 <sup>(n)(o)</sup>  | 42133 | 34179 |
| Uniform Mortgage-Backed Security 2.50% 11/1/2055 <sup>(n)(o)</sup>  | 562964 | 478057 |
| Uniform Mortgage-Backed Security 3.00% 11/1/2055 <sup>(n)(o)</sup>  | 77705 | 68866 |
| Uniform Mortgage-Backed Security 4.00% 11/1/2055 <sup>(n)(o)</sup>  | 43947 | 41703 |
| Uniform Mortgage-Backed Security 4.50% 11/1/2055 <sup>(n)(o)</sup>  | 63849 | 62244 |
| Uniform Mortgage-Backed Security 5.00% 11/1/2055 <sup>(n)(o)</sup>  | 76819 | 76445 |
| Uniform Mortgage-Backed Security 5.50% 11/1/2055 <sup>(n)(o)</sup>  | 5108 | 5161 |
| Uniform Mortgage-Backed Security 6.00% 11/1/2055 <sup>(n)(o)</sup>  | 44311 | 45318 |
| Uniform Mortgage-Backed Security 6.50% 11/1/2055 <sup>(n)(o)</sup>  | 17728 | 18360 |
| Uniform Mortgage-Backed Security 2.00% 12/1/2055 <sup>(n)(o)</sup>  | 820 | 665 |
| Uniform Mortgage-Backed Security 2.50% 12/1/2055 <sup>(n)(o)</sup>  | 80084 | 68005 |
| Uniform Mortgage-Backed Security 3.50% 12/1/2055 <sup>(n)(o)</sup>  | 53301 | 49107 |
| Uniform Mortgage-Backed Security 4.00% 12/1/2055 <sup>(n)(o)</sup>  | 81344 | 77155 |
| Uniform Mortgage-Backed Security 4.50% 12/1/2055 <sup>(n)(o)</sup>  | 7040 | 6859 |
| Uniform Mortgage-Backed Security 5.00% 12/1/2055 <sup>(n)(o)</sup>  | 28181 | 28020 |
| Uniform Mortgage-Backed Security 6.00% 12/1/2055 <sup>(n)(o)</sup>  | 77951 | 79700 |
| Uniform Mortgage-Backed Security 6.50% 12/1/2055 <sup>(n)(o)</sup>  | 59473 | 61613 |
| Uniform Mortgage-Backed Security 4.50% 1/1/2056 <sup>(n)(o)</sup>  | 26610 | 25923 |
|  |  | 4455558 |
| **Commercial mortgage-backed securities 0.56%** |  |  |
| ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.776% 6/15/2040 <sup>(i)(k)(n)</sup>  | 14910 | 14991 |
| AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038 <sup>(i)(n)</sup>  | 11195 | 10884 |
| AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 <sup>(i)(n)</sup>  | 5897 | 5688 |
| AMSR Trust, Series 2025-SFR1, Class D, 3.655% 6/17/2042 <sup>(i)(n)</sup>  | 1704 | 1597 |
| AMSR Trust, Series 2025-SFR1, Class C, 3.655% 6/17/2042 <sup>(i)(n)</sup>  | 1463 | 1382 |
| AMSR Trust, Series 2025-SFR1, Class B, 3.655% 6/17/2042 <sup>(i)(n)</sup>  | 1386 | 1323 |
| AMSR Trust, Series 2025-SFR2, Class A, 4.357% 11/17/2042 (4.275% on 12/1/2025) <sup>(i)(l)(n)</sup>  | 5008 | 4959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR + 1.69%) 5.724% <br> 7/15/2041 <sup>(i)(k)(n)</sup>  | 1566 | 1571 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 7.935% 11/10/2029 <sup>(i)(k)(n)</sup>  | 7871 | 8015 |
| Bank Commercial Mortgage Trust, Series 2019-BN16, Class A4, 4.005% 2/15/2052 <sup>(n)</sup>  | 1810 | 1788 |
| Bank Commercial Mortgage Trust, Series 2019-BN17, Class A4, 3.714% 4/15/2052 <sup>(n)</sup>  | 240 | 235 |
| Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055 <sup>(n)</sup>  | 2230 | 2191 |
| Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056 <sup>(n)</sup>  | 1135 | 1166 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class A3, 6.50% 12/15/2056 <sup>(n)</sup>  | 10734 | 11314 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 7.274% 12/15/2056 <sup>(k)(n)</sup>  | 3328 | 3553 |
| Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057 <sup>(n)</sup>  | 7320 | 7619 |
| Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057 <sup>(n)</sup>  | 2190 | 2298 |
| Bank Commercial Mortgage Trust, Series 2024-BNK48, Class AS, 5.355% 10/15/2057 <sup>(k)(n)</sup>  | 1532 | 1557 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057 <sup>(k)(n)</sup>  | 6459 | 6805 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057 <sup>(k)(n)</sup>  | 3040 | 3174 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class AS, 6.072% 4/15/2058 <sup>(k)(n)</sup>  | 16947 | 17709 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A5, 3.688% 2/15/2061 <sup>(n)</sup>  | 480 | 474 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A4, 3.428% 2/17/2061 <sup>(n)</sup>  | 293 | 288 |
| Bank Commercial Mortgage Trust, Series 2018-BN12, Class A4, 4.255% 5/15/2061 <sup>(k)(n)</sup>  | 5772 | 5760 |
| Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061 <sup>(n)</sup>  | 5656 | 5344 |
| Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062 <sup>(n)</sup>  | 3260 | 3127 |
| Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063 <sup>(n)</sup>  | 3772 | 3447 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.60% 6/15/2055 <sup>(k)(n)</sup>  | 780 | 776 |

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The Income Fund of America — Page 47 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056 <sup>(n)</sup>  | USD5,296 | $5524 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 6.00% 9/15/2056 <sup>(k)(n)</sup>  | 3200 | 3453 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057 <sup>(k)(n)</sup>  | 2906 | 3009 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 <sup>(k)(n)</sup>  | 5718 | 5650 |
| Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 4/10/2051 <sup>(n)</sup>  | 4806 | 4763 |
| Benchmark Mortgage Trust, Series 2018-B8, Class A5, 4.232% 1/15/2052 <sup>(n)</sup>  | 5996 | 5928 |
| Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053 <sup>(n)</sup>  | 3146 | 2831 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 <sup>(k)(n)</sup>  | 3037 | 3043 |
| Benchmark Mortgage Trust, Series 2025-V14, Class A4, 5.66% 4/15/2057 <sup>(n)</sup>  | 11006 | 11528 |
| Benchmark Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2057 <sup>(k)(n)</sup>  | 5802 | 6074 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 <sup>(n)</sup>  | 3351 | 3482 |
| Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057 <sup>(k)(n)</sup>  | 930 | 970 |
| Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057 <sup>(n)</sup>  | 983 | 1012 |
| Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057 <sup>(k)(n)</sup>  | 2702 | 2830 |
| BFLD Trust, Series 2024-WRHS, Class A, (1-month USD CME Term SOFR + 1.492%) 5.582% 8/15/2026 <sup>(i)(k)(n)</sup>  | 7416 | 7426 |
| BFLD Trust, Series 24-WRHS, Class B, (1-month USD CME Term SOFR + 1.99%) 6.082% 8/15/2026 <sup>(i)(k)(n)</sup>  | 5065 | 5074 |
| BMO Mortgage Trust, Series 2022-C2, Class A5, 4.974% 7/15/2054 <sup>(k)(n)</sup>  | 3460 | 3514 |
| BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056 <sup>(n)</sup>  | 1962 | 2070 |
| BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057 <sup>(k)(n)</sup>  | 11120 | 11592 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(k)(n)</sup>  | 2300 | 2393 |
| BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058 <sup>(k)(n)</sup>  | 17244 | 18095 |
| BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058 <sup>(k)(n)</sup>  | 9284 | 9761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A, (1-month USD CME Term SOFR + 1.921%) <br> 5.953% 8/15/2041 <sup>(i)(k)(n)</sup>  | 8000 | 8038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 4.847% <br> 9/15/2036 <sup>(i)(k)(n)</sup>  | 7386 | 7383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR + 1.293%) 5.326% <br> 12/15/2039 <sup>(i)(k)(n)</sup>  | 6950 | 6967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class B, (1-month USD CME Term SOFR + 1.642%) 5.675% <br> 12/15/2039 <sup>(i)(k)(n)</sup>  | 1312 | 1316 |
| BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.573% 5/15/2034 <sup>(i)(k)(n)</sup>  | 3493 | 3500 |
| BX Trust, Series 2021-SDMF, Class A, (1-month USD CME Term SOFR + 0.703%) 4.736% 9/15/2034 <sup>(i)(k)(n)</sup>  | 9208 | 9170 |
| BX Trust, Series 2021-VOLT, Class B, (1-month USD CME Term SOFR + 1.064%) 5.097% 9/15/2036 <sup>(i)(k)(n)</sup>  | 214 | 213 |
| BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 5.046% 10/15/2036 <sup>(i)(k)(n)</sup>  | 11621 | 11606 |
| BX Trust, Series 2021-ARIA, Class B, (1-month USD CME Term SOFR + 1.411%) 5.444% 10/15/2036 <sup>(i)(k)(n)</sup>  | 9946 | 9934 |
| BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.523% 4/15/2037 <sup>(i)(k)(n)</sup>  | 5155 | 5161 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 4.997% 11/15/2038 <sup>(i)(k)(n)</sup>  | 8198 | 8190 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 5.022% 1/17/2039 <sup>(i)(k)(n)</sup>  | 12167 | 12156 |
| BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.724% 8/15/2039 <sup>(i)(k)(n)</sup>  | 26485 | 26556 |
| BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.474% 4/15/2041 <sup>(i)(k)(n)</sup>  | 8945 | 8958 |
| BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041 <sup>(i)(k)(n)</sup>  | 17828 | 18074 |
| BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.474% 11/15/2041 <sup>(i)(k)(n)</sup>  | 12373 | 12397 |
| BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.575% 11/15/2041 <sup>(i)(k)(n)</sup>  | 10869 | 10884 |
| BX Trust, Series 2024-FNX, Class B, (1-month USD CME Term SOFR + 1.742%) 5.774% 11/15/2041 <sup>(i)(k)(n)</sup>  | 3363 | 3372 |
| BX Trust, Series 2024-GPA2, Class B, (1-month USD CME Term SOFR + 1.892%) 5.924% 11/15/2041 <sup>(i)(k)(n)</sup>  | 4935 | 4945 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 5.923% 7/15/2041 <sup>(i)(k)(n)</sup>  | 4768 | 4781 |
| CALI Mortgage Trust, Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 6.373% 7/15/2041 <sup>(i)(k)(n)</sup>  | 5091 | 5107 |
| CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 5.674% 8/15/2041 <sup>(i)(k)(n)</sup>  | 12536 | 12538 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040 <sup>(i)(k)(n)</sup>  | 8114 | 8357 |
| Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049 <sup>(n)</sup>  | 1324 | 1319 |
| Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 5/10/2049 <sup>(n)</sup>  | 350 | 346 |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 4/15/2050 <sup>(k)(n)</sup>  | 450 | 431 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/12/2040 <sup>(i)(n)</sup>  | 6864 | 7094 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class B, 6.804% 9/12/2040 <sup>(i)(n)</sup>  | 3537 | 3645 |

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The Income Fund of America — Page 48 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| DC Commercial Mortgage Trust, Series 2023-DC, Class C, 7.379% 9/12/2040 <sup>(i)(k)(n)</sup>  | USD2,720 | $2820 |
| Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049 <sup>(n)</sup>  | 400 | 395 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(i)(k)(n)</sup>  | 10371 | 10581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class A, (1-month USD CME Term SOFR + 1.30%) 5.45% <br> 10/15/2042 <sup>(i)(k)(n)</sup>  | 5640 | 5658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class B, 5.75% (1-month USD CME Term SOFR + 1.60%) <br> 10/15/2042 <sup>(i)(k)(n)</sup>  | 1690 | 1698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class C, (1-month USD CME Term SOFR + 1.85%) 6.00% <br> 10/15/2042 <sup>(i)(k)(n)</sup>  | 1508 | 1517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class D, (1-month USD CME Term SOFR + 2.60%) 6.75% <br> 10/15/2042 <sup>(i)(k)(n)</sup>  | 2623 | 2648 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037 <sup>(i)(n)</sup>  | 6375 | 6363 |
| FirstKey Homes Trust, Series 2022-SFR2, Class A, 4.145% 5/19/2039 <sup>(i)(n)</sup>  | 4098 | 4081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.482% <br> 12/15/2039 <sup>(i)(k)(n)</sup>  | 6068 | 6084 |
| FS Trust, Series 2024-HULA, Class A, (1-month USD CME Term SOFR + 1.811%) 5.843% 8/15/2039 <sup>(i)(k)(n)</sup>  | 8000 | 8034 |
| Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 5.723% 5/15/2041 <sup>(i)(k)(n)</sup>  | 19885 | 19948 |
| GS Mortgage Securities Trust, Series 2023-SHIP, Class B, 5.101% 9/10/2038 <sup>(i)(k)(n)</sup>  | 2632 | 2630 |
| GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.31% 3/10/2041 <sup>(i)(k)(n)</sup>  | 3831 | 3867 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050 <sup>(n)</sup>  | 940 | 921 |
| GS Mortgage Securities Trust, Series 2019-GC38, Class A4, 3.968% 2/10/2052 <sup>(n)</sup>  | 240 | 236 |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053 <sup>(n)</sup>  | 6571 | 6039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%) 5.425% <br>3/15/2042 <sup>(i)(k)(n)</sup>  | 10765 | 10786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class B, (1-month USD CME Term SOFR + 1.742%) 5.775% <br>3/15/2042 <sup>(i)(k)(n)</sup>  | 1617 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class C, (1-month USD CME Term SOFR + 2.042%) 6.074% <br>3/15/2042 <sup>(i)(k)(n)</sup>  | 422 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class D, (1-month USD CME Term SOFR + 2.591%) 6.623% <br>3/15/2042 <sup>(i)(k)(n)</sup>  | 1901 | 1909 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%) 7.322% 3/15/2042 <sup>(i)(k)(n)</sup>  | 5388 | 5289 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045 <sup>(i)(k)(n)</sup>  | 7802 | 8117 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(i)(k)(n)</sup>  | 591 | 599 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.467% 1/13/2040 <sup>(i)(k)(n)</sup>  | 26828 | 27799 |
| Invitation Homes Trust, Series 2024-SFR1, Class B, 4.00% 9/17/2041 <sup>(i)(n)</sup>  | 2450 | 2387 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A5, 3.694% 3/15/2050 <sup>(n)</sup>  | 1510 | 1488 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050 <sup>(n)</sup>  | 560 | 548 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039 <sup>(i)(n)</sup>  | 3421 | 3082 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377% 1/5/2039 <sup>(i)(n)</sup>  | 1165 | 1036 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.45% 1/5/2039 <sup>(i)(k)(n)</sup>  | 328 | 272 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648% 12/15/2049 <sup>(k)(n)</sup>  | 4810 | 4760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME Term SOFR + <br> 1.593%) 5.625% 11/15/2039 <sup>(i)(k)(n)</sup>  | 3453 | 3461 |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039 <sup>(i)(n)</sup>  | 15628 | 14934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A, (1-month USD CME Term SOFR + 0.915%) <br> 4.948% 4/15/2038 <sup>(i)(k)(n)</sup>  | 785 | 785 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A-4, 3.306% 4/15/2048 <sup>(n)</sup>  | 139 | 137 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561% 4/15/2048 <sup>(n)</sup>  | 2795 | 2697 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A-4, 3.72% 12/15/2049 <sup>(n)</sup>  | 580 | 575 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011% 3/15/2058 <sup>(n)</sup>  | 21684 | 22577 |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048 <sup>(n)</sup>  | 1000 | 995 |
| Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.792% 4/15/2055 <sup>(k)(n)</sup>  | 590 | 556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M10, (30-day Average USD-SOFR + 3.85%) <br> 8.033% 7/25/2054 <sup>(i)(k)(n)</sup>  | 2427 | 2529 |

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The Income Fund of America — Page 49 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.583% 5/25/2055 <sup>(i)(k)(n)</sup>  | USD1,442 | $1445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 7.283% 5/25/2055 <sup>(i)(k)(n)</sup>  | 2583 | 2630 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.664% 2/10/2047 <sup>(i)(k)(n)</sup>  | 613 | 645 |
| SCG Hotel Issuer, Inc., Series 2025-SNIP, Class A, 5.532% 9/15/2042 <sup>(i)(k)(n)</sup>  | 2914 | 2929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR + 1.392%) 5.424% <br> 5/15/2039 <sup>(i)(k)(n)</sup>  | 12566 | 12557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, (1-month USD CME Term SOFR + 1.741%) 5.773% <br> 5/15/2039 <sup>(i)(k)(n)</sup>  | 486 | 486 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585% 7/15/2041 <sup>(i)(n)</sup>  | 5645 | 5042 |
| SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 4.877% 11/15/2038 <sup>(i)(k)(n)</sup>  | 8066 | 8056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) <br> 5.032% 1/15/2039 <sup>(i)(k)(n)</sup>  | 19555 | 19537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR + 1.443%) <br> 5.475% 2/15/2042 <sup>(i)(k)(n)</sup>  | 15426 | 15353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class A, (1-month USD CME Term SOFR + 1.492%) <br> 5.524% 11/15/2041 <sup>(i)(k)(n)</sup>  | 7000 | 7009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class B, (1-month USD CME Term SOFR + 1.842%) <br> 5.874% 11/15/2041 <sup>(i)(k)(n)</sup>  | 2743 | 2749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class C, (1-month USD CME Term SOFR + 2.241%) <br> 6.273% 11/15/2041 <sup>(i)(k)(n)</sup>  | 672 | 675 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 6/15/2049 <sup>(n)</sup>  | 185 | 182 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class A5, 3.794% 12/15/2049 <sup>(n)</sup>  | 6015 | 5975 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4, 3.146% 12/15/2052 <sup>(n)</sup>  | 2405 | 2289 |
| Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4.00% 4/15/2055 <sup>(k)(n)</sup>  | 2580 | 2473 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057 <sup>(n)</sup>  | 690 | 724 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class AS, 3.988% 1/15/2059 <sup>(n)</sup>  | 150 | 148 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class A4, 3.631% 1/15/2060 <sup>(n)</sup>  | 480 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR + 2.789%) <br> 6.821% 11/15/2027 <sup>(i)(k)(n)</sup>  | 13994 | 14124 |
|  |  | 769881 |
| **Collateralized mortgage-backed obligations (privately originated) 0.34%** |  |  |
| Angel Oak Mortgage Trust, Series 2024-7, Class A1, 5.621% 5/25/2069 (6.621% on 7/1/2028) <sup>(i)(l)(n)</sup>  | 13288 | 13364 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048 <sup>(i)(k)(n)</sup>  | 1686 | 1525 |
| Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055 <sup>(i)(n)</sup>  | 156 | 151 |
| Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) <sup>(i)(l)(n)</sup>  | 3187 | 3101 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059 <sup>(i)(k)(n)</sup>  | 1311 | 1239 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 <sup>(i)(k)(n)</sup>  | 899 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, 6.394% 10/25/2063 (7.394% on <br>11/1/2027) <sup>(i)(l)(n)</sup>  | 1804 | 1822 |
| BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1, 5.943% 12/1/2063 (6.943% on 1/1/2028) <sup>(i)(l)(n)</sup>  | 836 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1, 5.554% 10/27/2064 (6.554% on <br>10/1/2028) <sup>(i)(l)(n)</sup>  | 5077 | 5110 |
| Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on 11/25/2027) <sup>(i)(l)(n)</sup>  | 1579 | 1594 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(i)(k)(n)</sup>  | 202 | 201 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(i)(k)(n)</sup>  | 18229 | 17846 |
| Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, 4.00% 10/25/2054 (5.00% on 10/25/2028) <sup>(i)(l)(n)</sup>  | 554 | 547 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1B, 3.25% 8/25/2064 <sup>(i)(k)(n)</sup>  | 5253 | 4668 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064 <sup>(i)(k)(n)</sup>  | 3336 | 3007 |
| CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064 <sup>(i)(k)(n)</sup>  | 2001 | 1990 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(i)(l)(n)</sup>  | 5807 | 5780 |
| Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060 <sup>(i)(k)(n)</sup>  | 286 | 270 |

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The Income Fund of America — Page 50 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027) <sup>(i)(l)(n)</sup>  | USD946 | $958 |
| COLT Funding, LLC, Series 2024-INV3, Class A1, 5.443% 9/25/2069 (6.443% on 8/1/2028) <sup>(i)(l)(n)</sup>  | 5896 | 5921 |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066 <sup>(i)(k)(n)</sup>  | 1762 | 1603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR + 0.95%) 5.133% <br> 1/25/2045 <sup>(i)(k)(n)</sup>  | 2332 | 2334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1, (30-day Average USD-SOFR + 2.40%) 6.583% <br> 12/25/2042 <sup>(i)(k)(n)</sup>  | 2491 | 2546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1, (30-day Average USD-SOFR + 1.50%) 5.683% <br> 10/25/2043 <sup>(i)(k)(n)</sup>  | 1540 | 1545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR + 1.05%) 5.233% <br> 1/25/2044 <sup>(i)(k)(n)</sup>  | 1743 | 1744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, (30-day Average USD-SOFR + 1.80%) 5.983% <br> 1/25/2044 <sup>(i)(k)(n)</sup>  | 1614 | 1628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1, (30-day Average USD-SOFR + 2.70%) 6.883% <br> 1/25/2044 <sup>(i)(k)(n)</sup>  | 2985 | 3074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2, (30-day Average USD-SOFR + 1.80%) 5.983% <br> 2/25/2044 <sup>(i)(k)(n)</sup>  | 3432 | 3461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR + 1.10%) 5.283% <br> 5/25/2044 <sup>(i)(k)(n)</sup>  | 752 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, (30-day Average USD-SOFR + 1.65%) 5.833% <br> 5/25/2044 <sup>(i)(k)(n)</sup>  | 1464 | 1474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1B1, (30-day Average USD-SOFR + 2.20%) 6.383% <br> 5/25/2044 <sup>(i)(k)(n)</sup>  | 889 | 899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR + 1.60%) 5.783% <br> 9/25/2044 <sup>(i)(k)(n)</sup>  | 1098 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 5.333% <br> 2/25/2045 <sup>(i)(k)(n)</sup>  | 1798 | 1801 |
| Countrywide Alternative Loan Trust, Series 2005-54CB, Class 2A5, 5.50% 11/25/2035 <sup>(n)</sup>  | 1593 | 833 |
| Countrywide Alternative Loan Trust, Series 2007-HY4, Class 3A1, 4.324% 6/25/2037 <sup>(k)(n)</sup>  | 768 | 701 |
| CS First Boston Mortgage Securities Corp., Series 2004-5, Class IVA1, 6.00% 9/25/2034 <sup>(n)</sup>  | 214 | 218 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(i)(n)</sup>  | 14326 | 13865 |
| Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051 <sup>(i)(k)(n)</sup>  | 5433 | 4556 |
| Flagstar Mortgage Trust, Series 2021-11INV, Class A4, 2.50% 11/25/2051 <sup>(i)(k)(n)</sup>  | 6052 | 5075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A, (30-day Average <br> USD-SOFR + 2.15%) 6.506% 9/25/2042 <sup>(i)(k)(n)</sup>  | 535 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average <br> USD-SOFR + 1.35%) 5.533% 2/25/2044 <sup>(i)(k)(n)</sup>  | 3075 | 3092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class M1, (30-day Average <br> USD-SOFR + 1.20%) 5.383% 5/25/2044 <sup>(i)(k)(n)</sup>  | 2395 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.25%) 5.433% 5/25/2044 <sup>(i)(k)(n)</sup>  | 10880 | 10937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M1, (30-day Average <br> USD-SOFR + 1.00%) 5.183% 10/25/2044 <sup>(i)(k)(n)</sup>  | 715 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1, (30-day Average <br> USD-SOFR + 1.05%) 5.233% 10/25/2044 <sup>(i)(k)(n)</sup>  | 1539 | 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M2, (30-day Average <br> USD-SOFR + 1.45%) 5.633% 10/25/2044 <sup>(i)(k)(n)</sup>  | 1142 | 1143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 5.283% 5/25/2045 <sup>(i)(k)(n)</sup>  | 1247 | 1251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class M1, (30-day Average <br> USD-SOFR + 1.20%) 5.383% 5/25/2045 <sup>(i)(k)(n)</sup>  | 2163 | 2167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class B2, (30-day Average <br> USD-SOFR + 5.364%) 9.547% 1/25/2050 <sup>(i)(k)(n)</sup>  | 4360 | 4864 |

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The Income Fund of America — Page 51 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class B2, (30-day Average <br> USD-SOFR + 4.914%) 9.097% 2/25/2050 <sup>(i)(k)(n)</sup>  | USD5,790 | $6454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, (30-day Average <br> USD-SOFR + 10.114%) 14.297% 8/25/2050 <sup>(i)(k)(n)</sup>  | 5306 | 7122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, (30-day Average <br> USD-SOFR + 11.50%) 15.856% 10/25/2050 <sup>(i)(k)(n)</sup>  | 7758 | 10970 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(i)(l)(n)</sup>  | 1142 | 1154 |
| GCAT Trust, Series 2025-NQM4, Class A1, 0% 6/25/2070 <sup>(i)(l)(n)</sup>  | 2125 | 2145 |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75% on 2/1/2028) <sup>(i)(l)(n)</sup>  | 1183 | 1162 |
| Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026 <sup>(i)(n)</sup>  | 5269 | 5124 |
| HOMES Trust, Series 2024-NQM1, Class A1, 5.915% 7/25/2069 (6.915% on 7/1/2028) <sup>(i)(l)(n)</sup>  | 3948 | 3985 |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR5, Class 2A1, 3.718% 5/25/2036 <sup>(k)(n)</sup>  | 998 | 964 |
| IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047 <sup>(i)(k)(n)</sup>  | 10216 | 10501 |
| JPMorgan Mortgage Trust, Series 2020-INV1, Class A3, 3.50% 8/25/2050 <sup>(i)(k)(n)</sup>  | 443 | 396 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 <sup>(i)(n)</sup>  | 799 | 799 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) <sup>(i)(l)(n)</sup>  | 3991 | 4019 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(i)(l)(n)</sup>  | 5749 | 5769 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV2, Class A1, 6.50% 2/25/2054 <sup>(i)(k)(n)</sup>  | 2163 | 2205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386% 5/25/2069 (7.386% on <br> 5/1/2028) <sup>(i)(l)(n)</sup>  | 5376 | 5440 |
| New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 4/25/2065 <sup>(i)(l)(n)</sup>  | 6752 | 6819 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(i)(k)(n)</sup>  | 1163 | 1088 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.629% 3/25/2053 <sup>(i)(k)(n)</sup>  | 2057 | 2028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065 (6.472% on <br> 5/1/2029) <sup>(i)(l)(n)</sup>  | 3936 | 3967 |
| Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.698% 4/25/2053 <sup>(i)(k)(n)</sup>  | 4036 | 3981 |
| Onslow Bay Financial, LLC, Series 2022-NQM5, Class A1, 4.31% 5/25/2062 (5.31% on 5/1/2026) <sup>(i)(l)(n)</sup>  | 16393 | 16287 |
| Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026) <sup>(i)(l)(n)</sup>  | 15212 | 15193 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on 3/1/2028) <sup>(i)(l)(n)</sup>  | 1702 | 1720 |
| Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on 2/1/2028) <sup>(i)(l)(n)</sup>  | 3143 | 3180 |
| Onslow Bay Financial, LLC, Series 2024-NQM6, Class A1, 6.447% 2/25/2064 (7.447% on 4/1/2028) <sup>(i)(l)(n)</sup>  | 2843 | 2891 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028) <sup>(i)(l)(n)</sup>  | 1804 | 1828 |
| Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on 6/1/2028) <sup>(i)(l)(n)</sup>  | 8918 | 9037 |
| Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on 11/1/2028) <sup>(i)(l)(n)</sup>  | 2077 | 2098 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(i)(l)(n)</sup>  | 11091 | 11197 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028) <sup>(i)(l)(n)</sup>  | 1570 | 1582 |
| Onslow Bay Financial, LLC, Series 2025-NQM14, Class A1A, 5.162% 7/25/2065 (6.162% on 7/1/2029) <sup>(i)(l)(n)</sup>  | 5686 | 5728 |
| Onslow Bay Financial, LLC, Series 2025-NQM16, Class A1A, 4.905% 8/25/2065 (5.905% on 9/1/2029) <sup>(i)(l)(n)</sup>  | 12708 | 12737 |
| Onslow Bay Financial, LLC, Series 2025-NQM18, Class A1A, 5.057% 9/25/2065 (6.057% on 9/1/2029) <sup>(i)(l)(n)</sup>  | 6441 | 6487 |
| Onslow Bay Financial, LLC, Series, 2025-NQM19, Class A1, 4.869% 10/25/2065 <sup>(i)(k)(n)</sup>  | 8938 | 8915 |
| PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059 <sup>(i)(k)(n)</sup>  | 1712 | 1743 |
| Progress Residential Trust, Series 2024-SFR5, Class B, 3.25% 8/9/2029 <sup>(i)(n)</sup>  | 3581 | 3401 |
| Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 <sup>(i)(n)</sup>  | 5121 | 5042 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 <sup>(i)(n)</sup>  | 2621 | 2575 |
| Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041 <sup>(i)(n)</sup>  | 4987 | 4821 |
| Progress Residential Trust, Series 2024-SFR2, Class A, 3.30% 4/17/2041 <sup>(i)(n)</sup>  | 3608 | 3475 |
| Progress Residential Trust, Series 2024-SFR2, Class D, 3.40% 4/17/2041 <sup>(i)(k)(n)</sup>  | 2709 | 2560 |
| Progress Residential Trust, Series 2024-SFR2, Class B, 3.40% 4/17/2041 <sup>(i)(k)(n)</sup>  | 1671 | 1602 |
| Progress Residential Trust, Series 2025-SFR1, Class C, 3.65% 2/17/2042 <sup>(i)(n)</sup>  | 1979 | 1877 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(i)(n)</sup>  | 5120 | 4879 |
| Sequoia Mortgage Trust, Series 2018-CH1, Class A1, 4.00% 3/25/2048 <sup>(i)(k)(n)</sup>  | 103 | 97 |
| Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.069% 10/25/2055 <sup>(i)(k)(n)</sup>  | 8610 | 8661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term SOFR + 1.75%) <br> 5.782% 10/17/2041 <sup>(i)(k)(n)</sup>  | 8650 | 8685 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term SOFR + 1.45%) <br> 5.483% 2/17/2042 <sup>(i)(k)(n)</sup>  | USD1,915 | $1918 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4, Class 6A, 3.885% 5/25/2036 <sup>(k)(n)</sup>  | 915 | 517 |
| Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055 <sup>(i)(k)(n)</sup>  | 794 | 785 |
| Towd Point Mortgage Trust, Series 2016-3, Class M2, 4.00% 4/25/2056 <sup>(i)(k)(n)</sup>  | 796 | 792 |
| Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 10/25/2056 <sup>(i)(k)(n)</sup>  | 213 | 212 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058 <sup>(i)(k)(n)</sup>  | 540 | 536 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 <sup>(i)(k)(n)</sup>  | 377 | 374 |
| Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063 <sup>(i)(n)</sup>  | 5324 | 5175 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.037% 7/25/2065 <sup>(i)(k)(n)</sup>  | 2179 | 2201 |
| Treehouse Park Improvement Association No.1 9.75% 12/1/2033 <sup>(c)(i)</sup>  | 8302 | 8302 |
| Tricon Residential Trust, Series 2024-SFR1, Class A, 4.65% 4/17/2041 <sup>(i)(n)</sup>  | 2705 | 2701 |
| Tricon Residential Trust, Series 2024-SFR1, Class B, 4.75% 4/17/2041 <sup>(i)(n)</sup>  | 891 | 889 |
| Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041 <sup>(i)(n)</sup>  | 5962 | 5934 |
| Tricon Residential Trust, Series 2024-SFR3, Class B, 5.00% 8/17/2041 <sup>(i)(n)</sup>  | 2609 | 2615 |
| Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041 <sup>(i)(n)</sup>  | 13396 | 13289 |
| Verus Securitization Trust, Series 2025-R1, Class A1, 5.402% 5/25/2065 (6.402% on 7/1/2029) <sup>(i)(l)(n)</sup>  | 5811 | 5855 |
| Verus Securitization Trust, Series 2023-1, Class A1, 5.85% 12/25/2067 (6.85% on 1/1/2027) <sup>(i)(l)(n)</sup>  | 1405 | 1404 |
| Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 5/25/2068 (6.811% on 5/1/2027) <sup>(i)(l)(n)</sup>  | 784 | 786 |
| Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027) <sup>(i)(l)(n)</sup>  | 3947 | 3971 |
| Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028) <sup>(i)(l)(n)</sup>  | 2286 | 2308 |
| Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028) <sup>(i)(l)(n)</sup>  | 6552 | 6636 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(i)(l)(n)</sup>  | 1896 | 1923 |
| Verus Securitization Trust, Series 2024-5, Class A2, 6.446% 6/25/2069 (7.446% on 6/1/2028) <sup>(i)(l)(n)</sup>  | 1101 | 1115 |
| Verus Securitization Trust, Series 2024-4, Class A2, 6.572% 6/25/2069 (7.572% on 5/1/2028) <sup>(i)(l)(n)</sup>  | 1487 | 1507 |
| Verus Securitization Trust, Series 2024-6, Class A1, 5.799% 7/25/2069 (6.799% on 7/1/2028) <sup>(i)(l)(n)</sup>  | 3606 | 3639 |
| Verus Securitization Trust, Series 2024-6, Class A2, 6.053% 7/25/2069 (7.053% on 7/1/2028) <sup>(i)(l)(n)</sup>  | 1123 | 1133 |
| Verus Securitization Trust, Series 24-R1, Class A1, 5.218% 9/25/2069 <sup>(i)(k)(n)</sup>  | 4882 | 4895 |
| Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069 <sup>(i)(k)(n)</sup>  | 2828 | 2842 |
| Verus Securitization Trust, Series 2024-8, Class A2, 5.618% 10/25/2069 (6.618% on 10/1/2028) <sup>(i)(l)(n)</sup>  | 2101 | 2111 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 <sup>(i)(k)(n)</sup>  | 2753 | 2770 |
| Verus Securitization Trust, Series 2025-8, Class A1A, 4.869% 9/25/2070 (5.869% on 9/1/2029) <sup>(i)(l)(n)</sup>  | 5963 | 5975 |
|  |  | 478187 |
| **Total mortgage-backed obligations** |  | 5703626 |
| **U.S. Treasury bonds & notes 2.41%**<br> **U.S. Treasury 2.27%**<br>|  |  |
| U.S. Treasury 3.625% 5/15/2026  | 5900 | 5895 |
| U.S. Treasury 4.50% 7/15/2026  | 4000 | 4020 |
| U.S. Treasury 4.375% 7/31/2026  | 31144 | 31279 |
| U.S. Treasury 4.625% 9/15/2026  | 24603 | 24784 |
| U.S. Treasury 4.625% 10/15/2026  | 10000 | 10083 |
| U.S. Treasury 4.625% 11/15/2026  | 3000 | 3027 |
| U.S. Treasury 4.25% 12/31/2026  | 2354 | 2368 |
| U.S. Treasury 4.125% 2/15/2027  | 7000 | 7039 |
| U.S. Treasury 4.50% 4/15/2027  | 830 | 840 |
| U.S. Treasury 3.875% 7/31/2027 <sup>(b)</sup>  | 404057 | 405796 |
| U.S. Treasury 3.50% 9/30/2027  | 202737 | 202359 |
| U.S. Treasury 4.00% 12/15/2027  | 11883 | 11983 |
| U.S. Treasury 3.875% 3/15/2028  | 18500 | 18623 |
| U.S. Treasury 3.625% 3/31/2028  | 72 | 72 |
| U.S. Treasury 3.625% 5/31/2028  | 43266 | 43303 |
| U.S. Treasury 3.375% 9/15/2028  | 11000 | 10934 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 3.50% 10/15/2028  | USD169,143 | $168687 |
| U.S. Treasury 4.125% 10/31/2029  | 169500 | 172415 |
| U.S. Treasury 4.00% 2/28/2030  | 20071 | 20329 |
| U.S. Treasury 3.875% 7/31/2030 <sup>(p)</sup>  | 459537 | 463029 |
| U.S. Treasury 4.00% 7/31/2030  | 13986 | 14166 |
| U.S. Treasury 3.625% 9/30/2030 <sup>(b)</sup>  | 226655 | 225853 |
| U.S. Treasury 3.625% 10/31/2030  | 3000 | 2989 |
| U.S. Treasury 4.875% 10/31/2030  | 34810 | 36637 |
| U.S. Treasury 4.25% 2/28/2031  | 1113 | 1140 |
| U.S. Treasury 4.125% 7/31/2031  | 38862 | 39544 |
| U.S. Treasury 4.375% 1/31/2032  | 12000 | 12360 |
| U.S. Treasury 4.125% 2/29/2032  | 14000 | 14226 |
| U.S. Treasury 4.125% 3/31/2032  | 3000 | 3047 |
| U.S. Treasury 4.00% 4/30/2032  | 4500 | 4539 |
| U.S. Treasury 3.875% 9/30/2032  | 154134 | 154050 |
| U.S. Treasury 3.75% 10/31/2032  | 2000 | 1983 |
| U.S. Treasury 4.125% 11/15/2032  | 1433 | 1454 |
| U.S. Treasury 3.375% 5/15/2033  | 14742 | 14214 |
| U.S. Treasury 4.375% 5/15/2034  | 84371 | 86606 |
| U.S. Treasury 4.625% 2/15/2035  | 25400 | 26501 |
| U.S. Treasury 4.25% 5/15/2035  | 2000 | 2027 |
| U.S. Treasury 4.25% 8/15/2035 <sup>(p)</sup>  | 265563 | 268862 |
| U.S. Treasury 1.375% 11/15/2040  | 12006 | 7911 |
| U.S. Treasury 1.75% 8/15/2041  | 2773 | 1899 |
| U.S. Treasury 2.00% 11/15/2041  | 11924 | 8453 |
| U.S. Treasury 2.375% 2/15/2042  | 7784 | 5820 |
| U.S. Treasury 2.875% 5/15/2043  | 16000 | 12642 |
| U.S. Treasury 3.875% 5/15/2043  | 5113 | 4672 |
| U.S. Treasury 4.75% 11/15/2043  | 42316 | 43116 |
| U.S. Treasury 4.625% 5/15/2044 <sup>(p)</sup>  | 112695 | 112774 |
| U.S. Treasury 4.125% 8/15/2044  | 7000 | 6551 |
| U.S. Treasury 4.625% 11/15/2044  | 3000 | 2996 |
| U.S. Treasury 4.75% 2/15/2045  | 3500 | 3549 |
| U.S. Treasury 5.00% 5/15/2045  | 3000 | 3139 |
| U.S. Treasury 4.875% 8/15/2045 <sup>(b)</sup>  | 36749 | 37854 |
| U.S. Treasury 2.875% 11/15/2046  | 4532 | 3432 |
| U.S. Treasury 2.875% 5/15/2049  | 4051 | 2985 |
| U.S. Treasury 4.00% 11/15/2052  | 4747 | 4243 |
| U.S. Treasury 3.625% 2/15/2053  | 9865 | 8235 |
| U.S. Treasury 4.75% 11/15/2053  | 4600 | 4653 |
| U.S. Treasury 4.25% 2/15/2054 <sup>(p)</sup>  | 180573 | 168314 |
| U.S. Treasury 4.625% 5/15/2054  | 291 | 289 |
| U.S. Treasury 4.25% 8/15/2054  | 3663 | 3415 |
| U.S. Treasury 4.50% 11/15/2054 <sup>(p)</sup>  | 2000 | 1945 |
| U.S. Treasury 4.625% 2/15/2055  | 4500 | 4467 |
| U.S. Treasury 4.75% 5/15/2055  | 6100 | 6180 |
| U.S. Treasury 4.75% 8/15/2055 <sup>(p)</sup>  | 141000 | 142917 |
|  |  | 3119514 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury inflation-protected securities 0.14%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2030 <sup>(q)</sup>  | USD25,182 | $24011 |
| U.S. Treasury Inflation-Protected Security 1.875% 7/15/2035 <sup>(b)(p)(q)</sup>  | 110976 | 111998 |
| U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 <sup>(p)(q)</sup>  | 55437 | 54867 |
|  |  | 190876 |
| **Total U.S. Treasury bonds & notes** |  | 3310390 |
| **Asset-backed obligations 1.32%**<br> **Other asset-backed securities 0.58%**<br>|  |  |
| ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 <sup>(i)(n)</sup> <br>| 436 | 439 |
| Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029 <sup>(i)(n)</sup> <br>| 16219 | 16253 |
| Affirm Master Trust, 2025-2A, Class A, 4.67% 7/15/2033 <sup>(i)(n)</sup> <br>| 1269 | 1274 |
| Affirm Master Trust, Series 2025-3A, Class A, 4.45% 10/16/2034 <sup>(i)(n)</sup> <br>| 3442 | 3436 |
| Affirm, Inc., Series 2024-A, Class A, 5.61% 2/15/2029 <sup>(i)(n)</sup> <br>| 6099 | 6120 |
| Affirm, Inc., Series 2024-X2, Class A, 5.22% 12/17/2029 <sup>(i)(n)</sup> <br>| 557 | 558 |
| APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 <sup>(i)(n)</sup> <br>| 4802 | 4741 |
| Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050 <sup>(i)(n)</sup> <br>| 14609 | 14720 |
| Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 5.943% 2/16/2050 <sup>(i)(n)</sup> <br>| 3415 | 3482 |
| Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 <sup>(i)(n)</sup> <br>| 5603 | 5706 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033 <sup>(i)(n)</sup> <br>| 134 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, <br> Class A, 2.443% 7/15/2046 <sup>(i)(n)</sup> <br>| 6161 | 5840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, <br> Class B, 3.446% 7/15/2046 <sup>(i)(n)</sup> <br>| 935 | 895 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 <sup>(i)(n)</sup> <br>| 901 | 905 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 <sup>(i)(n)</sup> <br>| 333 | 337 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031 <sup>(i)(n)</sup> <br>| 243 | 248 |
| Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039 <sup>(i)(n)</sup> <br>| 2408 | 2428 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 <sup>(i)(n)</sup> <br>| 3280 | 3336 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037 <sup>(i)(n)</sup> <br>| 10232 | 9663 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 3.464% 5/11/2037 <sup>(i)(n)</sup> <br>| 6290 | 5943 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 6.171% 5/11/2037 <sup>(i)(n)</sup> <br>| 12562 | 11959 |
| Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041 <sup>(i)(n)</sup> <br>| 174 | 173 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(i)(n)</sup> <br>| 9366 | 9537 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class B, 6.504% 2/15/2050 <sup>(i)(n)</sup> <br>| 4475 | 4531 |
| Castlelake Aircraft Securitization Trust, Series 2025-3A, Class A, 5.087% 11/15/2050 <sup>(i)(n)</sup> <br>| 12562 | 12545 |
| CCG Receivables Trust, Series 2025-2, Class B, 4.58% 8/15/2034 <sup>(i)(n)</sup> <br>| 6513 | 6562 |
| CCG Receivables Trust, Series 2025-2, Class C, 4.68% 8/15/2034 <sup>(i)(n)</sup> <br>| 12610 | 12716 |
| CCG Receivables Trust, Series 2025-2, Class D, 5.08% 8/15/2034 <sup>(i)(n)</sup> <br>| 5725 | 5765 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(i)(n)</sup> <br>| 23791 | 20483 |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 <sup>(i)(n)</sup> <br>| 5737 | 4848 |
| CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/2060 <sup>(i)(n)</sup> <br>| 5327 | 3760 |
| CF Hippolyta, LLC, Series 2020-1, Class B2, 2.60% 7/15/2060 <sup>(i)(n)</sup> <br>| 567 | 394 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 <sup>(i)(n)</sup> <br>| 16769 | 14023 |
| CF Hippolyta, LLC, Series 2021-1, Class B1, 1.98% 3/15/2061 <sup>(i)(n)</sup> <br>| 2847 | 2228 |
| CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062 <sup>(i)(n)</sup> <br>| 22967 | 22554 |
| CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062 <sup>(i)(n)</sup> <br>| 19004 | 18408 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 <sup>(i)(n)</sup> <br>| 653 | 655 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 <sup>(i)(n)</sup> <br>| 2555 | 2405 |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045 <sup>(i)(n)</sup> <br>| 1581 | 1487 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045 <sup>(i)(n)</sup> <br>| 6598 | 6220 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046 <sup>(i)(n)</sup> <br>| 10217 | 9485 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046 <sup>(i)(n)</sup> <br>| 397 | 368 |
| CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/2027 <sup>(n)</sup> <br>| 1800 | 1803 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031 <sup>(i)(n)</sup> <br>| USD5,075 | $5107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month USD <br> CME Term SOFR + 0.254%) 4.287% 1/15/2037 <sup>(k)(n)</sup> <br>| 164 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month USD CME <br> Term SOFR + 0.264%) 4.297% 2/15/2037 <sup>(k)(n)</sup> <br>| 275 | 262 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027 <sup>(n)</sup> <br>| 5503 | 5551 |
| Dell Equipment Finance Trust, Series 2025-1, Class A2, 4.68% 7/22/2027 <sup>(i)(n)</sup> <br>| 1500 | 1506 |
| Dext ABS, Series 2023-1, Class A2, 5.99% 3/15/2032 <sup>(i)(n)</sup> <br>| 4014 | 4033 |
| DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027 <sup>(i)(n)</sup> <br>| 1134 | 1140 |
| DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 <sup>(i)(n)</sup> <br>| 1718 | 1754 |
| DLLAD, LLC, Series 2024-1, Class A4, 5.38% 9/22/2031 <sup>(i)(n)</sup> <br>| 844 | 875 |
| EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045 <sup>(i)(n)</sup> <br>| 923 | 865 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(i)(n)</sup> <br>| 7902 | 7877 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(i)(n)</sup> <br>| 6076 | 5981 |
| GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045 <sup>(i)(n)</sup> <br>| 2557 | 2427 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 <sup>(i)(n)</sup> <br>| 1122 | 1049 |
| GCI Funding I, LLC, Series 2021-1, Class B, 3.04% 6/18/2046 <sup>(i)(n)</sup> <br>| 85 | 78 |
| GGAM Master Trust International, Ltd., Series 2025-1A, Class A, 5.923% 9/30/2060 <sup>(i)(n)</sup> <br>| 7791 | 7796 |
| Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 <sup>(i)(n)</sup> <br>| 11336 | 11362 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 <sup>(i)(n)</sup> <br>| 5367 | 5118 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 <sup>(i)(n)</sup> <br>| 9931 | 9495 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041 <sup>(i)(n)</sup> <br>| 17308 | 16117 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041 <sup>(i)(n)</sup> <br>| 14804 | 13874 |
| Global SC Finance VII SRL, Series 2021-2A, Class B, 2.49% 8/17/2041 <sup>(i)(n)</sup> <br>| 1389 | 1286 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A2, 5.28% 3/15/2027 <sup>(i)(n)</sup> <br>| 474 | 477 |
| Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 <sup>(i)(n)</sup> <br>| 5516 | 5587 |
| HPEFS Equipment Trust, Series 2025-1A, Class A2, 4.49% 9/20/2032 <sup>(i)(n)</sup> <br>| 1500 | 1505 |
| HPEFS Equipment Trust, Series 2025-2A, Class A3, 4.03% 11/22/2032 <sup>(i)(n)</sup> <br>| 2021 | 2019 |
| HPEFS Equipment Trust, Series 2025-2A, Class B, 4.21% 11/22/2032 <sup>(i)(n)</sup> <br>| 857 | 857 |
| HPEFS Equipment Trust, Series 2025-2A, Class C, 4.41% 11/22/2032 <sup>(i)(n)</sup> <br>| 1613 | 1612 |
| John Deere Owner Trust, Series 2024-A, Class A3, 4.96% 11/15/2028 <sup>(n)</sup> <br>| 4612 | 4650 |
| Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046 <sup>(i)(n)</sup> <br>| 13690 | 13045 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(i)(n)</sup> <br>| 71561 | 60603 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 <sup>(i)(n)</sup> <br>| 844 | 849 |
| NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 <sup>(i)(n)</sup> <br>| 1016 | 1019 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031 <sup>(i)(n)</sup> <br>| 801 | 804 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 <sup>(i)(n)</sup> <br>| 6348 | 6372 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032 <sup>(i)(n)</sup> <br>| 6497 | 6524 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 <sup>(i)(n)</sup> <br>| 2150 | 2168 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(i)(n)</sup> <br>| 1952 | 1964 |
| PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028 <sup>(i)(n)</sup> <br>| 13351 | 13422 |
| PG&E Wildfire Recovery Funding, LLC, Series 2022-A, Class A2, 4.263% 6/1/2038 <sup>(n)</sup> <br>| 4926 | 4759 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(i)(n)</sup> <br>| 2297 | 2305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR + 1.70%) <br>5.732% 9/15/2039 <sup>(i)(k)(n)</sup> <br>| 1669 | 1685 |
| PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 <sup>(i)(n)</sup> <br>| 2271 | 2332 |
| PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 <sup>(i)(n)</sup> <br>| 2111 | 2121 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class B, 5.23% 9/20/2034 <sup>(i)(n)</sup> <br>| 817 | 841 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class C, 5.37% 9/20/2034 <sup>(i)(n)</sup> <br>| 712 | 731 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class D, 5.88% 11/20/2035 <sup>(i)(n)</sup> <br>| 303 | 312 |
| SLAM, LLC, Series 2024-1A, Class A, 5.335% 9/15/2049 <sup>(i)(n)</sup> <br>| 3917 | 3976 |
| SLAM, Ltd., Series 2021-1, Class A, 2.434% 6/15/2046 <sup>(i)(n)</sup> <br>| 6549 | 6227 |
| SLAM, Ltd., Series 2021-1, Class B, 3.422% 6/15/2046 <sup>(i)(n)</sup> <br>| 1205 | 1150 |
| SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046 <sup>(i)(n)</sup> <br>| 7623 | 7252 |

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The Income Fund of America — Page 56 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046 <sup>(i)(n)</sup> <br>| USD5,969 | $5827 |
| Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041 <sup>(i)(n)</sup> <br>| 2611 | 2560 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033 <sup>(i)(n)</sup> <br>| 2415 | 2341 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033 <sup>(i)(n)</sup> <br>| 2383 | 2308 |
| Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 <sup>(i)(n)</sup> <br>| 8289 | 8263 |
| Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054 <sup>(i)(n)</sup> <br>| 9786 | 9815 |
| Subway Funding, LLC, Series 2024-1, Class A2I, 6.028% 7/30/2054 <sup>(i)(n)</sup> <br>| 17155 | 17378 |
| Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054 <sup>(i)(n)</sup> <br>| 17155 | 17562 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 <sup>(i)(n)</sup> <br>| 1844 | 1795 |
| Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029 <sup>(n)</sup> <br>| 6264 | 6326 |
| Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/15/2031 <sup>(n)</sup> <br>| 6813 | 6933 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(i)(n)</sup> <br>| 3060 | 2916 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045 <sup>(i)(n)</sup> <br>| 3885 | 3747 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 <sup>(i)(n)</sup> <br>| 5254 | 4956 |
| Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 <sup>(i)(n)</sup> <br>| 980 | 934 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 <sup>(i)(n)</sup> <br>| 9386 | 8773 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class B, 2.52% 2/20/2046 <sup>(i)(n)</sup> <br>| 404 | 376 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 <sup>(i)(n)</sup> <br>| 12854 | 12092 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(i)(n)</sup> <br>| 6734 | 6756 |
| TIF Funding II, LLC, Series 2020-1A, Class A, 2.09% 8/20/2045 <sup>(i)(n)</sup> <br>| 5201 | 4963 |
| TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 <sup>(i)(n)</sup> <br>| 4111 | 3758 |
| TIF Funding II, LLC, Series 2021-1A, Class B, 2.54% 2/20/2046 <sup>(i)(n)</sup> <br>| 148 | 135 |
| TIF Funding II, LLC, Series 2024-1, Class C, 6.31% 4/20/2049 <sup>(i)(n)</sup> <br>| 236 | 239 |
| T-Mobile US Trust, Series 2024-1, Class A, 5.05% 9/20/2029 <sup>(i)(n)</sup> <br>| 12824 | 12924 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 <sup>(i)(n)</sup> <br>| 17762 | 16685 |
| Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046 <sup>(i)(n)</sup> <br>| 9765 | 9047 |
| Triton Container Finance VIII, LLC, Series 2021-1A, Class B, 2.58% 3/20/2046 <sup>(i)(n)</sup> <br>| 373 | 345 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(i)(n)</sup> <br>| 4453 | 4471 |
| Verdant Receivables, LLC, Series 2025-1A, Class A2, 4.85% 3/13/2028 <sup>(i)(n)</sup> <br>| 1081 | 1086 |
| Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 <sup>(i)(n)</sup> <br>| 1861 | 1895 |
| Verizon Master Trust, Series 2024-1, Class A1A, 5.00% 12/20/2028 <sup>(n)</sup> <br>| 8584 | 8594 |
| Verizon Master Trust, Series 2023-1, Class A, 4.49% 1/22/2029 (5.24% on 1/20/2026) <sup>(l)(n)</sup> <br>| 17018 | 17031 |
| Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/22/2030 <sup>(n)</sup> <br>| 19500 | 19889 |
| Verizon Master Trust, Series 2023-3, Class A, 4.73% 4/21/2031 <sup>(i)(n)</sup> <br>| 20266 | 20627 |
| Verizon Master Trust, Series 2025-7, Class A1A, 3.96% 8/20/2031 <sup>(n)</sup> <br>| 7611 | 7616 |
| Verizon Master Trust, Series 24-5, Class A, 5.00% 6/21/2032 <sup>(i)(n)</sup> <br>| 3127 | 3222 |
| Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033 <sup>(i)(n)</sup> <br>| 14830 | 15245 |
| Volvo Financial Equipment, LLC, Series 2024-1A, Class A2, 4.56% 5/17/2027 <sup>(i)(n)</sup> <br>| 673 | 674 |
| Volvo Financial Equipment, LLC, Series 2025-1A, Class A2, 4.41% 11/15/2027 <sup>(i)(n)</sup> <br>| 3263 | 3269 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class B, 4.128% 10/20/2026 <sup>(i)(n)</sup> <br>| 2706 | 2707 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(i)(n)</sup> <br>| 1118 | 1123 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 <sup>(i)(n)</sup> <br>| 126 | 126 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class B, 4.57% 9/20/2033 <sup>(i)(n)</sup> <br>| 1052 | 1052 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 <sup>(i)(n)</sup> <br>| 160 | 160 |
|  |  | 798787 |
| **Auto loan 0.57%** |  |  |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class A, 5.76% 11/12/2027 <sup>(i)(n)</sup> <br>| 339 | 339 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class A, 4.81% 3/13/2028 <sup>(i)(n)</sup> <br>| 274 | 274 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class B, 5.66% 8/14/2028 <sup>(i)(n)</sup> <br>| 2615 | 2622 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class C, 6.24% 4/12/2030 <sup>(i)(n)</sup> <br>| 6289 | 6345 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030 <sup>(i)(n)</sup> <br>| 7281 | 7434 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class C, 5.73% 7/12/2030 <sup>(i)(n)</sup> <br>| 13560 | 13703 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D, 6.04% 7/12/2030 <sup>(i)(n)</sup> <br>| 4469 | 4559 |

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The Income Fund of America — Page 57 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031 <sup>(i)(n)</sup> <br>| USD2,547 | $2555 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031 <sup>(i)(n)</sup> <br>| 5726 | 5749 |
| AmeriCredit Automobile Receivables Trust, Series 2021-2, Class D, 1.29% 6/18/2027 <sup>(n)</sup> <br>| 7972 | 7921 |
| AmeriCredit Automobile Receivables Trust, Series 2023-1, Class B, 5.57% 3/20/2028 <sup>(n)</sup> <br>| 5578 | 5627 |
| AutoNation Finance Trust 2025-1, Series 2025-1A, Class A2, 4.72% 4/10/2028 <sup>(i)(n)</sup> <br>| 608 | 610 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class A, 2.02% 2/20/2027 <sup>(i)(n)</sup> <br>| 17078 | 17009 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2A, Class B, 2.96% 2/20/2027 <sup>(i)(n)</sup> <br>| 969 | 966 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class C, 4.25% 2/20/2027 <sup>(i)(n)</sup> <br>| 3070 | 3067 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class A, 1.38% 8/20/2027 <sup>(i)(n)</sup> <br>| 29959 | 29453 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class B, 1.63% 8/20/2027 <sup>(i)(n)</sup> <br>| 1699 | 1671 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class C, 2.13% 8/20/2027 <sup>(i)(n)</sup> <br>| 551 | 542 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class D, 3.71% 8/20/2027 <sup>(i)(n)</sup> <br>| 5000 | 4937 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028 <sup>(i)(n)</sup> <br>| 10793 | 10997 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4, Class A, 5.49% 6/20/2029 <sup>(i)(n)</sup> <br>| 12400 | 12750 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029 <sup>(i)(n)</sup> <br>| 23741 | 24737 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030 <sup>(i)(n)</sup> <br>| 3150 | 3303 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030 <sup>(i)(n)</sup> <br>| 7930 | 8188 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class B, 5.85% 6/20/2030 <sup>(i)(n)</sup> <br>| 1507 | 1566 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class A, 5.23% 12/20/2030 <sup>(i)(n)</sup> <br>| 8000 | 8252 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class B, 5.58% 12/20/2030 <sup>(i)(n)</sup> <br>| 1671 | 1724 |
| BofA Auto Trust, Series 2024-1, Class A3, 5.35% 11/15/2028 <sup>(i)(n)</sup> <br>| 4952 | 4988 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A2, 4.84% 9/15/2027 <sup>(n)</sup> <br>| 349 | 349 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A2, 4.73% 2/15/2028 <sup>(n)</sup> <br>| 1198 | 1200 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3, 5.34% 4/17/2028 <sup>(n)</sup> <br>| 2729 | 2734 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028 <sup>(n)</sup> <br>| 1507 | 1511 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028 <sup>(n)</sup> <br>| 1509 | 1512 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029 <sup>(n)</sup> <br>| 987 | 995 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D, 5.83% 5/15/2030 <sup>(n)</sup> <br>| 4610 | 4669 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030 <sup>(n)</sup> <br>| 2963 | 2970 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class C, 4.83% 8/15/2030 <sup>(n)</sup> <br>| 5300 | 5309 |
| CarMax Auto Owner Trust, Series 2024-2, Class A2A, 5.65% 5/17/2027 <sup>(n)</sup> <br>| 1141 | 1142 |
| CarMax Auto Owner Trust, Series 2024-3, Class A3, 4.89% 7/16/2029 <sup>(n)</sup> <br>| 15202 | 15370 |
| CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027 <sup>(n)</sup> <br>| 616 | 618 |
| CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030 <sup>(n)</sup> <br>| 2153 | 2201 |
| CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030 <sup>(n)</sup> <br>| 3265 | 3371 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028 <sup>(n)</sup> <br>| 136 | 132 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028 <sup>(n)</sup> <br>| 909 | 892 |
| Chase Auto Owner Trust, Series 2024-4A, Class A2, 5.25% 9/27/2027 <sup>(i)(n)</sup> <br>| 1738 | 1741 |
| Chase Auto Owner Trust, Series 2024-3, Class A2, 5.53% 9/27/2027 <sup>(i)(n)</sup> <br>| 1610 | 1613 |
| Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029 <sup>(i)(n)</sup> <br>| 9354 | 9441 |
| Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/2029 <sup>(i)(n)</sup> <br>| 8384 | 8483 |
| Chase Auto Owner Trust, Series 2024-1, Class A4, 5.05% 10/25/2029 <sup>(i)(n)</sup> <br>| 10983 | 11195 |
| CPS Auto Receivables Trust, Series 2024-C, Class A, 5.88% 2/15/2028 <sup>(i)(n)</sup> <br>| 728 | 729 |
| CPS Auto Receivables Trust, Series 2024-A, Class B, 5.65% 5/15/2028 <sup>(i)(n)</sup> <br>| 247 | 247 |
| CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 <sup>(i)(n)</sup> <br>| 549 | 553 |
| CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 <sup>(i)(n)</sup> <br>| 197 | 200 |
| CPS Auto Receivables Trust, Series 2024-C, Class C, 5.76% 10/15/2030 <sup>(i)(n)</sup> <br>| 2376 | 2403 |
| CPS Auto Receivables Trust, Series 2024-C, Class D, 6.22% 10/15/2030 <sup>(i)(n)</sup> <br>| 2251 | 2297 |
| CPS Auto Trust, Series 2025-D, Class B, 4.48% 4/15/2030 <sup>(i)(n)</sup> <br>| 1647 | 1646 |
| Credit Acceptance Auto Loan Trust, Series 2023-3, Class A, 6.39% 8/15/2033 <sup>(i)(n)</sup> <br>| 2902 | 2918 |
| Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 <sup>(n)</sup> <br>| 1830 | 1838 |
| Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031 <sup>(n)</sup> <br>| 3253 | 3294 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A2, 5.74% 12/20/2026 <sup>(i)(n)</sup> <br>| 853 | 856 |
| Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027 <sup>(i)(n)</sup> <br>| 3516 | 3534 |

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The Income Fund of America — Page 58 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A3, 4.29% 7/20/2029 <sup>(i)(n)</sup> <br>| USD3,349 | $3351 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029 <sup>(i)(n)</sup> <br>| 833 | 833 |
| Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029 <sup>(i)(n)</sup> <br>| 1569 | 1576 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 <sup>(i)(n)</sup> <br>| 2471 | 2517 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A4, 5.69% 12/20/2030 <sup>(i)(n)</sup> <br>| 3023 | 3121 |
| Exeter Automobile Receivables Trust, Series 2021-2, Class D, 1.40% 4/15/2027 <sup>(n)</sup> <br>| 2550 | 2530 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A2, 4.70% 9/15/2027 <sup>(n)</sup> <br>| 1121 | 1121 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028 <sup>(n)</sup> <br>| 739 | 743 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A3, 4.67% 8/15/2028 <sup>(n)</sup> <br>| 1420 | 1422 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028 <sup>(n)</sup> <br>| 2319 | 2325 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class D, 6.68% 4/16/2029 <sup>(n)</sup> <br>| 1839 | 1876 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class C, 5.70% 7/16/2029 <sup>(n)</sup> <br>| 3616 | 3655 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029 <sup>(n)</sup> <br>| 3094 | 3112 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030 <sup>(n)</sup> <br>| 3191 | 3215 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030 <sup>(n)</sup> <br>| 5167 | 5240 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class C, 5.48% 8/15/2030 <sup>(n)</sup> <br>| 1480 | 1491 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class D, 5.98% 9/16/2030 <sup>(n)</sup> <br>| 4746 | 4815 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030 <sup>(n)</sup> <br>| 2608 | 2644 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031 <sup>(i)(n)</sup> <br>| 1014 | 1089 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class C, 5.09% 5/15/2031 <sup>(n)</sup> <br>| 6311 | 6367 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49% 5/15/2031 <sup>(n)</sup> <br>| 4939 | 4980 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027 <sup>(n)</sup> <br>| 1053 | 1058 |
| Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036 <sup>(i)(n)</sup> <br>| 13385 | 13818 |
| Ford Credit Auto Owner Trust, Series 2024-1, Class A, 4.87% 8/15/2036 <sup>(i)(k)(n)</sup> <br>| 30500 | 31214 |
| Ford Credit Floorplan Master Owner Trust, Series 2025-2, Class A1, 4.06% 9/15/2030 <sup>(n)</sup> <br>| 13098 | 13137 |
| Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029 <sup>(i)(n)</sup> <br>| 5275 | 5301 |
| GLS Auto Receivables Trust, Series 2024-4A, Class A2, 4.76% 10/15/2027 <sup>(i)(n)</sup> <br>| 596 | 596 |
| GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028 <sup>(i)(n)</sup> <br>| 3399 | 3409 |
| GLS Auto Receivables Trust, Series 2024-2, Class B, 5.77% 11/15/2028 <sup>(i)(n)</sup> <br>| 3757 | 3788 |
| GLS Auto Receivables Trust, Series 2024-3A, Class B, 5.08% 1/16/2029 <sup>(i)(n)</sup> <br>| 2842 | 2860 |
| GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89% 4/16/2029 <sup>(i)(n)</sup> <br>| 1830 | 1840 |
| GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029 <sup>(i)(n)</sup> <br>| 905 | 913 |
| GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029 <sup>(i)(n)</sup> <br>| 818 | 837 |
| GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029 <sup>(i)(n)</sup> <br>| 2606 | 2637 |
| GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 <sup>(i)(n)</sup> <br>| 1674 | 1703 |
| GLS Auto Receivables Trust, Series 2024-2, Class C, 6.03% 2/15/2030 <sup>(i)(n)</sup> <br>| 5220 | 5330 |
| GLS Auto Receivables Trust, Series 2024-4A, Class C, 5.10% 6/17/2030 <sup>(i)(n)</sup> <br>| 4809 | 4856 |
| GLS Auto Receivables Trust, Series 2024-4A, Class D, 5.65% 7/15/2030 <sup>(i)(n)</sup> <br>| 5534 | 5611 |
| GLS Auto Receivables Trust, Series 2024-3A, Class C, 5.21% 2/18/2031 <sup>(i)(n)</sup> <br>| 2661 | 2690 |
| GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031 <sup>(i)(n)</sup> <br>| 1170 | 1218 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 <sup>(i)(n)</sup> <br>| 1310 | 1312 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030 <sup>(i)(n)</sup> <br>| 1225 | 1232 |
| GM Financial Automobile Leasing Trust, Series 2023-3, Class A3, 5.38% 11/20/2026 <sup>(n)</sup> <br>| 242 | 242 |
| GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036 <sup>(i)(n)</sup> <br>| 17961 | 18847 |
| GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037 <sup>(i)(n)</sup> <br>| 11802 | 11957 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A3, 4.85% 12/18/2028 <sup>(n)</sup> <br>| 4468 | 4493 |
| GMF Floorplan Owner Revolving Trust, Series 2024-1, Class A1, 5.13% 3/15/2029 <sup>(i)(n)</sup> <br>| 4075 | 4134 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 <sup>(i)(n)</sup> <br>| 533 | 536 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027 <sup>(i)(n)</sup> <br>| 1008 | 1020 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class A, 2.33% 6/26/2028 <sup>(i)(n)</sup> <br>| 8300 | 8072 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028 <sup>(i)(n)</sup> <br>| 3583 | 3502 |
| Hertz Vehicle Financing III, LLC, Series 2022-5A, Class A, 3.89% 9/25/2028 <sup>(i)(n)</sup> <br>| 7264 | 7214 |
| Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030 <sup>(i)(n)</sup> <br>| 8275 | 8652 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(i)(n)</sup> <br>| 28555 | 27864 |

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The Income Fund of America — Page 59 of 73

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 <sup>(i)(n)</sup> <br>| USD3,369 | $3287 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 <sup>(i)(n)</sup> <br>| 1850 | 1803 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 <sup>(i)(n)</sup> <br>| 281 | 286 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(i)(n)</sup> <br>| 10453 | 10673 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(i)(n)</sup> <br>| 2343 | 2367 |
| Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027 <sup>(n)</sup> <br>| 847 | 849 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028 <sup>(i)(n)</sup> <br>| 1603 | 1611 |
| Hyundai Auto Receivables Trust, Series 2024-A, Class A3, 4.99% 2/15/2029 <sup>(n)</sup> <br>| 5082 | 5128 |
| Hyundai Floorplan Master Owner Trust, Series 2025-1A, Class A 4.01% 10/15/2030 <sup>(i)(n)</sup> <br>| 20107 | 20108 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A2, 4.64% 11/15/2027 <sup>(i)(n)</sup> <br>| 1406 | 1407 |
| LAD Auto Receivables Trust, Series 2023-4, Class A3, 6.10% 12/15/2027 <sup>(i)(n)</sup> <br>| 1275 | 1278 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 <sup>(i)(n)</sup> <br>| 1685 | 1691 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029 <sup>(i)(n)</sup> <br>| 888 | 895 |
| LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030 <sup>(i)(n)</sup> <br>| 592 | 597 |
| LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032 <sup>(i)(n)</sup> <br>| 671 | 678 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03% 7/15/2030 <sup>(i)(n)</sup> <br>| 1341 | 1340 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A4 4.19% 5/15/2031 <sup>(i)(n)</sup> <br>| 953 | 951 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class B, 4.37% 7/15/2031 <sup>(i)(n)</sup> <br>| 329 | 328 |
| Porsche Innovative Lease Owner Trust, Series 2024-1, Class A2A, 4.84% 1/20/2027 <sup>(i)(n)</sup> <br>| 698 | 699 |
| Prestige Auto Receivables Trust, Series 2024-1, Class C, 5.73% 3/15/2029 <sup>(i)(n)</sup> <br>| 1492 | 1503 |
| Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030 <sup>(i)(n)</sup> <br>| 845 | 859 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.25% 4/17/2028 <sup>(n)</sup> <br>| 535 | 536 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class A3, 5.73% 4/17/2028 <sup>(n)</sup> <br>| 968 | 970 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/16/2028 <sup>(n)</sup> <br>| 934 | 935 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class A3, 5.63% 11/15/2028 <sup>(n)</sup> <br>| 7542 | 7574 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class B, 5.77% 12/15/2028 <sup>(n)</sup> <br>| 9527 | 9617 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029 <sup>(n)</sup> <br>| 581 | 584 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 <sup>(n)</sup> <br>| 6069 | 6149 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class B, 4.93% 9/17/2029 <sup>(n)</sup> <br>| 3599 | 3612 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030 <sup>(n)</sup> <br>| 745 | 753 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class C, 4.95% 4/15/2030 <sup>(n)</sup> <br>| 4218 | 4237 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78% 1/15/2031 <sup>(n)</sup> <br>| 2657 | 2662 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class D, 5.32% 12/15/2031 <sup>(n)</sup> <br>| 5961 | 6007 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class D, 5.14% 2/17/2032 <sup>(n)</sup> <br>| 5140 | 5153 |
| SBNA Auto Lease Trust, Series 2024-A, Class A3, 5.39% 11/20/2026 <sup>(i)(n)</sup> <br>| 3098 | 3108 |
| SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027 <sup>(i)(n)</sup> <br>| 2383 | 2398 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A2, 4.71% 5/22/2028 <sup>(i)(n)</sup> <br>| 1488 | 1490 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class A3, 5.47% 10/20/2028 <sup>(i)(n)</sup> <br>| 5344 | 5379 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class B, 5.71% 1/22/2030 <sup>(i)(n)</sup> <br>| 1034 | 1060 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030 <sup>(i)(n)</sup> <br>| 5178 | 5202 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class C, 5.97% 2/20/2031 <sup>(i)(n)</sup> <br>| 1637 | 1685 |
| Space Coast Credit Union, Series 2025-1A, Class A2, 4.67% 11/15/2028 <sup>(i)(n)</sup> <br>| 1561 | 1565 |
| Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3, 5.16% 4/17/2028 <sup>(n)</sup> <br>| 7073 | 7114 |
| Toyota Auto Receivables Owner Trust, Series 2023-C, Class A4, 5.01% 2/15/2029 <sup>(n)</sup> <br>| 3718 | 3776 |
| Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 <sup>(i)(m)(n)</sup> <br>| 1675 | 1184 |
| United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027 <sup>(i)(n)</sup> <br>| 564 | 564 |
| VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 <sup>(i)(n)</sup> <br>| 492 | 494 |
| VStrong Auto Receivables Trust, Series 2024-A, Class B, 5.77% 7/15/2030 <sup>(i)(n)</sup> <br>| 1295 | 1311 |
| Westlake Automobile Receivables Trust, Series 2022-1A, Class D, 3.49% 3/15/2027 <sup>(i)(n)</sup> <br>| 932 | 931 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, 4.66% 1/18/2028 <sup>(i)(n)</sup> <br>| 7171 | 7184 |
| Westlake Automobile Receivables Trust, Series 2025-P1, Class A2, 4.65% 2/15/2028 <sup>(i)(n)</sup> <br>| 753 | 755 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 <sup>(i)(n)</sup> <br>| 3350 | 3361 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class B, 5.92% 9/15/2028 <sup>(i)(n)</sup> <br>| 5588 | 5608 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028 <sup>(i)(n)</sup> <br>| 3579 | 3618 |

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The Income Fund of America — Page 60 of 73

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029 <sup>(i)(n)</sup> <br>| USD2,094 | $2113 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029 <sup>(i)(n)</sup> <br>| 1993 | 2039 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029 <sup>(i)(n)</sup> <br>| 2813 | 2862 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class B, 4.72% 11/15/2029 <sup>(i)(n)</sup> <br>| 11381 | 11421 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class C, 4.92% 11/15/2029 <sup>(i)(n)</sup> <br>| 7423 | 7468 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class C, 5.68% 3/15/2030 <sup>(i)(n)</sup> <br>| 8000 | 8116 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class D, 5.21% 4/15/2030 <sup>(i)(n)</sup> <br>| 8000 | 8093 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class D, 5.91% 4/15/2030 <sup>(i)(n)</sup> <br>| 2826 | 2886 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class C, 5.14% 10/15/2030 <sup>(i)(n)</sup> <br>| 3143 | 3174 |
| Wheels Fleet Lease Funding, LLC, Series 2024-1, Class A1, 5.49% 2/18/2039 <sup>(i)(n)</sup> <br>| 5265 | 5321 |
| Wheels Fleet Lease Funding, LLC, Series 24-2A, Class A1, 4.87% 6/21/2039 <sup>(i)(n)</sup> <br>| 5603 | 5651 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 <sup>(i)(n)</sup> <br>| 5777 | 5830 |
| World OMNI Select Auto Trust, Series 2024-A, Class A2A, 5.37% 2/15/2028 <sup>(n)</sup> <br>| 1428 | 1430 |
| World OMNI Select Auto Trust, Series 2024-A, Class A3, 4.98% 2/15/2030 <sup>(n)</sup> <br>| 7476 | 7513 |
|  |  | 788598 |
| **Collateralized loan obligations 0.08%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allegro CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.53%) 6.414% <br> 1/19/2033 <sup>(i)(k)(n)</sup> <br>| 2780 | 2789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apex Credit CLO, LLC, Series 2021-2A, Class A2R, (3-month USD CME Term SOFR + 1.85%) 5.734% <br> 10/20/2034 <sup>(i)(k)(n)</sup> <br>| 789 | 790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 4.984% <br> 1/20/2033 <sup>(i)(k)(n)</sup> <br>| 4874 | 4879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class ARR, (3-month USD CME Term SOFR + 0.93%) <br>5.115% 5/17/2031 <sup>(i)(k)(n)</sup> <br>| 3590 | 3593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class BRR, (3-month USD CME Term SOFR + 1.20%) 5.385% <br> 5/17/2031 <sup>(i)(k)(n)</sup> <br>| 4961 | 4940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bluemountain CLO, Ltd., Series 2021-31A, Class A1R, (3-month USD CME Term SOFR + 1.10%) <br> 5.246% 4/19/2034 <sup>(i)(k)(n)</sup> <br>| 2463 | 2462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flatiron CLO, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%) 4.985% <br> 7/15/2036 <sup>(i)(k)(n)</sup> <br>| 5793 | 5803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2019-2A, Class A1AR, (3-month USD CME Term SOFR + 1.05%) <br> 4.934% 10/20/2032 <sup>(i)(k)(n)</sup> <br>| 861 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class AR, (3-month USD CME Term SOFR + <br> 1.12%) 5.422% 7/20/2035 <sup>(i)(k)(n)</sup> <br>| 4964 | 4963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class CR, (3-month USD CME Term SOFR + <br> 1.65%) 5.976% 7/20/2035 <sup>(i)(k)(n)</sup> <br>| 3001 | 3001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 5.155% <br> 7/15/2036 <sup>(i)(k)(n)</sup> <br>| 6466 | 6470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-2A, Class A1R2, (3-month USD CME Term SOFR + 0.95%) 4.834% <br>1/20/2033 <sup>(i)(k)(n)</sup> <br>| 14404 | 14335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR + 1.04%) <br>4.90% 7/23/2032 <sup>(i)(k)(n)</sup> <br>| 6229 | 6216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, (3-month USD CME Term SOFR + 1.232%) <br> 5.090% 7/25/2030 <sup>(i)(k)(n)</sup> <br>| 1283 | 1285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A1N, (3-month USD CME Term SOFR + <br> 1.00%) 4.905% 1/15/2033 <sup>(i)(k)(n)</sup> <br>| 11120 | 11127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A2, (3-month USD CME Term SOFR + <br> 1.45%) 5.355% 1/15/2033 <sup>(i)(k)(n)</sup> <br>| 9460 | 9447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class B, (3-month USD CME Term SOFR + 1.70%) <br> 5.605% 1/15/2033 <sup>(i)(k)(n)</sup> <br>| 3000 | 3004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class C, (3-month USD CME Term SOFR + 2.50%) <br> 6.405% 1/15/2033 <sup>(i)(k)(n)</sup> <br>| 2814 | 2818 |

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The Income Fund of America — Page 61 of 73

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RR, Ltd., CLO, Series 2020-8, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.255% <br>7/15/2037 <sup>(i)(k)(n)</sup> <br>| USD6,482 | $6485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, (3-month USD CME Term SOFR + 1.20%) 5.084% <br> 1/20/2032 <sup>(i)(k)(n)</sup> <br>| 249 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2018-9A, Class BRRR, (3-month USD CME Term SOFR + 1.70%) 5.584% <br> 1/20/2032 <sup>(i)(k)(n)</sup> <br>| 4000 | 4015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR + 1.19%) <br> 5.074% 1/20/2037 <sup>(i)(k)(n)</sup> <br>| 4700 | 4701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture CDO, Ltd., CLO, Series 2019-36A, Class A1AR, (3-month USD CME Term SOFR + 1.13%) <br> 5.276% 4/20/2032 <sup>(i)(k)(n)</sup> <br>| 1349 | 1349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2015-1, Class BR3, (3-month USD CME Term SOFR + 1.80%) 5.684% <br> 10/20/2030 <sup>(i)(k)(n)</sup> <br>| 7695 | 7706 |
|  |  | 113289 |
| **Credit card 0.06%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 <sup>(i)(n)</sup> <br>| 15750 | 15772 |
| Avant Credit Card Master Trust, Series 2024-2A, Class B, 5.73% 5/15/2029 <sup>(i)(n)</sup> <br>| 8495 | 8519 |
| Avant Credit Card Master Trust, Series 2024-2A, Class C, 6.41% 5/15/2029 <sup>(i)(n)</sup> <br>| 5620 | 5656 |
| Barclays Dryrock Issuance Trust, Series 2025-1, Class A, 3.97% 7/15/2031 <sup>(n)</sup> <br>| 7464 | 7455 |
| First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 <sup>(n)</sup> <br>| 7565 | 7715 |
| First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 <sup>(n)</sup> <br>| 8016 | 8178 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class A, 4.84% 9/15/2029 <sup>(i)(n)</sup> <br>| 3656 | 3659 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(i)(n)</sup> <br>| 1414 | 1425 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029 <sup>(i)(n)</sup> <br>| 1198 | 1205 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class D, 10.12% 8/15/2029 <sup>(i)(n)</sup> <br>| 4000 | 4048 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(i)(n)</sup> <br>| 1554 | 1563 |
| World Financial Network Credit Card Master Trust, Series 2023-A, Class A, 5.02% 3/15/2030 <sup>(n)</sup> <br>| 17652 | 17728 |
|  |  | 82923 |
| **Student loan 0.02%** |  |  |
| Navient Education Loan Trust, Series 2025-A, Class A, 5.02% 7/15/2055 <sup>(i)(n)</sup> <br>| 5056 | 5115 |
| Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062 <sup>(i)(n)</sup> <br>| 8276 | 7744 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 <sup>(i)(n)</sup> <br>| 4474 | 4206 |
| Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062 <sup>(i)(n)</sup> <br>| 7820 | 7381 |
| SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13% 4/15/2054 <sup>(i)(n)</sup> <br>| 2006 | 2046 |
|  |  | 26492 |
| **Student loans 0.01%** |  |  |
| Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 <sup>(i)(n)</sup> <br>| 4656 | 4261 |
| Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070 <sup>(i)(n)</sup> <br>| 6781 | 6165 |
|  |  | 10426 |
| **Franchise/equipment 0.00%** |  |  |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028 <sup>(i)(n)</sup> <br>| 528 | 535 |
| **Total asset-backed obligations** |  | 1821050 |
| **Bonds & notes of governments & government agencies outside the U.S. 0.36%**<br> **Mexico 0.27%**<br>|  |  |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(i)</sup> <br>| 200428 | 203865 |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030  | 33651 | 34228 |
| United Mexican States 6.00% 5/13/2030  | 4490 | 4733 |
| United Mexican States 4.75% 4/27/2032  | 7815 | 7709 |
| United Mexican States 5.375% 3/22/2033  | 13000 | 13035 |
| United Mexican States 4.875% 5/19/2033  | 3912 | 3814 |

---

The Income Fund of America — Page 62 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. (continued)**<br> **Mexico (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Mexican States 3.50% 2/12/2034  | USD17,988 | $15645 |
| United Mexican States 6.00% 5/7/2036  | 58740 | 60270 |
| United Mexican States 6.875% 5/13/2037  | 13455 | 14609 |
| United Mexican States 7.375% 5/13/2055  | 6745 | 7587 |
| United Mexican States 3.771% 5/24/2061  | 5180 | 3355 |
|  |  | 368850 |
| **Canada 0.02%** |  |  |
| OMERS Finance Trust 3.50% 4/19/2032 <sup>(i)</sup> <br>| 7941 | 7648 |
| OMERS Finance Trust 4.00% 4/19/2052 <sup>(i)</sup> <br>| 7941 | 6294 |
| Ontario (Province of) 3.90% 9/4/2030  | 14900 | 14939 |
|  |  | 28881 |
| **Colombia 0.02%** |  |  |
| Colombia (Republic of) 7.50% 2/2/2034  | 9656 | 10264 |
| Colombia (Republic of) 8.00% 11/14/2035  | 14314 | 15638 |
|  |  | 25902 |
| **State of Kuwait 0.02%** |  |  |
| Kuwait (State of) 4.652% 10/9/2035 <sup>(i)</sup> <br>| 21000 | 21113 |
| **Peru 0.01%** |  |  |
| Peru (Republic of) 1.862% 12/1/2032  | 8550 | 7111 |
| Peru (Republic of) 5.875% 8/8/2054  | 3665 | 3722 |
| Peru (Republic of) 2.78% 12/1/2060  | 12800 | 7238 |
|  |  | 18071 |
| **Panama 0.01%** |  |  |
| Panama (Republic of) 7.50% 3/1/2031  | 4015 | 4454 |
| Panama (Republic of) 2.252% 9/29/2032  | 8741 | 7197 |
|  |  | 11651 |
| **Morocco 0.01%** |  |  |
| Morocco (Kingdom of) 3.00% 12/15/2032 <sup>(i)</sup> <br>| 6000 | 5315 |
| Morocco (Kingdom of) 4.00% 12/15/2050 <sup>(i)</sup> <br>| 6000 | 4494 |
|  |  | 9809 |
| **United Arab Emirates 0.00%** |  |  |
| Abu Dhabi (Emirate of) 1.70% 3/2/2031 <sup>(i)</sup> <br>| 1700 | 1521 |
| Abu Dhabi (Emirate of) 3.875% 4/16/2050 <sup>(i)</sup> <br>| 5350 | 4491 |
|  |  | 6012 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 490289 |
| **Municipals 0.27%**<br> **Arkansas 0.03%**<br>|  |  |
| Dev. Fin. Auth., Industrial Dev. Rev. Bonds (Big River Steel Project), Series 2019, AMT, 4.50% 9/1/2049 <sup>(i)</sup>  | 9165 | 8861 |
| Dev. Fin. Auth., Industrial Dev. Rev. Green Bonds (Big River Steel Project), Series 2020, AMT, 4.75% 9/1/2049 <sup>(i)</sup>  | 27070 | 26378 |
|  |  | 35239 |

---

The Income Fund of America — Page 63 of 73

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **Illinois 0.19%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2010-C, 6.319% <br>11/1/2029  | USD28,045 | $27724 |
| City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2015-C, 5.25% 12/1/2039  | 120 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2009-E, 6.138% <br>12/1/2039  | 54555 | 51694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2010-D, 6.519% <br>12/1/2040  | 11385 | 10932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Qualified School Construction Bonds), Series <br> 2009-G, 1.75% 12/15/2025  | 23140 | 23036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% <br> 12/1/2026  | 110 | 111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, 5.00% <br> 12/1/2026  | 100 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2028  | 650 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, AGI, <br> 5.00% 12/1/2028  | 800 | 837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2029  | 300 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, AGI, <br> 5.00% 12/1/2029  | 550 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% <br> 12/1/2030  | 220 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2030  | 200 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-D, 5.00% <br> 12/1/2031  | 100 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2031  | 350 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2032  | 350 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, AGI, <br> 5.00% 12/1/2033  | 200 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% <br> 12/1/2036  | 100 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-G, 5.00% <br> 12/1/2044  | 140 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% <br> 12/1/2046  | 390 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax GO Bonds <br> (Dedicated Tax Rev.), Series 2012-A, 5.00% 12/1/2042  | 190 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax GO Bonds <br> (Dedicated Tax Rev.), CAB, Series 1998-B-1, NATL, 0% 12/1/2031  | 350 | 277 |
| GO Bonds, Series 2013-B, 4.91% 4/1/2027  | 1100 | 1112 |
| GO Bonds, Pension Funding, Series 2003, 5.10% 6/1/2033  | 136026 | 139025 |
| GO Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2/1/2035  | 2904 | 3097 |
| GO Bonds, Taxable Build America Bonds, Series 2010-3, 6.725% 4/1/2035  | 3461 | 3714 |
| GO Bonds, Taxable Build America Bonds, Series 2010-5, 7.35% 7/1/2035  | 250 | 276 |
|  |  | 265867 |
| **Massachusetts 0.00%** |  |  |
| Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049  | 7100 | 7427 |

---

The Income Fund of America — Page 64 of 73

------

**unaudited**

---

| | | | |
|:---|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **New York 0.01%**<br>|  | Principal amount<br> (000)<br>| Value<br> (000)<br>|
| New York City GO Bonds, Fiscal 2026, Series 2026-E-1, 5.559% 10/1/2045  | New York City GO Bonds, Fiscal 2026, Series 2026-E-1, 5.559% 10/1/2045  | USD5,310 | $5337 |
| New York City GO Bonds, Fiscal 2026, Series 2026-E-1, 5.372% 10/1/2051  | New York City GO Bonds, Fiscal 2026, Series 2026-E-1, 5.372% 10/1/2051  | 4000 | 4010 |
| New York City GO Bonds, Fiscal 2026, Series 2026-E-2, 5.392% 10/1/2055  | New York City GO Bonds, Fiscal 2026, Series 2026-E-2, 5.392% 10/1/2055  | 1575 | 1582 |
|  |  |  | 10929 |
| **Ohio 0.02%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), Series <br> 2021, 4.425% 5/1/2031  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), Series <br> 2021, 4.425% 5/1/2031  | 26920 | 24394 |
| **Wisconsin 0.02%** |  |  |  |
| Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034  | Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034  | 22310 | 22193 |
| **Total municipals** |  |  | 366049 |
| **Total bonds, notes & other debt instruments** (cost: $33,482,045,000) |  |  | 33469065 |
| Short-term securities 5.77%<br> **Money market investments 5.75%**<br>|  | Shares |  |
| Capital Group Central Cash Fund 4.08% <sup>(a)(r)</sup>  | Capital Group Central Cash Fund 4.08% <sup>(a)(r)</sup>  | 79144674 | 7916050 |
| **Money market investments purchased with collateral from securities on loan 0.02%** |  |  |  |
| Capital Group Central Cash Fund 4.08% <sup>(a)(r)(s)</sup>  | Capital Group Central Cash Fund 4.08% <sup>(a)(r)(s)</sup>  | 119214 | 11924 |
| Invesco Short-Term Investments Trust – Government & Agency Portfolio, Institutional Class 4.06% <sup>(r)(s)</sup>  | Invesco Short-Term Investments Trust – Government & Agency Portfolio, Institutional Class 4.06% <sup>(r)(s)</sup>  | 2223196 | 2223 |
| BlackRock Liquidity Funds – FedFund, Institutional Shares 3.98% <sup>(r)(s)</sup>  | BlackRock Liquidity Funds – FedFund, Institutional Shares 3.98% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| Dreyfus Treasury Obligations Cash Management, Institutional Shares 3.95% <sup>(r)(s)</sup>  | Dreyfus Treasury Obligations Cash Management, Institutional Shares 3.95% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| Fidelity Investments Money Market Government Portfolio, Class I 4.01% <sup>(r)(s)</sup>  | Fidelity Investments Money Market Government Portfolio, Class I 4.01% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| Goldman Sachs Financial Square Government Fund, Institutional Shares 4.01% <sup>(r)(s)</sup>  | Goldman Sachs Financial Square Government Fund, Institutional Shares 4.01% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| Morgan Stanley Institutional Liquidity Funds – Government Portfolio, Institutional Class 4.00% <sup>(r)(s)</sup>  | Morgan Stanley Institutional Liquidity Funds – Government Portfolio, Institutional Class 4.00% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| RBC Funds Trust – U.S. Government Money Market Fund, RBC Institutional Class 1 4.07% <sup>(r)(s)</sup>  | RBC Funds Trust – U.S. Government Money Market Fund, RBC Institutional Class 1 4.07% <sup>(r)(s)</sup>  | 1900000 | 1900 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class 4.01% <sup>(r)(s)</sup>  | State Street Institutional U.S. Government Money Market Fund, Premier Class 4.01% <sup>(r)(s)</sup>  | 1900000 | 1900 |
|  |  |  | 27447 |
| **Asset-backed obligations 0.00%** | Coupon rate | Principal amount<br> (000)<br>|  |
| PEAC Solutions Receivables, LLC 2/20/2026 <sup>(i)(n)</sup> <br>| 0.000<br> %<br>| USD202 | 202 |
| **Total short-term securities** (cost: $7,941,617,000) |  |  | 7943699 |
| **Total investment securities 100.28%** (cost: $102,911,676,000) |  |  | 137970979 |
| **Other assets less liabilities (0.28)%** |  |  | (382618)<br>|
| **Net assets 100.00%** |  |  | $137588361 |

---

The Income Fund of America — Page 65 of 73

------

**unaudited**

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 3 Month SOFR Futures | Long | 200 | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD48,113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(73)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 20119 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4189625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5875)<br>|
| 5 Year U.S. Treasury Note Futures | Long | 24822 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2710834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8919)<br>|
| 10 Year Italy Government Bond Futures | Long | 1214 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2255 |
| 10 Year Euro-Bund Futures | Short | 2126 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317075)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2062)<br>|
| 10 Year U.S. Treasury Note Futures | Long | 5011 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1562)<br>|
| 10 Year Ultra U.S. Treasury Note Futures | Long | 3204 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215)<br>|
| 20 Year U.S. Treasury Note Futures | Long | 432 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 5039 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9600 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(6676)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Value at <br>10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Value at <br>10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | 4.1215% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2030 | USD80,000 | &nbsp;&nbsp;&nbsp;&nbsp; $(2335)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(2335)<br>|
| SOFR | Annual | 4.0585% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2030 | 49140 | &nbsp;&nbsp;&nbsp;&nbsp; (1317)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1317)<br>|
| SOFR | Annual | 4.041% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2030 | 110700 | &nbsp;&nbsp;&nbsp;&nbsp; (2891)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2890)<br>|
| SOFR | Annual | 3.2015% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2030 | 103038 | &nbsp;&nbsp;&nbsp;&nbsp; 726 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 726 |
| SOFR | Annual | 3.7045% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2030 | 54640 | &nbsp;&nbsp;&nbsp;&nbsp; (706)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (708)<br>|
| SOFR | Annual | 3.797% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 8873 | &nbsp;&nbsp;&nbsp;&nbsp; (149)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (149)<br>|
| SOFR | Annual | 3.794% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 16957 | &nbsp;&nbsp;&nbsp;&nbsp; (282)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (282)<br>|
| SOFR | Annual | 3.796% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 16957 | &nbsp;&nbsp;&nbsp;&nbsp; (283)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (283)<br>|
| SOFR | Annual | 3.7815% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 33535 | &nbsp;&nbsp;&nbsp;&nbsp; (541)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (541)<br>|
| SOFR | Annual | 3.6065% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/2030 | 36030 | &nbsp;&nbsp;&nbsp;&nbsp; (325)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (325)<br>|
| SOFR | Annual | 3.2175% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 64126 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 531 |
| SOFR | Annual | 3.2385% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 33180 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 243 |
| SOFR | Annual | 3.2145% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 15997 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 134 |
| SOFR | Annual | 3.2155% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 15997 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 134 |
| SOFR | Annual | 3.237% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/2030 | 92715 | &nbsp;&nbsp;&nbsp;&nbsp; 712 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 712 |
| SOFR | Annual | 3.4245% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | 69102 | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 319 |
| SOFR | Annual | 3.473% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 203900 | &nbsp;&nbsp;&nbsp;&nbsp; 451 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 451 |
| SOFR | Annual | 3.4805% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 68300 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 120 |
| SOFR | Annual | 3.48% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 22755 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40 |
| SOFR | Annual | 3.4815% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 22775 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 38 |
| SOFR | Annual | 3.482% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 22187 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 37 |
| SOFR | Annual | 3.34% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/2032 | 68560 | &nbsp;&nbsp;&nbsp;&nbsp; 728 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
| SOFR | Annual | 3.50061% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2032 | 136665 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 98 |
| SOFR | Annual | 3.583% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | 52091 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 283 |
| SOFR | Annual | 3.6385% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2035 | 100936 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 284 |
| TONAR | Annual | 1.52% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2035 | JPY1,300,000 | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>|
| TONAR | Annual | 1.52125% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2035 | 3800000 | &nbsp;&nbsp;&nbsp;&nbsp; (80)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (80)<br>|
| TONAR | Annual | 1.51812% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/2035 | 7700059 | &nbsp;&nbsp;&nbsp;&nbsp; (148)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (148)<br>|
| SOFR | Annual | 3.6705% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2035 | USD100,845 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22 |

---

The Income Fund of America — Page 66 of 73

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**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 10/31/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 10/31/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 10/31/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 10/31/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| TONAR | Annual | 1.4925% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2035 | JPY1,298,727 | &nbsp;&nbsp;&nbsp;&nbsp; $(5)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(5)<br>|
| SOFR | Annual | 3.676% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2035 | USD100,700 | &nbsp;&nbsp;&nbsp;&nbsp; (24)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24)<br>|
| SOFR | Annual | 3.663% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2035 | 50650 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 42 |
| TONAR | Annual | 1.53% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2035 | JPY1,306,824 | &nbsp;&nbsp;&nbsp;&nbsp; (35)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35)<br>|
| TONAR | Annual | 1.5225% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/2035 | 1324637 | &nbsp;&nbsp;&nbsp;&nbsp; (29)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29)<br>|
| TONAR | Annual | 1.51% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/2035 | 1324637 | &nbsp;&nbsp;&nbsp;&nbsp; (18)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18)<br>|
| TONAR | Annual | 1.491% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/2035 | 1324637 | &nbsp;&nbsp;&nbsp;&nbsp; (3)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| TONAR | Annual | 1.475% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/2035 | 814919 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6 |
| SOFR | Annual | 3.504% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/2035 | USD50,800 | &nbsp;&nbsp;&nbsp;&nbsp; 728 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 728 |
| SOFR | Annual | 3.66593% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2035 | 101275 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 88 |
| SOFR | Annual | 3.8475% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/2052 | 25538 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 544 |
| 2.47825% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2055 | JPY1,700,000 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32 |
| 2.477% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2055 | 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9 |
| 2.47% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/2055 | 3275674 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23 |
| 2.5425% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2055 | 557353 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 62 |
| 2.57% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2055 | 562243 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 84 |
| SOFR | Annual | 3.953% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2055 | USD24,305 | &nbsp;&nbsp;&nbsp;&nbsp; (3)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| 2.515% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/2055 | JPY565,502 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40 |
| 2.52% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/2055 | 567132 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 44 |
| 2.50% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/2055 | 565502 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28 |
| 2.51625% | Annual | TONAR | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/2055 | 348505 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25 |
| SOFR | Annual | 3.8185% | Annual | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/2055 | USD48,185 | &nbsp;&nbsp;&nbsp;&nbsp; 1129 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1129 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(1418)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(1418)<br>|

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>10/31/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 10/31/2025 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>10/31/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 10/31/2025 <br>(000) |
| 14.4225% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | BRL1,190,200 | $10157 | $— | $10157 |
| 15.09% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 593000 | 8174 |  | 8174 |
| 14.5956% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 514950 | 4792 |  | 4792 |
| 14.37% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 412730 | 3228 |  | 3228 |
| 14.585% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 61361 | 566 |  | 566 |
| 13.31% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2029 | 276670 | 121 |  | 121 |
| 13.115% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2031 | 78800 | (77)<br>|  | (77)<br>|
| 13.105% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2031 | 79755 | (85)<br>|  | (85)<br>|
| 13.135% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2031 | 326900 | (259)<br>|  | (259)<br>|
| 13.03% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2031 | 169245 | (297)<br>|  | (297)<br>|
|  |  |  |  |  |  |  | $26320 | $— | $26320 |

---

The Income Fund of America — Page 67 of 73

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**unaudited**

Swap contracts (continued)

------

**Credit default swaps** 

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 10/31/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.HY.45 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | USD333,060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(24223)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(25679)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1456 |
| CDX.NA.IG.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | 118477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2616)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2648)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(26839)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(28327)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1488 |

---

Investments in affiliates <sup>(a)</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>8/1/2025 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>10/31/2025 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** | **Common stocks 0.61%** |
| **Financials 0.07%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Islandsbanki hf.  | $102561 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5112)<br>| &nbsp;&nbsp; $97449 | &nbsp;&nbsp; $— |
| **Health care 0.03%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rotech Healthcare, Inc. <sup>(c)(e)(f)</sup> <br>| 40895 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (1694)<br>| &nbsp;&nbsp; 39201 | &nbsp;&nbsp; — |
| **Information technology 0.20%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc. <sup>(e)</sup> <br>| 254522 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 12932 | &nbsp;&nbsp; 267454 | &nbsp;&nbsp; — |
| **Consumer staples 0.01%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Viva Wine Group AB <sup>(b)</sup> <br>| 18233 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (30)<br>| &nbsp;&nbsp; 18203 | &nbsp;&nbsp; — |
| **Consumer discretionary 0.30%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc. <sup>(b)</sup> <br>| 279143 | &nbsp;&nbsp; 49804 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (4783)<br>| &nbsp;&nbsp; 324164 | &nbsp;&nbsp; 4852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Puuilo OYJ  | 85841 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4342 | &nbsp;&nbsp; 90183 | &nbsp;&nbsp; 2238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group PLC <sup>(t)</sup> <br>| 97162 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38480 | &nbsp;&nbsp; (14032)<br>| &nbsp;&nbsp; (1461)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc. <sup>(e)(g)</sup> <br>| — <br><sup>(d)</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — <br><sup>(d)</sup><br>| &nbsp;&nbsp; (13110)<br>| &nbsp;&nbsp; 13110 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc. <sup>(e)(g)(i)</sup> <br>| — <br><sup>(d)</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — <br><sup>(d)</sup><br>| &nbsp;&nbsp; (98)<br>| &nbsp;&nbsp; 98 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 414347 |  |
| **Materials 0.00%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venator Materials PLC <sup>(c)(e)(g)</sup> <br>| — <br><sup>(d)</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — <br><sup>(d)</sup><br>| &nbsp;&nbsp; — <br><sup>(d)</sup><br>| &nbsp;&nbsp; — |
| **Total common stocks** |  |  |  |  |  | &nbsp;&nbsp; 836654 |  |
| **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** | **Bonds, notes & other debt instruments 0.12%** |
| **Consumer discretionary 0.03%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc. 12.00% PIK 1/11/2029 <sup>(g)(i)(m)</sup> <br>| 623 | &nbsp;&nbsp; — | &nbsp;&nbsp; 623 | &nbsp;&nbsp; (28168)<br>| &nbsp;&nbsp; 28168 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc. 5.625% 7/15/2030 <sup>(i)</sup> <br>| 10826 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 93 | &nbsp;&nbsp; 10919 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc. 6.50% 5/15/2032 <sup>(i)</sup> <br>| 23016 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 238 | &nbsp;&nbsp; 23254 | &nbsp;&nbsp; 364 |
|  |  |  |  |  |  | &nbsp;&nbsp; 34173 |  |
| **Information technology 0.09%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(i)</sup> <br>| 126007 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (241)<br>| &nbsp;&nbsp; 125766 | &nbsp;&nbsp; 2313 |
| **Total bonds, notes & other debt instruments** |  |  |  |  |  | &nbsp;&nbsp; 159939 |  |
| **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** | **Short-term securities 5.76%** |
| **Money market investments 5.75%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.08% <sup>(r)</sup> <br>| 9395608 | &nbsp;&nbsp; 2310171 | &nbsp;&nbsp; 3792454 | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 2588 | &nbsp;&nbsp; 7916050 | &nbsp;&nbsp; 98414 |

---

The Income Fund of America — Page 68 of 73

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**unaudited**

Investments in affiliates <sup>(a)</sup> (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Value at<br> 8/1/2025<br> (000)<br>| Additions<br> (000)<br>| Net<br> realized<br> gain (loss)<br> (000)<br>| Net<br> unrealized<br> appreciation<br> (depreciation)<br> (000)<br>| Value at<br> 10/31/2025<br> (000)<br>| Dividend<br> or interest<br> income<br> (000)<br>|
| **Money market investments purchased with collateral** <br>**from securities on loan 0.01%**<br>|  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.08% <sup>(r)(s)</sup> <br>| $15501 | &nbsp;&nbsp; $ &nbsp;&nbsp; $3577 <br><sup>(u)</sup><br>| &nbsp;&nbsp; $ | &nbsp;&nbsp; $ | &nbsp;&nbsp; $11924 | &nbsp;&nbsp; $— <br><sup>(v)</sup><br>|
| **Total short-term securities** |  |  |  |  | &nbsp;&nbsp; 7927974 |  |
| **Total 6.49%** |  |  | &nbsp;&nbsp; $(55271)<br>| &nbsp;&nbsp; $48248 | &nbsp;&nbsp; $8924567 | &nbsp;&nbsp; $109515 |

---

Restricted securities <sup>(f)</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| Ascent Resources, LLC, Class A <sup>(c)</sup> <br>| 4/25/2016-11/15/2016 | $56848 | $50710 | 0.04<br> %<br>|
| Rotech Healthcare, Inc. <sup>(a)(c)(e)</sup> <br>| 11/26/2014 | 19660 | 39201 | 0.03 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(h)(i)</sup> <br>| 9/29/2025 | 17039 | 19341 | 0.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AH Parent, Inc., Class A, 10.50% PIK and 10.00% Cash perpetual <br> cumulative preferred shares <sup>(c)(h)</sup> <br>| 9/27/2024 | 17701 | 18551 | 0.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + <br> 7.25%) 11.288% 9/13/2029 <sup>(j)(k)</sup> <br>| 9/13/2023 | 9170 | 9399 | 0.01 |
| **Total** |  | $120418 | $137202 | 0.10<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Affiliate of the fund or part of the same "group of investment companies" as the fund, as defined under the Investment Company Act of 1940, as amended.

<sup>(b)</sup> All or a portion of this security was on loan. 

<sup>(c)</sup> Value determined using significant unobservable inputs.

<sup>(d)</sup> Amount less than one thousand.

<sup>(e)</sup> Security did not produce income during the last 12 months.

<sup>(f)</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933.

<sup>(g)</sup> Affiliated issuer during the reporting period but no longer held at 10/31/2025.

<sup>(h)</sup> Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Payment methods and rates are as of the most recent payment when available. 

<sup>(i)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $15,112,037,000, which represented 10.98% of the net assets of the fund. 

<sup>(j)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $804,206,000, which represented 0.58% of the net assets of the fund. 

<sup>(k)</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>(l)</sup> Step bond; coupon rate may change at a later date.

<sup>(m)</sup> Scheduled interest and/or principal payment was not received.

<sup>(n)</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>(o)</sup> Represents securities transacted on a TBA basis.

<sup>(p)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $221,987,000, which represented 0.16% of the net assets of the fund. 

<sup>(q)</sup> Index-linked bond whose principal amount moves with a government price index. 

<sup>(r)</sup> Rate represents the seven-day yield at 10/31/2025.

<sup>(s)</sup> Security purchased with cash collateral from securities on loan. 

<sup>(t)</sup> Affiliated issuer during the reporting period but no longer an affiliate at 10/31/2025. Refer to the investment portfolio for the security value at 10/31/2025.

<sup>(u)</sup> Represents net activity. 

<sup>(v)</sup> Dividend income is included with securities lending income and is not shown in this table.

The Income Fund of America — Page 69 of 73

------

**unaudited**

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Equity securities, including depositary receipts, are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on inputs <br> that include, but are not limited to, financial statements and debt contracts<br>|

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price on the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $9,286,268,000. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $1,143,259,000 and $466,346,000, respectively.

The Income Fund of America — Page 70 of 73

------

**unaudited**

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of October 31, 2025, were as follows (dollars in thousands):

The Income Fund of America — Page 71 of 73

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | $13947660 | $6807265 | $—<br> \*<br>| $20754925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health care | 8821233 | 2506724 | 39201 | 11367158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information technology | 7612852 | 2654235 |  | 10267087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer staples | 7537066 | 2210104 |  | 9747170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 7454692 | 754274 | 55406 | 8264372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 4164188 | 3050534 |  | 7214722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer discretionary | 4510868 | 2451613 | 22512 | 6984993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 5806211 | 1137327 |  | 6943538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 4922786 | 458928 | —<br> \*<br>| 5381714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication services | 2142721 | 2805594 |  | 4948315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real estate | 2979964 | 201417 |  | 3181381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred securities  | 341263 |  | 23883 | 365146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights & warrants  |  |  | —<br> \*<br>| —<br> \*<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible stocks  | 1090164 |  |  | 1090164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible bonds & notes  |  | 47530 |  | 47530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans |  | 21690971 | 86690 | 21777661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations |  | 5695324 | 8302 | 5703626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes |  | 3310390 |  | 3310390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations |  | 1821050 |  | 1821050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies <br> outside the U.S.<br>|  | 490289 |  | 490289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals |  | 366049 |  | 366049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 7943497 | 202 |  | 7943699 |
| Total | $79275165 | $58459820 | $235994 | $137970979 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | $12030 | $— | $— | $12030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps |  | 27038 |  | 27038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps |  | 7784 |  | 7784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps |  | 1488 |  | 1488 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (18706)<br>|  |  | (18706)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (9202)<br>|  | (9202)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on bilateral interest rate swaps |  | (718)<br>|  | (718)<br>|
| Total  | $(6676)<br>| $26390 | $— | $19714 |

---

\*

Amount less than one thousand.

<sup>†</sup>

Futures contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

The Income Fund of America — Page 72 of 73

------

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| ADR = American Depositary Receipts |
| AGI = Assured Guaranty insured |
| AMT = Alternative Minimum Tax |
| Assn. = Association |
| Auth. = Authority |
| BRL = Brazilian reais |
| BZDIOVER = Overnight Brazilian Interbank Deposit Rate |
| CAB = Capital Appreciation Bonds |
| CAD = Canadian dollars |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CMO = Collateralized Mortgage Obligations |
| DAC = Designated Activity Company |
| Dev. = Development |
| EUR = Euros |
| Fin. = Finance |
| Fncg. = Financing |
| FSA = Financial Security Assurance insured |
| GBP = British pounds |
| GO = General Obligation |
| JPY = Japanese yen |
| NATL = National Public Finance Guarantee Corp. insured |
| PIK = Payment In Kind |
| Ref. = Refunding |
| REIT = Real Estate Investment Trust |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| TONAR = Tokyo Overnight Average Rate |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2025 Capital Group. All rights reserved.

MFGEFP1-006-1225

The Income Fund of America — Page 73 of 73

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Income Fund of America

- **b. Investment Company Act file number:** 811-01880

- **c. CIK number of Registrant:** 0000050013

- **d. LEI of Registrant:** TOHHXZTHT2ER8SHT3X45

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618-4518

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Income Fund of America

- **b. EDGAR series identifier (if any):** S000008814

- **c. LEI of Series:** TOHHXZTHT2ER8SHT3X45

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $140586555151.53

**Total Liabilities:** $3001893731.63

**Net Assets:** $137584661419.90

**Delayed Delivery Securities:** $27990903.17

**Cash Not Reported:** $51277378.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30463.310000000000 | **1-Year:** -593060.240000000000 | **5-Year:** -1582051.820000000000 | **10-Year:** -1424950.200000000000 | **30-Year:** -736539.350000000000

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

- **3-Month:** -89318.710000000000 | **1-Year:** -1539230.900000000000 | **5-Year:** -2871484.470000000000 | **10-Year:** -717995.320000000000 | **30-Year:** -91682.150000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023985 | 2.67%                | 1.36%                | -0.51%               |
| Class ID C000023986 | 2.62%                | 1.29%                | -0.59%               |
| Class ID C000023987 | 2.61%                | 1.30%                | -0.59%               |
| Class ID C000023988 | 2.65%                | 1.35%                | -0.55%               |
| Class ID C000023989 | 2.68%                | 1.34%                | -0.51%               |
| Class ID C000023990 | 2.67%                | 1.39%                | -0.47%               |
| Class ID C000023992 | 2.61%                | 1.30%                | -0.59%               |
| Class ID C000023993 | 2.68%                | 1.35%                | -0.51%               |
| Class ID C000023994 | 2.68%                | 1.36%                | -0.51%               |
| Class ID C000023996 | 2.57%                | 1.30%                | -0.58%               |
| Class ID C000023997 | 2.65%                | 1.34%                | -0.55%               |
| Class ID C000023998 | 2.68%                | 1.39%                | -0.51%               |
| Class ID C000068581 | 2.68%                | 1.41%                | -0.51%               |
| Class ID C000077898 | 2.71%                | 1.39%                | -0.51%               |
| Class ID C000148385 | 2.65%                | 1.31%                | -0.55%               |
| Class ID C000164804 | 2.68%                | 1.40%                | -0.51%               |
| Class ID C000179951 | 2.71%                | 1.36%                | -0.47%               |
| Class ID C000189427 | 2.67%                | 1.41%                | -0.51%               |
| Class ID C000189428 | 2.67%                | 1.38%                | -0.47%               |
| Class ID C000223653 | 2.71%                | 1.38%                | -0.51%               |
| Class ID C000223654 | 2.67%                | 1.38%                | -0.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80107575.14             | $3054357759.14                             |
| Month 2  | $174137064.88            | $1331630184.55                             |
| Month 3  | $34743868.73             | $-1105107691.45                            |

**Designated Index Information**

- **Index Name:** 65%/35% S&P 500 Index/Bloomberg U.S. Aggregate Index

- **Index Identifier:** 65SPX35LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    51835000 | PA      | $48303896.13   | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.75% 12-01-27                                                       | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $26157400.00   | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.875% 03-15-28                                                                 | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    19100000 | PA      | $19445499.90   | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2008000 | PA      | $2013405.54    | 0.00%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 8.5% 04-30-30                                                | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     8155000 | PA      | $8366948.45    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7012000 | PA      | $7363974.35    | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8598000 | PA      | $8995872.45    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    34950000 | PA      | $36759850.80   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $957821.00     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    32175000 | PA      | $30419178.08   | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                        | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 4.95% 08-15-34                                      | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3350882.70    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   167611000 | PA      | $177695148.20  | 0.13%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     8000000 | PA      | $8201688.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                         | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1563618.88    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 5.25% 10-13-54                                                         | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      264000 | PA      | $248224.42     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.0% 10-15-32                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8402574.40    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    37251000 | PA      | $38283560.47   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    16699000 | PA      | $17294569.84   | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA REG S SR SEC 1ST LIEN SF 9.375% 11-07-29                     | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | DBT              | CORP              | LU        |     3460000 | PA      | $3563800.00    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                 | CUSIP: 650921AA7<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |    46653000 | PA      | $48052590.00   | 0.03%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 9.5% 12-15-31                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1086183.92    | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SUB 6.02% 01-24-36/35                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2040801.75    | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    11295000 | PA      | $11654915.18   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    58500000 | PA      | $61286296.50   | 0.04%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14429100.00   | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    17098000 | PA      | $17601570.30   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11144606.00   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.75% 03-15-33                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    20320000 | PA      | $20767344.80   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4698000 | PA      | $4851121.91    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3532000 | PA      | $3616043.94    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     8275000 | PA      | $8569093.50    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9673521.20    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 9.62% 06-15-33                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $6421048.92    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 8.375% 01-15-34                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    13055000 | PA      | $12781301.93   | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    10191000 | PA      | $10323747.97   | 0.01%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    56810000 | PA      | $58430959.73   | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.125% 02-15-31                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    30110000 | PA      | $31079180.68   | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.625% 08-15-33                                 | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    14980000 | PA      | $15028250.58   | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      895000 | PA      | $914285.46     | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                             | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      526000 | PA      | $534496.48     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8259000 | PA      | $8488980.11    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $16960441.00   | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    12668000 | PA      | $12501111.77   | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    13439000 | PA      | $13656147.36   | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     8878000 | PA      | $9175022.37    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 4.875% 09-15-32                                                               | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2018688.00    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    27010000 | PA      | $28102068.32   | 0.02%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1316682.90    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11225000 | PA      | $11241062.98   | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    18165000 | PA      | $18578162.93   | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    10915000 | PA      | $11056764.02   | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      834000 | PA      | $833513.78     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33123000 | PA      | $33096435.35   | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    19295000 | PA      | $19286085.71   | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 3.25% 10-01-49                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     1727000 | PA      | $1221866.32    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1697134.20    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1387000.69    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    20865000 | PA      | $19173390.99   | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10215000 | PA      | $6907515.80    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 4.9% 07-15-43                                              | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    12285000 | PA      | $11616966.27   | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8935000 | PA      | $8747776.01    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9670000 | PA      | $9392403.31    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34187000 | PA      | $34209973.66   | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3611706.53    | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30                                                           | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3138000 | PA      | $3145998.76    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25913000 | PA      | $25373258.12   | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    47150000 | PA      | $47714951.30   | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    87435000 | PA      | $92104728.48   | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6558000 | PA      | $6875420.32    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                        | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1128748.41    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 2ND LIEN 8.5% 10-01-30                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4545000 | PA      | $4841565.80    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3358270.20    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    25178037 | PA      | $22250964.31   | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                             | REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    19365000 | PA      | $18247136.01   | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3015000 | PA      | $2944153.53    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1028000 | PA      | $773621.40     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3204000 | PA      | $2171392.45    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    10624000 | PA      | $10486121.73   | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    55115000 | PA      | $49942953.29   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.25% 05-15-30                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    38125000 | PA      | $35771810.63   | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.85% 03-15-52                                              | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3848000 | PA      | $2988218.27    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     7531000 | PA      | $6135784.35    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.5% 04-01-63                                 | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8889000 | PA      | $7228534.80    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.665% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    34028000 | PA      | $34952438.68   | 0.03%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.83% 07-15-29                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    18697000 | PA      | $19111232.04   | 0.01%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6152000 | PA      | $6381844.87    | 0.00%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    25699000 | PA      | $26681626.96   | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     3400000 | PA      | $3537309.00    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 144A LIFE SR UNSEC 7.375% 02-01-31                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14441000 | PA      | $15044503.83   | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    17399000 | PA      | $17841073.79   | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    35305000 | PA      | $36348050.92   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4099000 | PA      | $4282823.75    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                      | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    11310000 | PA      | $11886289.74   | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 9.75% 01-15-29                                                | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1105280.00    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9173265 | PA      | $9277124.54    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QG2913 04-01-53                                                                      | CUSIP: 3133C3GW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      835195 | PA      | $815837.35     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5472 09-01-54                                                                      | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2762100 | PA      | $2861420.08    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4377 10-01-50                                                                      | CUSIP: 3140X72K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      814004 | PA      | $693159.69     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3551 07-01-51                                                                      | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      839411 | PA      | $716149.79     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ0212 08-01-50                                                                      | CUSIP: 3140KKGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      455577 | PA      | $387946.04     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1292 05-01-51                                                                      | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2956577 | PA      | $2519054.22    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      333143 | PA      | $336806.03     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3515 09-01-50                                                                      | CUSIP: 3133KJ3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      107758 | PA      | $91625.11      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      301116 | PA      | $299291.62     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      195630 | PA      | $194173.71     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4053589 | PA      | $4148564.76    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      831398 | PA      | $860741.00     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      597818 | PA      | $615907.07     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2996328 | PA      | $2990533.14    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14529525 | PA      | $15091090.69   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      766028 | PA      | $748081.35     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10228868 | PA      | $10678335.00   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      276739 | PA      | $269933.96     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1729328 | PA      | $1725983.49    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1504771 | PA      | $1502054.87    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      497360 | PA      | $496398.12     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD1406 08-01-52                                                                      | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      745383 | PA      | $606927.60     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10351765 | PA      | $10592867.66   | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8506 02-01-55                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       82091 | PA      | $82993.45      | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1119899 | PA      | $1145736.30    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8026 12-01-50                                                                      | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      531523 | PA      | $452488.26     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1050 07-01-51                                                                      | CUSIP: 3140QLEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      453678 | PA      | $387315.74     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5975 02-01-51                                                                      | CUSIP: 3140X9T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      346521 | PA      | $295044.66     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5665 03-01-55                                                                      | CUSIP: 31418FJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       71008 | PA      | $65510.79      | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8496 01-01-55                                                                      | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8781560 | PA      | $8986091.29    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    35252960 | PA      | $36071674.36   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8026172 | PA      | $8212571.62    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11520933 | PA      | $11786743.67   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2431288 | PA      | $2428402.48    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1840205 | PA      | $1882662.59    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      581318 | PA      | $594729.22     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      616165 | PA      | $587896.98     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      295022 | PA      | $281646.12     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3587042 | PA      | $3570655.90    | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3295836 | PA      | $3281037.57    | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      258192 | PA      | $260970.55     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21265595 | PA      | $21751237.35   | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                   | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    14326085 | PA      | $13865071.66   | 0.01%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8718486 | PA      | $8678660.38    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3318450 | PA      | $3303549.67    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3607 05-01-52                                                                      | CUSIP: 3140QPAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      332290 | PA      | $306966.48     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5693 04-01-55                                                                      | CUSIP: 31418FKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       56591 | PA      | $52210.05      | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6945 03-01-52                                                                      | CUSIP: 3133KNWE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25342 | PA      | $23385.97      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE1079 04-01-52                                                                      | CUSIP: 3133BAFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       53210 | PA      | $49102.65      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SL0012 07-01-52                                                                      | CUSIP: 31427MAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       32706 | PA      | $30224.67      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5131 07-01-53                                                                      | CUSIP: 31418EVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31263 | PA      | $28864.69      | 0.00%             | 2053-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD2494 03-01-52                                                                      | CUSIP: 3132DPXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      128015 | PA      | $118133.84     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 DD9125 05-01-55                                                                      | CUSIP: 3140BAD78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      538552 | PA      | $496856.86     | 0.00%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5635 02-01-55                                                                      | CUSIP: 31418FHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      135152 | PA      | $124720.48     | 0.00%             | 2055-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19505 | PA      | $19961.38      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19187 | PA      | $19629.84      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5605 01-01-55                                                                      | CUSIP: 31418FGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8999998 | PA      | $8305314.76    | 0.01%             | 2055-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE0777 04-01-52                                                                      | CUSIP: 3133B92J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      488129 | PA      | $450452.23     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD9838 04-01-52                                                                      | CUSIP: 3133B74X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       31383 | PA      | $28960.42      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE8971 07-01-52                                                                      | CUSIP: 3133BJ6G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       27572 | PA      | $25443.84      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5725 05-01-55                                                                      | CUSIP: 31418FLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3217686 | PA      | $2968569.27    | 0.00%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV5392 04-01-52                                                                      | CUSIP: 3140MJ7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       85681 | PA      | $79067.85      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX3576 01-01-55                                                                      | CUSIP: 31425X6N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      321705 | PA      | $329169.19     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7177 04-01-52                                                                      | CUSIP: 3133KN6N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      262969 | PA      | $223529.84     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY3449 05-01-55                                                                      | CUSIP: 31426MZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      954218 | PA      | $976009.03     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4791 07-01-54                                                                      | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       95587 | PA      | $97822.55      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                                  | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     7391465 | NS      | $79339820.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1413 04-01-55                                                                      | CUSIP: 31427NSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9226840 | PA      | $9451808.92    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1978 03-01-52                                                                      | CUSIP: 3140XHFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4937416 | PA      | $4196986.45    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX9923 03-01-55                                                                      | CUSIP: 31426HAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      108686 | PA      | $112695.50     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3877 10-01-54                                                                      | CUSIP: 3140ARJX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      982311 | PA      | $1005626.98    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR CO                                                                 | HYUNDAI MOTOR CO                                                                                   | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |      416000 | NS      | $84409219.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                     | WH GROUP LTD                                                                                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |    49532000 | NS      | $47491681.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX1087 12-01-54                                                                      | CUSIP: 31425VF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      260900 | PA      | $266933.09     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0566 04-01-51                                                                      | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      289563 | PA      | $246146.96     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     3500244 | NS      | $133849330.56  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    39270006 | NS      | $1256315403.53 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5793 08-01-55                                                                      | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1075616 | PA      | $1100837.87    | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7786 07-01-55                                                                      | CUSIP: 31426SUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      365427 | PA      | $373995.42     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     1715000 | NS      | $152394900.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLIDCORE RESOURCES PLC                                                          | SOLIDCORE RESOURCES PLC (USD)                                                                      | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | KZ        |     6162000 | NS      | $34014240.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0924 03-01-55                                                                      | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1268041 | PA      | $1299014.28    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD2501 02-01-55                                                                      | CUSIP: 3140B2X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      778919 | PA      | $799031.35     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPFL ENERGIA SA                                                                  | CPFL ENERGIA SA                                                                                    | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |    10301000 | NS      | $79651595.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA                                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     9723645 | NS      | $719258911.25  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX1233 12-01-54                                                                      | CUSIP: 31425VLP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      456300 | PA      | $467032.28     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0041 08-01-55                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19959164 | PA      | $20421318.27   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |     9654732 | NS      | $201416639.65  | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     4733185 | NS      | $79980381.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX9672 04-01-55                                                                      | CUSIP: 31426GXA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      473996 | PA      | $485095.69     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI9074 06-01-54                                                                      | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       94279 | PA      | $96961.78      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                    | ACHV 2024-3AL A 144A 5.01% 12-26-31                                                                | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435696 | PA      | $439353.87     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                                | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    30498867 | PA      | $30270125.40   | 0.02%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5792 08-01-55                                                                      | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    41957812 | PA      | $42409320.30   | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1420734 | PA      | $1454813.46    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2                                                                    | AFFRM 2024-X2 A 144A 5.22% 12-17-29                                                                | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      557368 | PA      | $557754.01     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0803 01-01-52                                                                      | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      331364 | PA      | $296403.26     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       13014 | PA      | $13315.84      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25625 | PA      | $26220.86      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11250808 | PA      | $10739245.00   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4563 03-01-52                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47773 | PA      | $40800.87      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    20750000 | PA      | $21382231.75   | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE2192 07-01-55                                                                      | CUSIP: 3140BENJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10342610 | PA      | $10578814.24   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10127380 | PA      | $10321532.00   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 5.5% 09-15-33                                                                   | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    26955000 | PA      | $27303150.78   | 0.02%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    13995000 | PA      | $14215197.33   | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6433607 | PA      | $6659168.82    | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $575361.74     | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $8651249.01    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     4993000 | PA      | $5217195.69    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1585632 | PA      | $1349651.57    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      639949 | PA      | $521696.71     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    13198000 | PA      | $13042738.73   | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1929000 | PA      | $1915464.21    | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      817833 | PA      | $667359.23     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1236253 | PA      | $1008792.71    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4579 04-01-52                                                                      | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6481974 | PA      | $5785356.52    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9818572 | PA      | $8085014.83    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                                      | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      504883 | PA      | $437538.47     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1557053 | PA      | $1274011.64    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2386195 | PA      | $2217405.06    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      874079 | PA      | $754330.19     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      625408 | PA      | $543324.76     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                                         | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17745511 | PA      | $17480003.10   | 0.01%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3285424 | PA      | $2792745.43    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9644 05-01-52                                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      698399 | PA      | $595606.92     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      898376 | PA      | $763554.33     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2407819 | PA      | $2046720.63    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4040 03-01-52                                                                      | CUSIP: 3140MHP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      401146 | PA      | $343861.55     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1851624 | PA      | $1888191.54    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1953513 | PA      | $2023648.17    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2746426 | PA      | $2829590.15    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                          | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $4215551.84    | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                  | CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |      350000 | PA      | $333120.90     | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    28125000 | PA      | $26123878.13   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                        | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    18560000 | PA      | $18503614.72   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      534000 | PA      | $474380.50     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198926.20     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.9% 02-15-38                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12995000 | PA      | $12844686.84   | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.4% 07-15-44                                           | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    13090000 | PA      | $10645442.50   | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    19870000 | PA      | $21445293.60   | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    18020000 | PA      | $18738637.60   | 0.01%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    26445000 | PA      | $26681735.64   | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4482000 | PA      | $4323301.34    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1118645.60    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.1% 05-01-26                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497169.00     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     6460000 | PA      | $6622139.54    | 0.00%             | 2029-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $7502767.35    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $606696.80     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5218694.25    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 4.15% 12-01-44                                            | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      987000 | PA      | $844287.70     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3162708.38    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.55% 02-15-50                                           | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6362114.00    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2154927.39    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    12317000 | PA      | $11348982.34   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   118485000 | PA      | $125766258.71  | 0.09%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    27125000 | PA      | $26113888.50   | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     6995000 | PA      | $6665738.36    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    14370000 | PA      | $14778812.13   | 0.01%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    11599000 | PA      | $11751666.04   | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1415013.60    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4545198.00    | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3157695.48    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8055305.50    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $8499837.15    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7095000 | PA      | $7300045.50    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    75515000 | PA      | $79998401.07   | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    40957000 | PA      | $41688164.36   | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    10206000 | PA      | $9505694.90    | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43414000 | PA      | $36503316.07   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    51692000 | PA      | $52340010.91   | 0.04%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2034644.00    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2105157.88    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5467218.75    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $5920763.31    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 2.875% 10-15-26                                             | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    12990000 | PA      | $12759960.09   | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28                          | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12595000 | PA      | $12137864.48   | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25820000 | PA      | $24109399.18   | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    19495000 | PA      | $18353723.71   | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   115458000 | PA      | $109904816.57  | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    11472000 | PA      | $11710743.79   | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    23345000 | PA      | $21510923.42   | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    62595000 | PA      | $55998175.55   | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 04-15-30                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7727737.83    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4323322.53    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                                       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    30295000 | PA      | $29653624.56   | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 5.625% 10-15-28                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     3465000 | PA      | $2370337.20    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                       | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |    23887000 | PA      | $22708606.52   | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     9542000 | PA      | $9899996.76    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3947000 | PA      | $3880571.99    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    36895000 | PA      | $37758933.32   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     7448000 | PA      | $7346900.85    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                           | RB GLOBAL HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    11040000 | PA      | $11535464.16   | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    15445000 | PA      | $15936490.79   | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1410650.16    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2907000 | PA      | $2405516.34    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP SR UNSEC 5.0% 02-15-34                                                              | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     4165000 | PA      | $4253631.20    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    28690000 | PA      | $29555347.78   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27                                                   | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7155938.01    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2303000 | PA      | $2193209.08    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    10240000 | PA      | $10682234.88   | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1461352.28    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 01-30-29                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7413000 | PA      | $7568724.89    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    16625000 | PA      | $17198296.50   | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10190000 | PA      | $10510923.86   | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    52506000 | PA      | $52208448.50   | 0.04%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    20406000 | PA      | $20159842.42   | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3605952.35    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    31405000 | PA      | $32325323.53   | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR UNSEC 6.625% 07-15-30                                                        | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     4156000 | PA      | $4257148.73    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7378000 | PA      | $7254632.46    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 4.25% 02-15-30                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5020000 | PA      | $4893536.16    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                    | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19570000 | PA      | $19924823.67   | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                              | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    14530000 | PA      | $15019704.59   | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $10133080.83   | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                                   | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    34843000 | PA      | $35484006.67   | 0.03%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    11135000 | PA      | $11310966.41   | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 07-01-30                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    14100000 | PA      | $14681117.40   | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4701000 | PA      | $4442717.66    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4686640.00    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3519965.47    | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    22109000 | PA      | $22915182.58   | 0.02%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $5908868.35    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      750000 | PA      | $739196.25     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5479881.25    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3881427.00    | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP SR UNSEC 6.5% 01-31-30                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2879278.95    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR TELEVISION GROUP INC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-33                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    24070000 | PA      | $24558019.25   | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     8569000 | PA      | $8891528.59    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    11564000 | PA      | $12359059.69   | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    28195000 | PA      | $28862516.63   | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     8029000 | PA      | $8159374.90    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.9% 05-28-65                                                | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    10833000 | PA      | $11699185.01   | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.125% 07-15-30                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    20895000 | PA      | $19771893.75   | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     4101000 | PA      | $4146275.04    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    27932000 | PA      | $28598988.23   | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 144A LIFE SR UNSEC 6.25% 08-01-33                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    10880000 | PA      | $11104541.44   | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.019% 07-29-29/28                                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2874000 | PA      | $2896526.41    | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2193000 | PA      | $2241557.41    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $15157003.05   | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      774000 | PA      | $790209.11     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1611100.80    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5850584.00    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 5.026% 10-01-29                                 | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     2952000 | PA      | $2983648.39    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    14590000 | PA      | $14916174.04   | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 10-15-30                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    21170000 | PA      | $22078764.59   | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP PRP 144A LIFE SUB (H) 7.875% 12-31-79/09-18-30                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    14755000 | PA      | $14994990.08   | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     8715000 | PA      | $8719191.92    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3057000 | PA      | $3227650.91    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2171190.56    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     7715000 | PA      | $7724798.05    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7371179.60    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    30890000 | PA      | $31327618.63   | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                                | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3000000 | PA      | $2732748.00    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                  | SOLSTICE ADVANCED MATERIALS INC 144A LIFE SR UNSEC 5.62% 09-30-33                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    11735000 | PA      | $11752719.85   | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     5215000 | PA      | $5204778.60    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1944648.23    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    10965000 | PA      | $11226197.27   | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5127234.00    | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2411000 | PA      | $2133315.49    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    14945000 | PA      | $15466147.10   | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    39615000 | PA      | $41820842.43   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 4.375% 01-15-27                                     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    33055000 | PA      | $32781304.60   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP SR UNSEC 3.125% 02-01-29                                                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2053030.49    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      625000 | PA      | $687449.38     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                                     | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     2053065 | PA      | $2054323.53    | 0.00%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31/12-30-25                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      528747 | PA      | $529071.12     | 0.00%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1053538.02    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    13725000 | PA      | $14050886.40   | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     7985000 | PA      | $8215598.82    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 5.15% 02-08-54                                                      | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8402012.50    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     4408000 | PA      | $4502868.98    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2231282.00    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     7165000 | PA      | $7413503.70    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     2294000 | PA      | $2354150.97    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    14590000 | PA      | $15004866.65   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2671148.82    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.5% 05-15-31                                      | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    14395000 | PA      | $14303505.38   | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.25% 05-15-29                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     9080000 | PA      | $9140826.92    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14510000 | PA      | $15066385.95   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     7500000 | PA      | $7197307.50    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    14314000 | PA      | $15638045.00   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    24259000 | PA      | $21341370.07   | 0.02%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    16730000 | PA      | $16433828.81   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8820000 | PA      | $8767018.26    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                            | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      989000 | PA      | $982244.14     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2395812.00    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $6825435.42    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16159000 | PA      | $17369535.33   | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    53551000 | PA      | $54800612.59   | 0.04%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    22295000 | PA      | $22980749.61   | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 6.375% 07-15-32                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5766727.56    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    88400000 | PA      | $95321189.60   | 0.07%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     7000000 | PA      | $7381612.00    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 6.375% 01-15-30                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    12220000 | PA      | $12487422.48   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 6.1027% 08-23-42                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3825000 | PA      | $4069080.90    | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2726000 | PA      | $2782144.70    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAPITAL INC                                         | GENTING NEW YORK LLC 144A LIFE SR UNSEC 7.25% 10-01-29                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5723761.88    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13876031.30   | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                        | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    10430000 | PA      | $10624456.92   | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                       | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     3355000 | PA      | $3283226.49    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.35% 01-07-30                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18010000 | PA      | $18538629.52   | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    32462000 | PA      | $33832188.56   | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      300397 | PA      | $304690.74     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8601 01-01-51                                                                      | CUSIP: 3140QGRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    40409307 | PA      | $34684196.85   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7737 11-01-50                                                                      | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16013600 | PA      | $13794530.96   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2061380 | PA      | $2153593.57    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      549901 | PA      | $574165.10     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      748659 | PA      | $777989.55     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      560781 | PA      | $593688.76     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      782449 | PA      | $827315.60     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      808223 | PA      | $853755.51     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      439737 | PA      | $463627.81     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      274216 | PA      | $284854.90     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      868093 | PA      | $905606.21     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      955949 | PA      | $997257.72     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      240495 | PA      | $255510.85     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5188273 | PA      | $5260042.86    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1349915 | PA      | $1364787.04    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1138774 | PA      | $1151319.70    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10374346 | PA      | $9280018.58    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1260601 | PA      | $1130752.69    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       74623 | PA      | $74584.86      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3031826 | PA      | $2892716.59    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3063209 | PA      | $3139464.37    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD0470 11-01-47                                                                      | CUSIP: 3132DMQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5582136 | PA      | $5387811.11    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      400557 | PA      | $411041.93     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      542257 | PA      | $565112.25     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1002628 | PA      | $1016577.66    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      962457 | PA      | $974171.49     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3420537 | PA      | $3257740.14    | 0.00%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10992854 | PA      | $9052570.94    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3444150 | PA      | $3484184.38    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      305091 | PA      | $316805.73     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       97637 | PA      | $101291.79     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      205790 | PA      | $214119.23     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1731035 | PA      | $1755118.64    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      726057 | PA      | $741400.36     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      660582 | PA      | $669400.34     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5712 01-01-52                                                                      | CUSIP: 3132DTKZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2553134 | PA      | $2180550.02    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23985535 | PA      | $21767400.30   | 0.02%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4338647 | PA      | $4094268.64    | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      659753 | PA      | $668120.36     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ1576 08-01-54                                                                      | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2955260 | PA      | $3065121.40    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD5856 01-01-54                                                                      | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12074105 | PA      | $11142141.42   | 0.01%             | 2054-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       33916 | PA      | $34743.68      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD2621 12-01-51                                                                      | CUSIP: 3133AY4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3468680 | PA      | $2948443.83    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      972493 | PA      | $827891.19     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6909 03-01-52                                                                      | CUSIP: 3133KNVA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       26084 | PA      | $24070.42      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0849 02-01-52                                                                      | CUSIP: 3133B95J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      453302 | PA      | $385351.72     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3720 07-01-50                                                                      | CUSIP: 3140X7D22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1788855 | PA      | $1521079.27    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7944 06-01-52                                                                      | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2083793 | PA      | $1771307.06    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB7147 01-01-51                                                                      | CUSIP: 3133AD5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      282969 | PA      | $241943.79     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4216 12-01-50                                                                      | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       18620 | PA      | $15917.35      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5313 10-01-50                                                                      | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31187 | PA      | $26770.58      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3298 10-01-51                                                                      | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1472450 | PA      | $1251651.57    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB3745 09-01-50                                                                      | CUSIP: 3133AAES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      390831 | PA      | $334540.34     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6856 04-01-51                                                                      | CUSIP: 3140XATN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      949591 | PA      | $812210.62     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0844 06-01-51                                                                      | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      830830 | PA      | $706255.21     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS7990 02-01-54                                                                      | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      946949 | PA      | $902529.41     | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5608 01-01-51                                                                      | CUSIP: 3140X9GS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5407011 | PA      | $4596229.59    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1844 09-01-50                                                                      | CUSIP: 3140KMBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      237726 | PA      | $202134.67     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5575 08-01-51                                                                      | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       76991 | PA      | $65762.94      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10047857 | PA      | $10025932.09   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3778917 | PA      | $3848997.20    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-39                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6068000 | PA      | $6083521.94    | 0.00%             | 2039-12-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5920490 | PA      | $5914528.33    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2185598 | PA      | $2216340.62    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1774255 | PA      | $1799573.27    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8842781 | PA      | $9048738.26    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5612 02-01-55                                                                      | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2090715 | PA      | $2039306.23    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2586637 | PA      | $2523031.75    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5560378 | PA      | $5548278.57    | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RQ0010 06-01-55                                                                      | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      611075 | PA      | $580109.08     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4776974 | PA      | $4828373.84    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH C 144A FRN 10-15-42                                                                   | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1508000 | PA      | $1516551.87    | 0.00%             | 2042-10-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 2002-W3 A5 7.5% 11-25-41                                                                       | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       67311 | PA      | $70462.11      | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0828 02-01-41                                                                      | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25292 | PA      | $24352.93      | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60559 200K MAX 04-01-46                                                                 | CUSIP: 31335ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4686533 | PA      | $4545773.05    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   123631000 | PA      | $123602317.61  | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    32208000 | PA      | $34777135.54   | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41090 06-01-46                                                                          | CUSIP: 3132WEF80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      516790 | PA      | $514940.46     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                                             | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3234249 | PA      | $3069654.50    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7305721 | PA      | $6926006.47    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                                        | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1009820 | PA      | $1008703.44    | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     8174000 | PA      | $6557697.76    | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV1089 02-01-52                                                                      | CUSIP: 3140MEF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       41989 | PA      | $40020.14      | 0.00%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44400 200K MAX 11-01-46                                                                 | CUSIP: 3132WH3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2715475 | PA      | $2633071.50    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82662 200K MAX 10-01-46                                                                 | CUSIP: 3132L75X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3006539 | PA      | $2914683.54    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM7341 03-01-48                                                                      | CUSIP: 3140XBEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       22402 | PA      | $21689.98      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5000 04-01-53                                                                      | CUSIP: 31418ERW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1857119 | PA      | $1714952.46    | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      107790 | PA      | $91625.66      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4316131 | PA      | $4218042.68    | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3257 PA PACS 5.5% 12-15-36                                                                     | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      231465 | PA      | $241114.72     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 254767 06-01-33                                                                      | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       62832 | PA      | $64540.02      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A B 144A 4.89% 04-16-29                                                                 | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1830000 | PA      | $1840059.51    | 0.00%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 2025-1A A2 144A 4.71% 04-15-30                                                                | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1225089 | PA      | $1232441.16    | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 2024-1A AR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     4964000 | PA      | $4963503.60    | 0.00%             | 2035-07-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 2024-1A CR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     3001000 | PA      | $3001000.00    | 0.00%             | 2035-07-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2007-33 HE PAC 5.5% 04-25-37                                                                   | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      235030 | PA      | $243152.60     | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 AS8554 12-01-36                                                                      | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8053726 | PA      | $7662983.85    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8196 10-01-51                                                                      | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $2550179.85    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       83736 | PA      | $84974.46      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAMMT 2025-1A                                                                   | GGAMMT 2025-1A A 144A 5.923% 09-30-60                                                              | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7791000 | PA      | $7796297.88    | 0.01%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 2020-1 A 144A 2.82% 10-18-45                                                                   | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2556731 | PA      | $2426521.50    | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3286 JN PAC 5.5% 02-15-37                                                                      | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      167127 | PA      | $173543.29     | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93772 125K MAX 12-01-36                                                                  | CUSIP: 3132LQCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      289045 | PA      | $272421.08     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                      | STACR 2020-DNA5 B2 144A FRN 10-25-50                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |     7757667 | PA      | $10969604.90   | 0.01%             | 2050-10-25      | Variable      | 15.86%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT1364 05-01-51                                                                      | CUSIP: 3140LPQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1442015 | PA      | $1289882.39    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28555000 | PA      | $27863569.23   | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3369000 | PA      | $3286910.95    | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93766 175K MAX 12-01-36                                                                  | CUSIP: 3132LQCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      280120 | PA      | $263682.03     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 BE4703 12-01-36                                                                      | CUSIP: 3140FQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      460360 | PA      | $433085.21     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13556325 | PA      | $11635760.19   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4185203 | PA      | $3742488.02    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1803137.65    | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 2022-2A A 144A 2.33% 06-26-28                                                                | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8300000 | PA      | $8072165.00    | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      100594 | PA      | $104444.66     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 936999 07-01-37                                                                      | CUSIP: 31412WNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      290600 | PA      | $304781.14     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 2022-5A A 144A 3.89% 09-25-28                                                                | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7264000 | PA      | $7214314.24    | 0.01%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 2021-MHC A 144A FRN 04-15-38                                                                   | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      785397 | PA      | $785412.35     | 0.00%             | 2038-04-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 947554 10-01-47                                                                           | CUSIP: 31413KE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      127673 | PA      | $136930.77     | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      250627 | PA      | $234864.00     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                   | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |     6466000 | PA      | $6469814.94    | 0.00%             | 2036-07-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1414000 | PA      | $1425030.61    | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                                               | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27525 | PA      | $28318.27      | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AU3742 08-01-43                                                                      | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1842860 | PA      | $1754828.61    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-288143.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-289527.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1198000 | PA      | $1205503.07    | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A D 144A 10.12% 08-15-29                                                                | CUSIP: 60510MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4048040.00    | 0.00%             | 2029-08-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.5 G04553 09-01-38                                                                          | CUSIP: 3128M6MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      195147 | PA      | $206845.68     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      467720 | PA      | $440849.54     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4791596.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                                       | VENTAS INC (REIT)                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     1491606 | NS      | $110065606.74  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                               | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |     6228667 | PA      | $6215649.21    | 0.00%             | 2032-07-23      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                                            | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14403877 | PA      | $14334882.35   | 0.01%             | 2033-01-20      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 878099 04-01-36                                                                      | CUSIP: 31409TRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      102533 | PA      | $108235.93     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0967 06-01-39                                                                      | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       58011 | PA      | $56097.26      | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     4492000 | NS      | $178512080.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      869127 | NS      | $75587975.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                      | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1554000 | PA      | $1563260.29    | 0.00%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4474410 | PA      | $4206218.51    | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BN1085 01-01-34                                                                      | CUSIP: 3140JHF32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4289 | PA      | $4290.33       | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34600546 | PA      | $29890096.97   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      434018 | NS      | $159722964.18  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     5991682 | NS      | $685208753.52  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7551 01-01-52                                                                      | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    51035743 | PA      | $46023982.37   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                      | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    52972505 | PA      | $47942924.69   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4656012 | PA      | $4260427.60    | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                               | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7820328 | PA      | $7380724.30    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      392519 | NS      | $272764194.27  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1194 02-01-52                                                                      | CUSIP: 3140XGKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10412350 | PA      | $9425634.31    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7153522 | PA      | $6519712.41    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA AFX 144A 1.32% 04-20-62                                                               | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8275999 | PA      | $7744051.12    | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 2021-1 A 144A 2.771% 11-15-46                                                                | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    13689987 | PA      | $13045434.97   | 0.01%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8133338 | PA      | $7079233.30    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                      | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4322756 | PA      | $3939755.40    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 2021-GA A 144A 1.58% 04-15-70                                                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6780808 | PA      | $6165395.22    | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                        | SYNIT 2023-A1 A 5.54% 07-15-29                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6264000 | PA      | $6326395.70    | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4444484 | PA      | $3852256.52    | 0.00%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2252158 | PA      | $2255813.73    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 2023-4 A3 5.73% 04-17-28                                                                     | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      968343 | PA      | $970321.29     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 2023-4 B 5.77% 12-15-28                                                                      | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9527000 | PA      | $9617325.49    | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21929335 | PA      | $20784952.25   | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02849 08-01-41                                                                          | CUSIP: 3132GGEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170739 | PA      | $170915.73     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 2024-1 A3 5.25% 04-17-28                                                                     | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      534825 | PA      | $535515.23     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 2024-1 C 5.45% 03-15-30                                                                      | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      745000 | PA      | $752960.33     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14310630 | PA      | $12410335.96   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02676 08-01-41                                                                          | CUSIP: 3132GF6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142193 | PA      | $141482.12     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                 | SBALT 2024-A A3 144A 5.39% 11-20-26                                                                | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3098306 | PA      | $3108226.76    | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23790839 | PA      | $20483127.38   | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      118570 | PA      | $102678.47     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9063069 | PA      | $8067490.78    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 B1 144A 2.28% 07-15-60                                                                 | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5326555 | PA      | $3759785.95    | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A2 144A 1.99% 07-15-60                                                                 | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5737307 | PA      | $4848104.76    | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07189 03-01-42                                                                          | CUSIP: 3128M9KA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      317685 | PA      | $320861.53     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07221 06-01-42                                                                          | CUSIP: 3128M9LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477086 | PA      | $481660.81     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      300000 | PA      | $240503.10     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4977014.88    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                       | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6854933.40    | 0.00%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+225)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    29067732 | PA      | $29255451.51   | 0.02%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1227553 | PA      | $1043497.05    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW6043 07-01-52                                                                      | CUSIP: 3140MXWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30099 | PA      | $25659.82      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) 8.53217% 01-18-28                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    59189979 | PA      | $58773814.19   | 0.04%             | 2028-01-18      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC TL 1ST LIEN (TSFR3M+475)(FLR 2.0) FRN 12-17-29                                       | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    24790000 | PA      | $25047196.25   | 0.02%             | 2029-12-17      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0292 04-01-52                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      155768 | PA      | $132756.28     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1005 04-01-52                                                                      | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      175684 | PA      | $149396.89     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    20385114 | PA      | $20311217.88   | 0.01%             | 2029-09-27      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 2ND LIEN (TSFR3M+661.448) (FLR 0.5) 10.57909% 06-04-29                            | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |     9000000 | PA      | $8994375.00    | 0.01%             | 2029-06-04      | Variable      | 10.58%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3791932 | PA      | $3223309.22    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998444 | PA      | $848743.10     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 1ST LIEN (TSFR3M+361.448) (FLR 0.5) 7.57909% 06-02-28                             | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    24689023 | PA      | $24710626.15   | 0.02%             | 2028-06-02      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                           | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 15% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      745930 | PA      | $570636.18     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       44537 | PA      | $37958.19      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7066042 | PA      | $6006531.14    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+526.161)(FLR 0.75) 9.10199% 08-02-27                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      566284 | PA      | $567738.51     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    65864700 | PA      | $65568308.85   | 0.05%             | 2031-04-23      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0554 03-01-51                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2171959 | PA      | $1846306.16    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      313868 | PA      | $267639.63     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC TL 2ND LIEN (TSFR3M+475) (FLR 0.5) FRN 11-22-32                              | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     5650000 | PA      | $5730043.55    | 0.00%             | 2032-11-22      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                                        | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     9306385 | PA      | $9399449.09    | 0.01%             | 2029-09-13      | Variable      | 11.29%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4768 09-01-52                                                                      | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       29529 | PA      | $25228.27      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                                      | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      567402 | PA      | $482307.36     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP TL (TSFR3M+300) (FLR 0.5) FRN 04-04-29                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    28354785 | PA      | $28065339.31   | 0.02%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC TL-B 1ST LIEN (TSFR1M+400) (FLR 0.0) FRN 07-30-32                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    27835000 | PA      | $27560129.38   | 0.02%             | 2032-07-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4181579 | PA      | $3554564.08    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1324424 | PA      | $1129623.69    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR1M+275)(FLR 0.0) FRN 02-12-31                              | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4922905 | PA      | $4910159.97    | 0.00%             | 2031-02-12      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+250) (FLR 0.0) FRN 08-15-30                          | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     4447479 | PA      | $4460265.80    | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0957 03-01-52                                                                      | CUSIP: 3133BAB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      168261 | PA      | $143547.52     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1835556 | PA      | $1560317.96    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 08-15-30                          | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     1423440 | PA      | $1427442.27    | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      738727 | PA      | $740296.99     | 0.00%             | 2029-06-04      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2728108 | PA      | $2319036.51    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5192 11-01-53                                                                      | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       64158 | PA      | $66539.09      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-D (TSFR3M+311.448)(FLR 0.00) FRN 12-01-28                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    16849780 | PA      | $16894532.68   | 0.01%             | 2028-12-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+225)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    35383056 | PA      | $35528657.58   | 0.03%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8374 11-01-53                                                                      | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       82863 | PA      | $85862.70      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5649269 | PA      | $5791997.65    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |    32942052 | PA      | $33147939.71   | 0.02%             | 2032-03-07      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                   | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                                              | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3187061 | PA      | $3101300.03    | 0.00%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF0103 09-01-52                                                                      | CUSIP: 3133BMDG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    81405340 | PA      | $81392641.21   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3083 02-01-52                                                                      | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      800404 | PA      | $651583.18     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3328000 | PA      | $3553278.98    | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 2023-5YR4 A3 6.5% 12-15-56                                                                   | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10734474 | PA      | $11314135.73   | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      850934 | PA      | $692590.21     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2283314 | PA      | $2311220.57    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                              | BX 2024-CNYN A 144A FRN 04-15-41                                                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8945384 | PA      | $8958310.04    | 0.01%             | 2041-04-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      201953 | PA      | $201345.76     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3497898 | PA      | $3597829.08    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1174610 | PA      | $1190047.94    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R06                                                                     | CAS 2024-R06 1M2 144A FRN 09-25-44                                                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1098000 | PA      | $1101547.64    | 0.00%             | 2044-09-25      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                     | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      553523 | PA      | $546660.21     | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8148 03-01-54                                                                      | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2341678 | PA      | $2378479.53    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31514 | PA      | $32321.55      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1472300 | PA      | $1499281.75    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      388754 | PA      | $395864.73     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                    | CFMT 2024-RM5 A 144A FRN 10-25-54                                                                  | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |    18228750 | PA      | $17846292.64   | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                    | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |     5896358 | PA      | $5921294.16    | 0.00%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      278733 | PA      | $282085.88     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                      | FARM 2024-1 A1 144A FRN 10-01-53                                                                   | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2829346 | PA      | $2821113.10    | 0.00%             | 2053-10-01      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                              | CIM 2024-R1 A1 144A FRN 06-25-64                                                                   | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2001007 | PA      | $1990157.19    | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                    | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1579304 | PA      | $1593579.40    | 0.00%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15886216 | PA      | $16090131.26   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755                             | FHMS K755 A2 (MF) 5.203% 02-25-31                                                                  | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    21362000 | PA      | $22442468.60   | 0.02%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2331615 | PA      | $2334272.97    | 0.00%             | 2045-01-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                               | COLT 2023-3 A1 144A 7.18% 09-25-68                                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |      945810 | PA      | $958222.54     | 0.00%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1728673 | PA      | $1693316.86    | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1797512 | PA      | $1800749.68    | 0.00%             | 2045-02-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5806969 | PA      | $5780488.96    | 0.00%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 2016-C1 AM 3.539% 05-10-49                                                                   | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $394970.40     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC B 144A 6.8043% 09-12-40                                                                 | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3537000 | PA      | $3645437.35    | 0.00%             | 2040-09-12      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC A 144A 6.3143% 09-12-40                                                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6864000 | PA      | $7094040.10    | 0.01%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC C 144A FRN 09-12-40                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720000 | PA      | $2819957.28    | 0.00%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                   | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10371000 | PA      | $10580494.20   | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH A 144A FRN 10-15-42                                                                   | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5640000 | PA      | $5658392.04    | 0.00%             | 2042-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH D 144A FRN 10-15-42                                                                   | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2623000 | PA      | $2647803.09    | 0.00%             | 2042-10-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                             | ESA 2025-ESH B 144A FRN 10-15-42                                                                   | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1690000 | PA      | $1698110.31    | 0.00%             | 2042-10-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                                           | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32814 | PA      | $34291.49      | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                                              | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3900408 | PA      | $3623182.14    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AB5377 06-01-42                                                                      | CUSIP: 31417B6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9358004 | PA      | $8966979.95    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                                      | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       69627 | PA      | $59184.60      | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4006 06-01-51                                                                      | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      494366 | PA      | $420234.38     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD6848 02-01-52                                                                      | CUSIP: 3133B4TD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1313409 | PA      | $1116368.81    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      199325 | PA      | $201957.30     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8396 01-01-54                                                                      | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      114873 | PA      | $117790.75     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      715228 | PA      | $732709.17     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5247 01-01-54                                                                      | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      126724 | PA      | $129818.67     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7108 09-01-53                                                                      | CUSIP: 3140QS3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8763579 | PA      | $8901929.24    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6666 08-01-53                                                                      | CUSIP: 3140XNMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18014952 | PA      | $18297643.01   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9084 08-01-53                                                                      | CUSIP: 3133CACV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3514132 | PA      | $3565437.82    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG7411 07-01-53                                                                      | CUSIP: 3133C8GU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      910695 | PA      | $924182.06     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9141 08-01-53                                                                      | CUSIP: 3133CAEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1932380 | PA      | $1962886.51    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3612 06-01-53                                                                      | CUSIP: 3140NLAN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      456319 | PA      | $463732.90     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD4571 11-01-53                                                                      | CUSIP: 3132DSCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25837591 | PA      | $26237066.16   | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9008 08-01-53                                                                      | CUSIP: 3133CAAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3238512 | PA      | $3288145.75    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9628 08-01-53                                                                      | CUSIP: 3133CAVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2818801 | PA      | $2859399.77    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7332 10-01-53                                                                      | CUSIP: 3140QTEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17093181 | PA      | $17355150.75   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4581542 | PA      | $4691444.12    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7632262 | PA      | $7837477.98    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4402298 | PA      | $4563255.08    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ0668 01-01-54                                                                      | CUSIP: 3142GQW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6300161 | PA      | $6469560.09    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7617 12-01-53                                                                      | CUSIP: 3140QTPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7381780 | PA      | $7577987.68    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14978341 | PA      | $15517636.03   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       64132 | PA      | $65892.60      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1004 07-01-51                                                                      | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7154814 | PA      | $6081992.75    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2454601 | PA      | $2086629.60    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9233 02-01-51                                                                      | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1869687 | PA      | $1591682.84    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6037 07-01-53                                                                      | CUSIP: 3140XMV78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       39301 | PA      | $33435.38      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1690290 | PA      | $1437226.36    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2097147 | PA      | $1782688.26    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2376619 | PA      | $2020235.60    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1187 04-01-51                                                                      | CUSIP: 3133AKJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1877470 | PA      | $1595948.64    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2277959 | PA      | $1936352.11    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9515 11-01-51                                                                      | CUSIP: 3140XDSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1756352 | PA      | $1498770.35    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999887 | PA      | $1700006.24    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5662 11-01-50                                                                      | CUSIP: 3133ACJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1005380 | PA      | $859382.01     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB1397 07-01-50                                                                      | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2269540 | PA      | $1932606.24    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4179 12-01-50                                                                      | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1860189 | PA      | $1582416.06    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6168 06-01-50                                                                      | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1985171 | PA      | $1690438.71    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3054 07-01-50                                                                      | CUSIP: 3133KJMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1286864 | PA      | $1095804.38    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2106 05-01-51                                                                      | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      257732 | PA      | $220255.40     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS8108 01-01-52                                                                      | CUSIP: 3140XQAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      357697 | PA      | $306208.59     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5799 11-01-50                                                                      | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       56198 | PA      | $47783.95      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4689882 | PA      | $3989593.59    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2558573 | PA      | $2174948.01    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      674366 | PA      | $584511.86     | 0.00%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2591856 | PA      | $2473516.56    | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8426 11-20-52                                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1597541 | PA      | $1524108.67    | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                               | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4519859 | PA      | $3374359.79    | 0.00%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP                  | GSMS 2023-SHIP B 144A FRN 09-10-38                                                                 | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2632000 | PA      | $2629662.78    | 0.00%             | 2038-09-10      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA8799 04-20-53                                                                           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23669136 | PA      | $23225032.32   | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4570802 | PA      | $4482896.38    | 0.00%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                             | GSMS 2024-70P A 144A FRN 03-10-41                                                                  | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3831000 | PA      | $3867114.84    | 0.00%             | 2041-03-10      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                  | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                                             | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1183501 | PA      | $1161634.16    | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                    | GWT 2024-WLF2 A 144A FRN 05-15-41                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19885000 | PA      | $19948075.22   | 0.01%             | 2041-05-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1141925 | PA      | $1154378.00    | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9722 06-20-54                                                                           | CUSIP: 36179YYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1693257 | PA      | $1605358.31    | 0.00%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                             | GCAT 2025-NQM4 A1 144A 5.529% 06-25-70                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2124781 | PA      | $2144834.34    | 0.00%             | 2070-06-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 2021-2 A 144A 1.901% 12-17-26                                                                  | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5268978 | PA      | $5124233.96    | 0.00%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      591000 | PA      | $599028.74     | 0.00%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                  | HOMES 2024-NQM1 A1 144A 5.915% 07-25-69                                                            | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |     3948312 | PA      | $3984810.23    | 0.00%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26828000 | PA      | $27799361.40   | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                            | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7802000 | PA      | $8117333.43    | 0.01%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI E 144A FRN 03-15-42                                                                  | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5388000 | PA      | $5288656.06    | 0.00%             | 2042-03-15      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI C 144A FRN 03-15-42                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      422000 | PA      | $423203.97     | 0.00%             | 2042-03-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10765000 | PA      | $10786024.05   | 0.01%             | 2042-03-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI B 144A FRN 03-15-42                                                                  | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1617000 | PA      | $1620680.29    | 0.00%             | 2042-03-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI D 144A FRN 03-15-42                                                                  | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1901000 | PA      | $1909031.73    | 0.00%             | 2042-03-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5                                     | INDX 2006-AR5 2A1 FRN 05-25-36                                                                     | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      997718 | PA      | $963555.79     | 0.00%             | 2036-05-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     1895751 | PA      | $1923021.81    | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                     | VERUS 2024-5 A2 144A 6.446% 06-25-69                                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     1101168 | PA      | $1115145.53    | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A1 144A 5.799% 07-25-69                                                               | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |     3606491 | PA      | $3638664.09    | 0.00%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A2 144A 6.053% 07-25-69                                                               | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |     1123245 | PA      | $1133165.24    | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A1 144A FRN 10-25-69                                                                  | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |     2828371 | PA      | $2841508.59    | 0.00%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A2 144A 5.618% 10-25-69                                                               | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |     2100889 | PA      | $2110778.25    | 0.00%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENATOR MATERIALS PLC                                                            | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |       53540 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC                                                                               | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     2595110 | NS      | $103967224.63  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA SPA                                                                   | BPER BANCA SPA                                                                                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     2988782 | NS      | $35728364.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO                                                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     2387834 | NS      | $142123879.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 2023-4A A 144A 5.49% 06-20-29                                                                | CUSIP: 05377RGY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12400000 | PA      | $12749977.60   | 0.01%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23741000 | PA      | $24736958.69   | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                        | AESOP 2023-5A A 144A 5.78% 04-20-28                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10793000 | PA      | $10997311.49   | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 2023-8A A 144A 6.02% 02-20-30                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3150000 | PA      | $3303178.20    | 0.00%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 2024-1A B 144A 5.85% 06-20-30                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1507000 | PA      | $1565883.01    | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 2024-1A A 144A 5.36% 06-20-30                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7930000 | PA      | $8188073.92    | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                     | AFFRM 2024-A A 144A 5.61% 02-15-29                                                                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6099000 | PA      | $6119590.22    | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 2024-3A B 144A 5.58% 12-20-30                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1671000 | PA      | $1723663.24    | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 2024-3A A 144A 5.23% 12-20-30                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8251960.00    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-2A                                                                    | ALLEG 2019-2A CR CLO 144A FRN 01-19-33                                                             | CUSIP: 01750HAW2<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-O            | CORP              | US        |     2780000 | PA      | $2789090.60    | 0.00%             | 2033-01-19      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 2024-2 C 144A 6.24% 04-12-30                                                                  | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6289000 | PA      | $6345041.28    | 0.00%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 2024-2 D 144A 6.53% 04-12-30                                                                  | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7281000 | PA      | $7433689.85    | 0.01%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| APID 2019-32A                                                                    | APID 2019-32A A1R CLO 144A FRN 01-20-33                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |     4873826 | PA      | $4879333.60    | 0.00%             | 2033-01-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 2024-3 A 144A 5.76% 11-12-27                                                                  | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338786 | PA      | $338892.80     | 0.00%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 2024-3 C 144A 5.73% 07-12-30                                                                  | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13560000 | PA      | $13702515.60   | 0.01%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 2024-3 B 144A 5.66% 08-14-28                                                                  | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2615000 | PA      | $2622392.61    | 0.00%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 2024-3 D 144A 6.04% 07-12-30                                                                  | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4469000 | PA      | $4558867.12    | 0.00%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                     | AFFRM 2024-B A 144A 4.62% 09-15-29                                                                 | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16219000 | PA      | $16253432.94   | 0.01%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 2024-2A B 144A 5.73% 05-15-29                                                                | CUSIP: 05351KAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8495000 | PA      | $8518802.99    | 0.01%             | 2029-05-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 2024-2A C 144A 6.41% 05-15-29                                                                | CUSIP: 05351KAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5620000 | PA      | $5655878.08    | 0.00%             | 2029-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                                | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15750000 | PA      | $15771656.25   | 0.01%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 D 144A 5.34% 08-12-31                                                                  | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5726000 | PA      | $5748886.82    | 0.00%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 C 144A 4.91% 08-12-31                                                                  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2547000 | PA      | $2555300.67    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 2024-4 A3 4.72% 09-15-28                                                                     | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1509000 | PA      | $1512455.61    | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 2024-4 A2 4.84% 09-15-27                                                                     | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      349215 | PA      | $349342.65     | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2393110.90    | 0.00%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |     3590258 | PA      | $3592914.46    | 0.00%             | 2031-05-17      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 2018-12A BRR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |     4961000 | PA      | $4940213.41    | 0.00%             | 2031-05-17      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                         | BLAST 2025-3 A2 4.73% 02-15-28                                                                     | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1198000 | PA      | $1199877.27    | 0.00%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                   | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                                           | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2463000 | PA      | $2461719.24    | 0.00%             | 2034-04-19      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 2017-1R A 144A 2.741% 08-15-41                                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      174341 | PA      | $173330.91     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 2023-3A C 6.21% 06-15-28                                                                      | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      739383 | PA      | $743364.24     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 2023-3A E 144A 9.98% 01-15-31                                                                 | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1014000 | PA      | $1088893.03    | 0.00%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                          | EFF 2024-1 A3 144A 5.16% 09-20-30                                                                  | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2471000 | PA      | $2517180.52    | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 2024-1A B 5.29% 08-15-28                                                                      | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2318688 | PA      | $2324686.89    | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 2024-1A D 5.84% 06-17-30                                                                      | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5167000 | PA      | $5239622.19    | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 2024-1A C 5.41% 05-15-30                                                                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3191000 | PA      | $3214884.64    | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 2024-2 A4 144A 5.69% 12-20-30                                                                  | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3023000 | PA      | $3121174.95    | 0.00%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 2024-2 A2 144A 5.74% 12-20-26                                                                  | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      852619 | PA      | $856474.07     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 2024-3A C 5.7% 07-16-29                                                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3616000 | PA      | $3654655.04    | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3                                                                       | EFF 2024-3 A2 144A 5.31% 04-20-27                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3516171 | PA      | $3533649.49    | 0.00%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A D 5.81% 12-16-30                                                                      | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2608000 | PA      | $2644060.82    | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A C 5.48% 08-15-30                                                                      | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480000 | PA      | $1491237.64    | 0.00%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                      | EQS 2024-1C A 144A 6.05% 01-20-31                                                                  | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5075273 | PA      | $5107414.41    | 0.00%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 2024-2M A 144A 5.7% 12-20-32                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7902152 | PA      | $7877402.58    | 0.01%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A C 5.09% 05-15-31                                                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6311000 | PA      | $6367451.90    | 0.00%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A D 5.49% 05-15-31                                                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4939000 | PA      | $4980250.53    | 0.00%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                  | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6075661 | PA      | $5980643.70    | 0.00%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                | EDVES 2021-A A 144A 1.8% 11-25-45                                                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      923089 | PA      | $865279.45     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 2023-2 A 144A 5.28% 02-15-36                                                                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13385000 | PA      | $13817616.59   | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                          | FORDL 2024-A A4 5.05% 06-15-27                                                                     | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1053000 | PA      | $1058322.92    | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORDR 2024-1                                                                     | FORDR 2024-1 A 144A FRN 08-15-36                                                                   | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30500000 | PA      | $31213761.00   | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                      | FNMNT 2024-1 A 5.34% 05-15-30                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8016000 | PA      | $8177738.83    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 2024-3 A1 144A 4.3% 09-15-29                                                                 | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5275000 | PA      | $5300800.03    | 0.00%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                    | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      861443 | PA      | $860934.28     | 0.00%             | 2032-10-20      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                      | FNMNT 2025-1 A 4.85% 02-15-30                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7565000 | PA      | $7715021.52    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |     5793000 | PA      | $5802848.10    | 0.00%             | 2036-07-15      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                              | FORDF 2025-2 A1 4.06% 09-15-30                                                                     | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13098000 | PA      | $13137163.02   | 0.01%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1121612 | PA      | $1048829.73    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 B 144A 3.04% 06-18-46                                                                   | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84915 | PA      | $77494.53      | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                                 | GMALT 2023-3 A3 5.38% 11-20-26                                                                     | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241786 | PA      | $241892.43     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 2023-3A C 144A 6.01% 05-15-29                                                                 | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      905000 | PA      | $912893.41     | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 2023-3A D 144A 6.44% 05-15-29                                                                 | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      818000 | PA      | $837383.33     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2                              | GMREV 2023-2 A 144A 5.77% 08-11-36                                                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17961000 | PA      | $18846710.79   | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                    | GMCAR 2024-1 A3 4.85% 12-18-28                                                                     | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4468403 | PA      | $4492997.32    | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 2024-1A B 144A 5.49% 07-17-28                                                                 | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3398747 | PA      | $3409470.19    | 0.00%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 2024-1A D 144A 5.95% 12-17-29                                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1674000 | PA      | $1703219.67    | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 2024-1A C 144A 5.64% 12-17-29                                                                 | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2606000 | PA      | $2636896.74    | 0.00%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                   | GFORT 2024-1A A1 144A 5.13% 03-15-29                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4075000 | PA      | $4134417.58    | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                          | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    42710786 | NS      | $2066552648.39 | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                       | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    10410000 | NS      | $441632477.33  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     4245700 | NS      | $114830681.82  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                                                           | KWEICHOW MOUTAI CO LTD A (SSE NORTH)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       29000 | NS      | $5834173.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 735228 02-01-35                                                                      | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       56735 | PA      | $58958.56      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     6000000 | NS      | $345869447.89  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                                    | MARUBENI CORP                                                                                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |      858200 | NS      | $21095013.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                                 | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      658350 | NS      | $146049517.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     4631100 | NS      | $154620129.71  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                               | MSANDAD INSURANCE GROUP HOLDINGS INC                                                               | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |    19863300 | NS      | $409056039.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC                                                                                        | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |     8012100 | NS      | $224200164.39  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                                 | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      856931 | NS      | $32301171.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     4874540 | NS      | $1062844701.60 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA                                                                                           | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     1294017 | NS      | $66001556.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                           | AGNICO EAGLE MINES LTD                                                                             | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     9830897 | NS      | $1581158422.35 | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     8173030 | NS      | $113359926.10  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     5000000 | NS      | $394800000.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      567155 | NS      | $22102030.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANZ SE                                                                       | ALLIANZ SE                                                                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      619243 | NS      | $248664356.24  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     4502034 | NS      | $1343542006.62 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     2634601 | NS      | $471540886.98  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      640174 | NS      | $155299810.66  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     2993772 | NS      | $372155797.32  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     7381189 | NS      | $320142107.78  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     5226420 | NS      | $860936385.15  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | BARRICK MINING CORP (USD)                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    16415500 | NS      | $538428400.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                                        | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    60301822 | NS      | $141901145.27  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     9670212 | NS      | $516872831.40  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    81296131 | NS      | $2001671070.83 | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEMENT LTD A (USD)                                                            | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |    12146556 | NS      | $656642817.36  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA                                                                                      | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     1341581 | NS      | $19516498.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                                                    | CREDICORP LTD                                                                                      | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | PE        |      300095 | NS      | $78324795.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SER A CV PFD CUMULATIVE DEP SHS (1/20TH 6.00% SER A CV PFD) 10-15-27                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    12628085 | NS      | $817289661.20  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     4136368 | NS      | $211731844.10  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    18146919 | NS      | $365961465.26  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE GLOBAL SA                                                                  | BUNGE GLOBAL SA                                                                                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |     3446797 | NS      | $326066996.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                                                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |    22376603 | NS      | $763409827.49  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    13079995 | NS      | $633202557.95  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      204624 | NS      | $221568913.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      311295 | NS      | $14335134.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA                                                                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      663597 | NS      | $29949021.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                       | BRIXMOR PROPERTY GROUP INC (REIT)                                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     1655326 | NS      | $43303328.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8775000 | PA      | $9371664.90    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39665000 | PA      | $42091427.05   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    22890000 | PA      | $23128765.59   | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    23692996 | NS      | $1851607637.40 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     5785543 | NS      | $912495841.96  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     9713059 | NS      | $570059432.71  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC (NEW)                                                                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     4521627 | NS      | $267454237.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC (USD)                                                                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     5000000 | NS      | $233100000.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA                                                                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     1272302 | NS      | $29773013.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    17028366 | NS      | $1802282257.44 | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AH PARENT INC                                                                    | AH PARENT INC CL A PFD 10.50% PRP PP (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       17970 | NS      | $18550970.10   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MALLINCKRODT PLC                                                                 | MALLINCKRODT PLC PFD (DRS) (NOT LISTED OR TRADING)                                                 | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EP               | CORP              | IE        | 13546405020 | NS      | $1354.64       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                                            | ESSENTIAL PROPERTIES REALTY TRUST INC (REIT)                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      729238 | NS      | $21789631.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG                                                                                | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      211451 | NS      | $21871505.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                     | EVOLUTION AB                                                                                       | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     4550000 | NS      | $304181639.45  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA D WTS @ USD 10.08 06-10-71 (NOT LISTED OR TRADING)           | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |          28 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP                                                                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     7430367 | NS      | $342688526.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP (NEW)                                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     3581262 | NS      | $369980177.22  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                                     | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     1642792 | NS      | $219378443.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A                 | WFNMT 2023-A A 5.02% 03-15-30                                                                      | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17652000 | PA      | $17727815.34   | 0.01%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A D 144A 3.71% 08-20-27                                                                | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4937435.00    | 0.00%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A C 144A 2.13% 08-20-27                                                                | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      551000 | PA      | $541876.54     | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A A 144A 1.38% 08-20-27                                                                | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29959000 | PA      | $29453142.29   | 0.02%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A B 144A 1.63% 08-20-27                                                                | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1699000 | PA      | $1670553.64    | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 2021-2 D 1.29% 06-18-27                                                                      | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7972000 | PA      | $7920811.79    | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                              | AMCAR 2023-1 B 5.57% 03-20-28                                                                      | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5578000 | PA      | $5626868.86    | 0.00%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3414616 | PA      | $3482078.79    | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                    | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14608717 | PA      | $14720108.25   | 0.01%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                 | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1269000 | PA      | $1273610.28    | 0.00%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| APEXC 2021-2A                                                                    | APEXC 2021-2A A2R CLO 144A FRN 10-20-34                                                            | CUSIP: 03755QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      789000 | PA      | $790167.72     | 0.00%             | 2034-10-20      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                    | AFRMT 2025-3A A 144A 4.45% 10-16-34                                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3442000 | PA      | $3436420.52    | 0.00%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                      | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |     4802361 | PA      | $4741409.42    | 0.00%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29                                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1279031.36    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2573377.75    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21307000 | PA      | $20273930.11   | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    11481000 | PA      | $8990461.11    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    27840000 | PA      | $27543782.40   | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    12315000 | PA      | $12321342.23   | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    41075000 | PA      | $38534264.80   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3050000 | PA      | $3016514.05    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    63939000 | PA      | $41824226.25   | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    24109000 | PA      | $23778562.05   | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    20203000 | PA      | $18598396.93   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    24871000 | PA      | $24142876.60   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18363000 | PA      | $16938196.47   | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    16551000 | PA      | $16637892.75   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    95503000 | PA      | $86534217.77   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1571778.56    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    40146000 | PA      | $38276440.93   | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    37027000 | PA      | $37224464.99   | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A SR SEC 1ST LIEN 6.0% 01-15-29                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      900000 | PA      | $891702.00     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4900000 | PA      | $4862809.00    | 0.00%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    20134000 | PA      | $19982954.73   | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    23480000 | PA      | $23321486.52   | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    33580000 | PA      | $32840971.36   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6338581.90    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    32360000 | PA      | $27879110.80   | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                                    | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    28085000 | PA      | $108127.25     | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.75% 01-15-32                                           | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    10985000 | PA      | $10227386.52   | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6000000 | PA      | $5873214.00    | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    20951000 | PA      | $20583330.90   | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                          | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1212900.36    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1407000 | PA      | $1418334.79    | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    62096000 | PA      | $62364565.20   | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    18225000 | PA      | $18774738.90   | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     9555000 | PA      | $9904808.55    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1325000 | PA      | $1371308.75    | 0.00%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                 | VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    15130000 | PA      | $14332770.04   | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    22380000 | PA      | $23254341.84   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    16110000 | PA      | $16313066.55   | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     4276000 | PA      | $4329582.56    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                         | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |      972562 | PA      | $1020132.48    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10953000 | PA      | $11083428.32   | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    22745000 | PA      | $25028575.26   | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    14885000 | PA      | $16806698.16   | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    29555000 | PA      | $31006386.94   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 144A SR UNSEC 5.401% 07-02-37                                           | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      382000 | PA      | $386875.47     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 5.625% 07-15-30                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    10760000 | PA      | $10919194.20   | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15773724.40   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                           | KB FINANCIAL GROUP INC                                                                             | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     1721838 | NS      | $140305601.48  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     8619200 | NS      | $83866754.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                                  | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   125000000 | NS      | $295537864.12  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     4955917 | NS      | $736994417.07  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    30550000 | PA      | $32375240.30   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                      | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1041781.32    | 0.00%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AURA MINERALS INC                                                                | AURA MINERALS INC                                                                                  | CUSIP: N/A<br>LEI: 549300YIRI8PSDM2FV20       | Long             | EC               | CORP              | US        |     1620102 | NS      | $52377897.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                        | AVIVA PLC                                                                                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    18123287 | NS      | $159476467.38  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    14900000 | PA      | $14939368.78   | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8741000 | PA      | $7196902.35    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     9522735 | NS      | $3519888538.05 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA (BEARER)                                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |   100828680 | NS      | $1065017977.49 | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 1.862% 12-01-32                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8550000 | PA      | $7111035.00    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    12800000 | PA      | $7237760.00    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      415639 | NS      | $239931769.14  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     1580000 | NS      | $142547600.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                 | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      152827 | NS      | $276616.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    12133604 | NS      | $617236435.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                             | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      888595 | NS      | $175609404.59  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | CARLYLE GROUP INC/THE                                                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    14424698 | NS      | $769124897.36  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4015000 | PA      | $4454642.50    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25188600 | PA      | $24010840.00   | 0.02%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    31213595 | NS      | $868830416.83  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     4700084 | NS      | $1247825301.16 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12006000 | PA      | $7910815.83    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2773000 | PA      | $1899505.00    | 0.00%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA INC                                                                | CUMULUS MEDIA INC CL A                                                                             | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |      217532 | NS      | $29366.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 2021-1 A 144A 2.868% 05-11-37                                                                 | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10231532 | PA      | $9662494.95    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 2021-1 C 144A 6.171% 05-11-37                                                                 | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12562052 | PA      | $11959123.99   | 0.01%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 2021-1 B 144A 3.464% 05-11-37                                                                 | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6290038 | PA      | $5943469.94    | 0.00%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11924000 | PA      | $8452997.53    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4747000 | PA      | $4242631.25    | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1433000 | PA      | $1453935.27    | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9865000 | PA      | $8234962.64    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 2021-N4 C 1.72% 09-11-28                                                                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136109 | PA      | $132389.09     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 2021-N4 A2 1.8% 09-11-28                                                                     | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      909425 | PA      | $892200.97     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                     | CAALT 2023-3A A 144A 6.39% 08-15-33                                                                | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2902258 | PA      | $2917599.03    | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 2024-A B 144A 5.65% 05-15-28                                                                   | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      246619 | PA      | $247084.22     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 2024-A C 144A 5.74% 04-15-30                                                                   | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      549000 | PA      | $553122.99     | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 2024-A D 144A 6.13% 04-15-30                                                                   | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      197000 | PA      | $200296.99     | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20071000 | PA      | $20329446.24   | 0.01%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       72200 | PA      | $72264.47      | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-1A                                                                    | CHAOT 2024-1A A4 144A 5.05% 10-25-29                                                               | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10983000 | PA      | $11194719.29   | 0.01%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                    | CWHEL 2006-I 2A FRN 01-15-37                                                                       | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      164465 | PA      | $158888.58     | 0.00%             | 2037-01-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 05-15-33                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14742000 | PA      | $14214513.55   | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5113000 | PA      | $4672405.63    | 0.00%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                    | CWHEL 2007-B A FRN 02-15-37                                                                        | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275053 | PA      | $261717.77     | 0.00%             | 2037-02-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 2020-2A A 144A 2.03% 09-15-45                                                                 | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2555031 | PA      | $2405015.19    | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-3A A 144A 2.07% 10-18-45                                                                 | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6598235 | PA      | $6220301.57    | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 2024-1 B 5.31% 01-16-29                                                                      | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1830000 | PA      | $1838419.83    | 0.00%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43266000 | PA      | $43303230.39   | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 07-15-26                                                          | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $4020000.00    | 0.00%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 2024-1 C 5.43% 11-17-31                                                                      | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3253000 | PA      | $3294228.52    | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 2024-1 A3 5.49% 12-15-27                                                                      | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5503396 | PA      | $5551253.03    | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1718000 | PA      | $1754060.82    | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 2024-1A A4 144A 5.38% 09-22-31                                                               | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      844000 | PA      | $874610.19     | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $3026835.90    | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4600000 | PA      | $4652828.24    | 0.00%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 2024-1A A2 144A 5.5% 08-20-27                                                                | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1134292 | PA      | $1139763.83    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 2024-3A D 5.98% 09-16-30                                                                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4746000 | PA      | $4815078.03    | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42316000 | PA      | $43116034.76   | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEXT 2023-1                                                                      | DEXT 2023-1 A2 144A 5.99% 03-15-32                                                                 | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4014010 | PA      | $4032554.62    | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                                      | DEFT 2025-1 A2 144A 4.68% 07-22-27                                                                 | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1505749.50    | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                      | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                                              | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      608311 | PA      | $609623.32     | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                                       | DROCK 2025-1 A 3.97% 07-15-31                                                                      | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7464000 | PA      | $7454968.56    | 0.01%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 2021-2A D 1.4% 04-15-27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2550206 | PA      | $2529627.89    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 2022-3 A2 144A 4.38% 07-20-29                                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      832754 | PA      | $832955.11     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 2022-3 A3 144A 4.29% 07-20-29                                                                  | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3349000 | PA      | $3350651.06    | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 2022-4 A2 144A 5.76% 10-22-29                                                                  | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1568548 | PA      | $1576110.10    | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 2023-3A D 6.68% 04-16-29                                                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1839000 | PA      | $1875645.75    | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 2024-A A2 144A 5.15% 12-15-31                                                                 | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      843784 | PA      | $849323.76     | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                     | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5056025 | PA      | $5114755.50    | 0.00%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A1 144A 4.592% 02-20-26                                                               | CUSIP: 69392HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201791 | PA      | $201887.09     | 0.00%             | 2026-02-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                     | PNFED 2025-A B 144A 4.37% 07-15-31                                                                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329000 | PA      | $327528.38     | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                     | PNFED 2025-A A4 144A 4.19% 05-15-31                                                                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      953000 | PA      | $950755.69     | 0.00%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.668% 07-24-28/27                                                          | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | PA      | $694194.20     | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7395000 | PA      | $7325405.66    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $836584.45     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1725000 | PA      | $1713157.88    | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1294638.80    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                                              | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $5862210.13    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.4% 11-15-25                                                    | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1929457.67    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    58098000 | PA      | $58519152.40   | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    22880000 | PA      | $22700163.20   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    34569000 | PA      | $22702464.80   | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    55580937 | PA      | $50393179.08   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2092 12-01-49                                                                      | CUSIP: 3140X5KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10178905 | PA      | $9552729.00    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                                         | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    52579434 | PA      | $46429901.31   | 0.03%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0167 02-01-57                                                                         | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      704185 | PA      | $628753.94     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 929964 09-01-38                                                                      | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      213085 | PA      | $224845.47     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87873 08-01-39                                                                          | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147668 | PA      | $150991.87     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87892 08-01-39                                                                          | CUSIP: 312934XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      359012 | PA      | $372955.69     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4119 09-01-50                                                                      | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11533231 | PA      | $9462058.96    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 2020-SFR2 A 144A 1.266% 10-19-37                                                               | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6375448 | PA      | $6362556.37    | 0.00%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11750056 | PA      | $9626303.52    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17947942 | PA      | $14805257.61   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4616942 | PA      | $4339722.39    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3134919 | PA      | $2824603.11    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA9302 02-01-51                                                                      | CUSIP: 3140QHKQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9405148 | PA      | $8577758.77    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8968 02-01-51                                                                      | CUSIP: 3140QG6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      619933 | PA      | $557878.31     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 932274 12-01-39                                                                      | CUSIP: 31412QXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3226705 | PA      | $3243245.11    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12491812 | PA      | $10905389.13   | 0.01%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                                      | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   164384408 | PA      | $134450336.28  | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9645932 | PA      | $8445534.12    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD4927 06-01-40                                                                      | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999030 | PA      | $1026755.82    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 2021-8INV A3 144A FRN 09-25-51                                                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5432715 | PA      | $4556401.64    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1565428 | PA      | $1276956.94    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8183 12-01-51                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      171308 | PA      | $146467.28     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8482 08-01-41                                                                      | CUSIP: 3138ANM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27738 | PA      | $28508.39      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI5571 07-01-41                                                                      | CUSIP: 3138AKFM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32335 | PA      | $33231.64      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A96488 01-01-41                                                                          | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12777 | PA      | $13120.27      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      791447 | PA      | $645948.36     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3022 06-01-50                                                                      | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       44752 | PA      | $38306.14      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AC0479 09-01-39                                                                      | CUSIP: 31417JQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      135222 | PA      | $141498.43     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8166 09-01-51                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      766769 | PA      | $626733.23     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      808805 | PA      | $659533.27     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45243482 | PA      | $37075404.47   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      582465 | PA      | $526820.71     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7525 10-01-50                                                                      | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12039528 | PA      | $10484141.60   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.5 AE0443 10-01-39                                                                      | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79726 | PA      | $84635.78      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 945832 08-01-37                                                                      | CUSIP: 31413HHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       50741 | PA      | $53590.25      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3366307 | PA      | $3394442.45    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G04805 12-01-35                                                                          | CUSIP: 3128M6U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1633826 | PA      | $1650112.13    | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26751887 | PA      | $23324194.72   | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AO9140 07-01-42                                                                      | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3013158 | PA      | $2870452.10    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                  | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4453463 | PA      | $4470832.00    | 0.00%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                                   | VZMT 2023-1 A 4.49% 01-22-29                                                                       | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17018000 | PA      | $17030627.36   | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 995674 05-01-38                                                                      | CUSIP: 31416CCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      354928 | PA      | $375282.06     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      135027 | PA      | $132251.32     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                   | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |     1348490 | PA      | $1349460.57    | 0.00%             | 2032-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-3                                                   | VZMT 2023-3 A 144A 4.73% 04-21-31                                                                  | CUSIP: 92348KBP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20266000 | PA      | $20627281.98   | 0.01%             | 2031-04-21      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1099 05-01-52                                                                      | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      127274 | PA      | $109263.54     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD3226 12-01-51                                                                      | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      638581 | PA      | $542822.71     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                                   | VZMT 2024-1 A1A 5.0% 12-20-28                                                                      | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8584000 | PA      | $8594438.14    | 0.01%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 2024-A A3 144A 5.62% 12-15-28                                                                | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      492013 | PA      | $494006.39     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 2024-A B 144A 5.77% 07-15-30                                                                 | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1310697.99    | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-3                                                   | VZMT 2024-3 A1A 5.34% 04-22-30                                                                     | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19500000 | PA      | $19888966.50   | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 2024-1A A2 144A 5.68% 12-12-31                                                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1861030 | PA      | $1895020.11    | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-5                                                                      | VZMT 2024-5 A 144A 5.0% 06-21-32                                                                   | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3127000 | PA      | $3221741.85    | 0.00%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                     | VFET 2024-1A A2 144A 4.56% 05-17-27                                                                | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      673177 | PA      | $674213.69     | 0.00%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                           | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |     4700000 | PA      | $4700752.00    | 0.00%             | 2037-01-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 2025-1A A2 144A 4.41% 11-15-27                                                                | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3263000 | PA      | $3268987.61    | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                   | VZMT 2025-4 A 144A 4.76% 03-21-33                                                                  | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14830000 | PA      | $15244483.67   | 0.01%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                     | VERD 2025-1A A2 144A 4.85% 03-13-28                                                                | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1081000 | PA      | $1085594.25    | 0.00%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-7                                                   | VZMT 2025-7 A1A 3.96% 08-20-31                                                                     | CUSIP: 92348KEN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7611000 | PA      | $7615924.32    | 0.01%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 2022-1A D 144A 3.49% 03-15-27                                                                | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      932172 | PA      | $931057.49     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 2023-3A C 144A 6.02% 09-15-28                                                                | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3579000 | PA      | $3617900.15    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 2023-3A B 144A 5.92% 09-15-28                                                                | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5588000 | PA      | $5607742.40    | 0.00%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 2023-3A D 144A 6.47% 03-15-29                                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1993000 | PA      | $2038643.69    | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $10055125.15   | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    21297000 | PA      | $20939189.10   | 0.02%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                                     | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      765000 | PA      | $762649.92     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    24790000 | PA      | $24809807.21   | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    55605000 | PA      | $53752575.03   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29                                        | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      920000 | PA      | $891987.84     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR SEC 2ND LIEN 7.0% 04-15-30                             | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    21230000 | PA      | $21400795.35   | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     8383000 | PA      | $9170574.47    | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    17750000 | PA      | $19335128.25   | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 144A LIFE SR UNSEC 7.25% 02-15-31                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     7585000 | PA      | $7962057.94    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC                               | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.0% 02-15-31                                        | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6816345.50    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN 8.5% 05-15-29                                      | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11890000 | PA      | $12412054.23   | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    36330000 | PA      | $39275345.76   | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    32120000 | PA      | $33298739.76   | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.625% 02-01-32                                    | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2517851.79    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    18600000 | PA      | $19231730.40   | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10938264.13   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1493605.50    | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                                    | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6954332.00    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2643000 | PA      | $2800240.00    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     9285000 | PA      | $9150042.53    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     6670000 | PA      | $6875069.15    | 0.00%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     5564000 | PA      | $5785753.22    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1175000 | PA      | $1195405.05    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     6357000 | PA      | $6598991.92    | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4095000 | PA      | $4251576.42    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12134000 | PA      | $12559211.76   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     4363000 | PA      | $4704090.61    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.0% 06-15-29                                                                   | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    24810000 | PA      | $25447716.24   | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    39680000 | PA      | $37355069.44   | 0.03%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2829000 | PA      | $3033497.09    | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6625000 | PA      | $6915493.00    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1862989 | PA      | $1610907.61    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1453596 | PA      | $1335548.09    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1179997 | PA      | $1085272.95    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 2022-SFR1 A 144A 4.145% 05-19-39                                                               | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4098226 | PA      | $4081448.19    | 0.00%             | 2039-05-19      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5008663 | PA      | $4519862.18    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      949029 | PA      | $848906.49     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1544285 | PA      | $1375082.35    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 AB2470 03-01-41                                                                      | CUSIP: 31416XW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        9085 | PA      | $9152.48       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4547 02-01-52                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2035610 | PA      | $1661712.90    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4492 12-01-51                                                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1585145 | PA      | $1293725.88    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3422 05-01-41                                                                      | CUSIP: 3138AGYU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30737 | PA      | $31675.67      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4836 06-01-41                                                                      | CUSIP: 3138AJLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       34008 | PA      | $34934.93      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5155 05-01-51                                                                      | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       51564 | PA      | $41871.61      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12478243 | PA      | $10195423.00   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 A 144A 4.81% 03-13-28                                                                  | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273643 | PA      | $273785.38     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                                 | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5777234 | PA      | $5830228.28    | 0.00%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A C 144A 5.14% 10-15-30                                                                | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3143000 | PA      | $3173681.97    | 0.00%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                                              | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7170654 | PA      | $7184364.68    | 0.01%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                    | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                               | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      753000 | PA      | $754990.18     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A A2 144A 4.33% 09-20-33                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      126000 | PA      | $125974.55     | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A C 144A 4.76% 09-20-33                                                                  | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $160084.80     | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A B 144A 4.57% 09-20-33                                                                  | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1052000 | PA      | $1052417.64    | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A A1 144A 4.128% 10-20-26                                                                | CUSIP: 97415CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2706314 | PA      | $2707285.76    | 0.00%             | 2026-10-20      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 2024-1A A3 144A 5.49% 07-15-31                                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5603000 | PA      | $5706022.36    | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CV SR UNSEC PIK 3.875% 11-30-30                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $4018437.50    | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC CV 144A LIFE SR UNSEC 2.875% 01-15-30                                | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $18628750.00   | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC CV 2.875% 10-15-31                                                   | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24882500.00   | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25415000 | PA      | $23802799.48   | 0.02%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    35705000 | PA      | $27210280.63   | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    12175000 | PA      | $12702153.15   | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     2566000 | PA      | $2430589.61    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6737712.25    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                     | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3913193.90    | 0.00%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1555294.53    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5898000 | PA      | $6142731.61    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5093000 | PA      | $5273490.83    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3451000 | PA      | $3541920.05    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.125% 03-15-30                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4967520.85    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.25% 07-15-32                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3045000 | PA      | $3205160.91    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 6.65% 03-15-31                                                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    13930000 | PA      | $14467224.38   | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |    45304512 | PA      | $45525552.77   | 0.03%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.5% 06-15-29                                                        | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     4755000 | PA      | $4916907.75    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.75% 06-15-32                                                       | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7795042.50    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      938000 | PA      | $975578.16     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.05% 07-12-29                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3569000 | PA      | $3676144.95    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7646897.10    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      929000 | PA      | $933823.37     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.35% 02-15-30                                                               | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3269000 | PA      | $3285557.49    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                               | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      911000 | PA      | $917285.90     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      476000 | PA      | $488618.76     | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2692510.15    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    26605000 | PA      | $29451495.56   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2638897.13    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIONS PLC SR UNSEC (B) 9.625% 12-15-30                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     3261000 | PA      | $3990430.26    | 0.00%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 4.625% 10-15-27                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $12753984.00   | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 4.875% 03-15-26                                                                 | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5501584.00    | 0.00%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    26270000 | PA      | $27244117.87   | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                                                | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     5826000 | PA      | $5854978.52    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    77190000 | PA      | $79906702.05   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7696973.90    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    51645000 | PA      | $48464700.90   | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6015000 | PA      | $6011415.06    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    75465000 | PA      | $76291945.47   | 0.06%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    19180000 | PA      | $18351270.56   | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4175432.85    | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS LLC 144A LIFE SR UNSEC 5.5% 05-01-28                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    30400000 | PA      | $30441769.60   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    57407000 | PA      | $58274017.92   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    21447000 | PA      | $19464439.32   | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |    38200000 | PA      | $36966025.40   | 0.03%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    59229000 | PA      | $60111275.18   | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    88550000 | PA      | $77249957.40   | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $15848556.00   | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      680000 | PA      | $680822.12     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.75% 05-15-30                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22025000 | PA      | $23084446.55   | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2192968.82    | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 03-15-31                     | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10275000 | PA      | $10874895.60   | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 36120RAE9<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    35598000 | PA      | $30797431.71   | 0.02%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2061084.03    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7775000 | PA      | $8125870.20    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP 144A LIFE SR SEC 1ST LIEN 10.0% 11-15-29                                      | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      965000 | PA      | $969741.05     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    18170000 | PA      | $18599302.59   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    23110000 | PA      | $24115654.76   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3020895.00    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                                 | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     3664000 | PA      | $3810614.96    | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     5050000 | PA      | $5156358.05    | 0.00%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                                | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    32282000 | PA      | $33024292.31   | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    43925000 | PA      | $44747188.15   | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    30259000 | PA      | $30665953.29   | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 7.875% 09-30-32                              | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    23465000 | PA      | $22916388.30   | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    41358000 | PA      | $41437076.50   | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     6150000 | PA      | $6113518.20    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     6865000 | PA      | $6848372.97    | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2820000 | PA      | $2792400.66    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    11510000 | PA      | $11514040.01   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9185275.20    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     6728000 | PA      | $6738038.18    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    42205000 | PA      | $41502033.52   | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                           | BRIGHTSTAR LOTTERY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                                    | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    38300000 | PA      | $38227996.00   | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                                 | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    11466000 | PA      | $11410114.72   | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $18884472.00   | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SUB 5.576% 07-23-36/35                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1525139.70    | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13000000 | PA      | $13035100.00   | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    12815000 | PA      | $11832614.92   | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                                | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $830902.43     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      276000 | PA      | $241609.57     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      230000 | PA      | $230327.52     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                       | MUELLER WATER PRODUCTS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                        | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $4940649.49    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2502485.66    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $2798727.40    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                              | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2477886.45    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     7795000 | PA      | $7576202.15    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    31235000 | PA      | $31136609.75   | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    86195000 | PA      | $77795038.67   | 0.06%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    14800000 | PA      | $15124845.20   | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1816948.45    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2851841.10    | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2296874.25    | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.85% 03-09-33                                                             | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33920.87      | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     3578000 | PA      | $3712869.13    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2504000 | PA      | $2557137.38    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     5455000 | PA      | $5483764.22    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10134000 | PA      | $10362258.22   | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28                                                         | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2244693.53    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.85% 09-15-54                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2455023.30    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 5.35% 07-01-49                                                                   | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $881276.58     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 144A LIFE SR UNSEC 12.875% 10-01-28                                       | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |     1435000 | PA      | $1193198.20    | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    12980000 | PA      | $12995108.72   | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                        | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.5% 03-15-32                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    25900000 | PA      | $24821731.20   | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                           | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     4500000 | PA      | $4498069.50    | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26                                                        | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      957000 | PA      | $946432.81     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     8162000 | PA      | $8161755.14    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34                                                   | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      930000 | PA      | $930772.83     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     4026000 | PA      | $4578487.98    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    62941000 | PA      | $61099535.16   | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9589000 | PA      | $6357094.67    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      674000 | PA      | $621444.85     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                             | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      450000 | PA      | $435053.70     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $4977335.70    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1239163.49    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6315000 | PA      | $4319655.77    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    18384000 | PA      | $16462724.93   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    55565000 | PA      | $55212328.95   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    72720000 | PA      | $72009525.60   | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    54216000 | PA      | $53890866.65   | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11090000 | PA      | $10912127.49   | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14916000 | PA      | $12851118.46   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8064000 | PA      | $8109319.68    | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    42725000 | PA      | $42622374.55   | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                        | LINDE INC SR UNSEC 1.1% 08-10-30                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3197589.38    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $5009133.27    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 5.375% 11-15-29                                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    15380000 | PA      | $15270971.18   | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 4.0% 12-01-27                                                   | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    19239000 | PA      | $18972578.33   | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.25% 11-15-29                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $3189549.88    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 2023-1A A 144A 5.49% 06-25-27                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      533000 | PA      | $535715.10     | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                    | HAROT 2023-1 A3 5.04% 04-21-27                                                                     | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      846806 | PA      | $849086.54     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-4                                       | HERTZ 2023-4A A 144A 6.15% 03-25-30                                                                | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8275000 | PA      | $8651735.93    | 0.01%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 2022-2A D 144A 5.16% 06-26-28                                                                | CUSIP: 42806MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3583000 | PA      | $3502314.42    | 0.00%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 2023-1A 1D 144A 9.13% 06-25-27                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1008000 | PA      | $1019626.27    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                               | HALST 2024-A A4 144A 5.07% 02-15-28                                                                | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1603000 | PA      | $1611063.09    | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                            | HART 2024-A A3 4.99% 02-15-29                                                                      | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5082000 | PA      | $5127560.13    | 0.00%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10453000 | PA      | $10672941.57   | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 2024-1 A 144A 5.375% 09-15-49                                                                | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5515906 | PA      | $5586680.18    | 0.00%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 2023-3A A 144A 5.94% 02-25-28                                                                | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      281000 | PA      | $285797.23     | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     2343000 | PA      | $2367170.39    | 0.00%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                    | HPEFS 2025-1A A2 144A 4.49% 09-20-32                                                               | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1505434.50    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                    | HPEFS 2025-2A C 144A 4.41% 11-22-32                                                                | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1613000 | PA      | $1612193.50    | 0.00%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                    | HPEFS 2025-2A A3 144A 4.03% 11-22-32                                                               | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2021000 | PA      | $2019241.73    | 0.00%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                    | HPEFS 2025-2A B 144A 4.21% 11-22-32                                                                | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      857000 | PA      | $856528.65     | 0.00%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HFMOT 2025-1A                                                                    | HFMOT 2025-1A A 144A 4.01% 10-15-30                                                                | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20107000 | PA      | $20108005.35   | 0.01%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-A                                                                      | JDOT 2024-A A3 4.96% 11-15-28                                                                      | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4612000 | PA      | $4650030.55    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                            | LADAR 2023-4A A3 144A 6.1% 12-15-27                                                                | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1274819 | PA      | $1277795.58    | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A A2 144A 4.64% 11-15-27                                                               | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1405765 | PA      | $1406670.41    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A C 144A 4.93% 03-15-30                                                                | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      592000 | PA      | $596986.42     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A D 144A 5.18% 02-17-32                                                                | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      671000 | PA      | $677628.14     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A A4 144A 4.6% 12-17-29                                                                | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      888000 | PA      | $895034.74     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1685000 | PA      | $1691092.96    | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 2024-2 B 5.78% 07-16-29                                                                      | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6069000 | PA      | $6148825.56    | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 2024-2 A3 5.63% 11-15-28                                                                     | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7542388 | PA      | $7574352.56    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 2024-B A3 144A 5.56% 11-22-27                                                                | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2382533 | PA      | $2397721.38    | 0.00%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 2024-1A A2I 144A 6.028% 07-30-54                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17154720 | PA      | $17377988.68   | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 2024-1A A2II 144A 6.268% 07-30-54                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17154720 | PA      | $17562075.98   | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 2024-3 A3 5.63% 01-16-29                                                                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      581499 | PA      | $584047.59     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 2024-4 B 4.93% 09-17-29                                                                      | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3599000 | PA      | $3612453.06    | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 2024-4 C 4.95% 04-15-30                                                                      | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4218000 | PA      | $4237466.07    | 0.00%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 2024-4 D 5.32% 12-15-31                                                                      | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5961000 | PA      | $6007114.30    | 0.00%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8289270 | PA      | $8262503.95    | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9786150 | PA      | $9815224.65    | 0.01%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                     | SLAM 2024-1A A 144A 5.335% 09-15-49                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3916950 | PA      | $3975833.79    | 0.00%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 2024-3A A3 144A 4.55% 06-20-30                                                               | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5178000 | PA      | $5202434.98    | 0.00%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 2024-3A A2 144A 4.71% 05-22-28                                                               | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1488119 | PA      | $1489861.22    | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 2024-5 C 4.78% 01-15-31                                                                      | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2657000 | PA      | $2662066.90    | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 2024-5 D 5.14% 02-17-32                                                                      | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5140000 | PA      | $5153405.12    | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A B 144A 5.23% 09-20-34                                                                | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      817000 | PA      | $840677.48     | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A C 144A 5.37% 09-20-34                                                                | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      712000 | PA      | $730985.48     | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A D 144A 5.88% 11-20-35                                                                | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      303000 | PA      | $311684.28     | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                    | SYNIT 2025-A1 A 4.78% 02-15-31                                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6813000 | PA      | $6933194.95    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A                                                                       | SMB 2025-A A1A 144A 5.13% 04-15-54                                                                 | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2005534 | PA      | $2046218.13    | 0.00%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SCCU 2025-1A                                                                     | SCCU 2025-1A A2 144A 4.67% 11-15-28                                                                | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1561000 | PA      | $1564804.16    | 0.00%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                    | SEACO 2025-1H A 144A 6.169% 09-20-45                                                               | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11336302 | PA      | $11361616.17   | 0.01%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 B2 144A 2.6% 07-15-60                                                                  | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      566655 | PA      | $393744.03     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5367111 | PA      | $5118367.07    | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 2020-2A A 144A 2.26% 11-19-40                                                                | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9931234 | PA      | $9495302.75    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 2021-1A A 144A 1.64% 02-18-46                                                                 | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10217423 | PA      | $9485099.84    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 2021-1A B 144A 2.38% 02-18-46                                                                 | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      396812 | PA      | $367589.84     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 2021-1A A1 144A 1.53% 03-15-61                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16768685 | PA      | $14023332.97   | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 2021-1A B1 144A 1.98% 03-15-61                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2847134 | PA      | $2228454.69    | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 2021-1A A 144A 1.86% 04-17-41                                                                | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17308297 | PA      | $16116880.29   | 0.01%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 2020-3A A 144A 2.11% 09-20-45                                                                 | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      979711 | PA      | $933830.74     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 2023-C A4 5.01% 02-15-29                                                                      | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3718000 | PA      | $3775684.77    | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 2023-C A3 5.16% 04-17-28                                                                      | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7072945 | PA      | $7114477.69    | 0.01%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-1                                                     | TMUST 2024-1A A 144A 5.05% 09-20-29                                                                | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12824000 | PA      | $12924206.74   | 0.01%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TIF 2024-1A                                                                      | TIF 2024-1A C 144A 6.31% 04-20-49                                                                  | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236175 | PA      | $238985.95     | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A BRRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4015320.00    | 0.00%             | 2032-01-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |      249373 | PA      | $249564.54     | 0.00%             | 2032-01-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 2025-1A A 144A 4.94% 02-15-29                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1675080 | PA      | $1183576.59    | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                     | TMCL 2025-1H A 144A 6.43% 07-23-50                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6734048 | PA      | $6755812.79    | 0.00%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                              | TPMT 2018-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      377256 | PA      | $374232.87     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 144A LIFE SR UNSEC 4.625% 05-01-30                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     5545000 | PA      | $5383795.76    | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9685000 | PA      | $7427765.48    | 0.01%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8362000 | PA      | $8756627.87    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2034516.00    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9023000 | PA      | $8326704.11    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2401000 | PA      | $2550308.59    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2989618.67    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3551000 | PA      | $3356422.96    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    46065000 | PA      | $49617164.28   | 0.04%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.875% 06-15-28                                                               | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3841000 | PA      | $3925567.30    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    12880000 | PA      | $13372827.44   | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC 144A LIFE SR UNSEC 7.125% 02-01-32                                                  | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13930000 | PA      | $14636446.02   | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                                               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    28919000 | PA      | $29130021.94   | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3869154.90    | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.7% 08-15-35                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3261319.15    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                               | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198553.60     | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 144A LIFE SR UNSEC 4.95% 07-15-29                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    11768000 | PA      | $11704805.84   | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                                | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $385314.00     | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    46200000 | PA      | $44510558.40   | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    22335000 | PA      | $21989522.22   | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1113000 | PA      | $1140096.88    | 0.00%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      830000 | PA      | $839877.91     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84371000 | PA      | $86605515.31   | 0.06%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111005400 | PA      | $111998370.00  | 0.08%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   404056800 | PA      | $405795618.03  | 0.29%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   459537000 | PA      | $463028929.76  | 0.34%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   294254000 | PA      | $297909193.76  | 0.22%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   141000000 | PA      | $142916725.80  | 0.10%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36749000 | PA      | $37854340.10   | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 09-15-28                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11000000 | PA      | $10933950.50   | 0.01%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   202737000 | PA      | $202359017.14  | 0.15%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   226655000 | PA      | $225853117.28  | 0.16%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 09-30-32                                                        | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165281000 | PA      | $165190607.82  | 0.12%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                                          | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   169143000 | PA      | $168687108.87  | 0.12%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                                        | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2989101.60    | 0.00%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 10-31-32                                                         | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1982968.80    | 0.00%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5900000 | PA      | $5894929.54    | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16000000 | PA      | $12642499.20   | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4532000 | PA      | $3431573.75    | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-49                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4051000 | PA      | $2985080.63    | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7784000 | PA      | $5820364.57    | 0.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13986000 | PA      | $14165949.47   | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24603000 | PA      | $24783679.51   | 0.02%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 10-15-26                                                        | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $10082812.00   | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34810000 | PA      | $36637504.11   | 0.03%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    22133775 | NS      | $921207715.50  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 2019-BN19 A3 3.183% 08-15-61                                                                  | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5655487 | PA      | $5344316.45    | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 2020-BN26 A4 2.403% 03-15-63                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3772000 | PA      | $3447389.22    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 2020-B17 A5 2.289% 03-15-53                                                                  | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3146000 | PA      | $2830654.40    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1213396 | PA      | $1242671.22    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      853968 | PA      | $874047.74     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1159333 | PA      | $1173049.85    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      188231 | PA      | $190463.56     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      831604 | PA      | $843082.40     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8448 07-01-54                                                                      | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    24337560 | PA      | $25211449.06   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      118498 | PA      | $122245.57     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5446 08-01-54                                                                      | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      908709 | PA      | $941338.38     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8455 08-01-54                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5749727 | PA      | $5956182.69    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      152028 | PA      | $156859.59     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      300601 | PA      | $308922.93     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      128543 | PA      | $132608.28     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      179958 | PA      | $186185.63     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      231627 | PA      | $239775.18     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      366654 | PA      | $378473.86     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      309265 | PA      | $321123.01     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      321281 | PA      | $329717.30     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      405534 | PA      | $415927.42     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 2024-HULA A 144A FRN 08-15-39                                                                   | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $8034352.00    | 0.01%             | 2039-08-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      635032 | PA      | $643183.61     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11467853 | PA      | $9748076.78    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8761 09-01-51                                                                      | CUSIP: 3140XCWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1910566 | PA      | $1624057.34    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ9058 12-01-50                                                                      | CUSIP: 3140KVB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2030001 | PA      | $1726069.21    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.95% 01-15-42                                         | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     6817000 | PA      | $6599687.67    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      975000 | PA      | $968319.30     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.55% 07-15-27                                                        | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2500424.18    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      239000 | PA      | $223914.32     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 02-01-28                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $38988378.00   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                              | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2292884.28    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSEC 5.0% 04-20-48                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      849000 | PA      | $781256.59     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2116496.01    | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    16525000 | PA      | $17028384.55   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2218169.25    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                                        | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4851000 | PA      | $4547574.80    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                                | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    65526000 | PA      | $65819425.43   | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                   | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    17714484 | PA      | $265717.26     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.625% 01-15-27                                              | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309680.39     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.875% 02-15-30                                              | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7613998.70    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                    | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                             | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    77127000 | PA      | $77454404.12   | 0.06%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL CORP SR UNSEC 2.8% 05-01-30                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      950000 | PA      | $896592.90     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                                             | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1559651.35    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                                       | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    14076000 | PA      | $14051437.38   | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    13220000 | PA      | $13016319.46   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 6.125% 08-01-28                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12771000 | PA      | $12775431.54   | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 1.65% 02-01-28                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5617528.05    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 1.875% 02-01-33                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4323000 | PA      | $3534951.68    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.9% 04-15-30                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5212757.52    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.75% 07-15-27                                       | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    10553000 | PA      | $10490019.70   | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5916000 | PA      | $5895424.15    | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                         | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    16855000 | PA      | $16610973.31   | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 9.0% 11-01-27                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      959000 | PA      | $1130742.52    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-45                                                                 | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1115656.19    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.55% 03-15-35                                                                 | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6677640.00    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    25185000 | PA      | $23274415.53   | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                        | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $2746821.75    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 4.625% 08-01-29                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17155000 | PA      | $16359282.48   | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      855000 | PA      | $777129.17     | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                      | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    18760000 | PA      | $18083101.68   | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    61410000 | PA      | $61957961.43   | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    23230000 | PA      | $22730020.71   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22900000 | PA      | $22428901.20   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.375% 06-15-29                                    | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    17795000 | PA      | $17797170.99   | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     5612000 | PA      | $5326680.31    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9115000 | PA      | $8727065.60    | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9669000 | PA      | $6621795.31    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 4.875% 10-01-29                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    30055000 | PA      | $29987436.36   | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 5.125% 10-01-31                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    15485000 | PA      | $15363860.85   | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1771872.00    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    28430000 | PA      | $27024818.82   | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    35215000 | PA      | $35145379.95   | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     9166000 | PA      | $9026594.31    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    48325000 | PA      | $46979921.95   | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     4555000 | PA      | $4389986.02    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      934000 | PA      | $910679.89     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3249000 | PA      | $2604447.14    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2739000 | PA      | $2374915.69    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 7.125% 08-01-30                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7107227.70    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.75% 04-15-28                         | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14773557.00   | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     7168000 | PA      | $7424478.21    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.6% 03-02-43                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6753000 | PA      | $6859042.36    | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     8387000 | PA      | $8375912.39    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.75% 03-02-63                                                                  | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1847000 | PA      | $1846194.71    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                                     | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1547753.00    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     3981000 | PA      | $4091078.63    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    21147000 | PA      | $21951135.82   | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    14815000 | PA      | $15592891.21   | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5089355.52    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    22590000 | PA      | $22513329.54   | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 2.875% 08-15-30                                                                 | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1409478.84    | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.15% 11-15-25                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      314000 | PA      | $313801.87     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2152518.75    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     3050000 | PA      | $3018707.00    | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2609135.52    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     4508000 | PA      | $3905961.11    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                            | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     8595000 | PA      | $8414539.38    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31780000 | PA      | $31186349.60   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      365000 | PA      | $332429.23     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    11255000 | PA      | $10845655.65   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                         | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                              | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |    36675000 | PA      | $36310267.13   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $3973565.43    | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    17037000 | PA      | $16620172.76   | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     8362000 | PA      | $7849969.65    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 3.125% 09-15-31                                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    20755000 | PA      | $18928290.19   | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $10067307.25   | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      239000 | PA      | $204119.38     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     5534000 | PA      | $5195651.24    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     9739000 | PA      | $9463756.38    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                   | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |     8918487 | PA      | $9037387.86    | 0.01%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                   | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                                              | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |     2077313 | PA      | $2097837.34    | 0.00%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |     1570254 | PA      | $1582378.15    | 0.00%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |    11090918 | PA      | $11197334.99   | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                    | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |     3936048 | PA      | $3966623.49    | 0.00%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                   | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                                            | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |     5686242 | PA      | $5727928.12    | 0.00%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM16                                                                   | OBX 2025-NQM16 A1A 144A 4.905% 08-25-65                                                            | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-CBDO         | CORP              | US        |    12707668 | PA      | $12736895.26   | 0.01%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM18                                                                   | OBX 2025-NQM18 A1A 144A 5.057% 09-25-65                                                            | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-CBDO         | CORP              | US        |     6441000 | PA      | $6487117.56    | 0.00%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM19                                                                   | OBX 2025-NQM19 A1 144A FRN 10-25-65                                                                | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-CBDO         | CORP              | US        |     8938000 | PA      | $8914671.82    | 0.01%             | 2065-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 2022-SFR3 A 144A 3.2% 04-17-39                                                                | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2621061 | PA      | $2574623.42    | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2007-24 P 6.0% 03-25-37                                                                        | CUSIP: 31396P5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      108538 | PA      | $114253.74     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                          | PROG 2024-SFR1 A 144A 3.35% 02-17-41                                                               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4987033 | PA      | $4821353.37    | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                          | PROG 2021-SFR6 A 144A 1.524% 07-17-38                                                              | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5121443 | PA      | $5041783.83    | 0.00%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 D 144A FRN 04-17-41                                                                 | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2709000 | PA      | $2560349.04    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 B 144A FRN 04-17-41                                                                 | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1671000 | PA      | $1601591.67    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 A 144A 3.3% 04-17-41                                                                | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3608267 | PA      | $3475247.83    | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                               | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3581000 | PA      | $3401430.76    | 0.00%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                  | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1712254 | PA      | $1742658.70    | 0.00%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR1                                          | PROG 2025-SFR1 C 144A 3.65% 02-17-42                                                               | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1979000 | PA      | $1877413.97    | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                   | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5120000 | PA      | $4878525.44    | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4                               | SARM 2006-4 6A FRN 05-25-36                                                                        | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914753 | PA      | $516769.56     | 0.00%             | 2036-05-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 2017-1 HA 3.0% 01-25-56                                                                       | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1663711 | PA      | $1585591.65    | 0.00%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 2017-1 MA 3.0% 01-25-56                                                                       | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      258285 | PA      | $243025.10     | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 M45T 4.5% 06-25-57                                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      792599 | PA      | $771273.26     | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 MT 3.5% 06-25-57                                                                       | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      397046 | PA      | $362687.25     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 HT FRN 06-25-57                                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      484222 | PA      | $442863.99     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH1                                               | SEMT 2018-CH1 A1 144A FRN 03-25-48                                                                 | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-CBDO         | CORP              | US        |      102719 | PA      | $96594.25      | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 2018-2 A1 3.5% 11-25-28                                                                       | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1754697 | PA      | $1723718.03    | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 2019-2 MA 3.5% 08-26-58                                                                       | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4715806 | PA      | $4564971.24    | 0.00%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 2019-4 MA 3.0% 02-25-59                                                                       | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3475647 | PA      | $3224795.90    | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 2020-1MW A 144A 2.13% 09-10-39                                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15628000 | PA      | $14933585.45   | 0.01%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 2021-OVA A 144A 2.5854% 07-15-41                                                               | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5645000 | PA      | $5042379.32    | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 2021-MFP A 144A FRN 11-15-38                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8066300 | PA      | $8055724.94    | 0.01%             | 2038-11-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 2022-MINI A 144A FRN 01-15-39                                                                 | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19555000 | PA      | $19536852.96   | 0.01%             | 2039-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |      534554 | PA      | $537629.18     | 0.00%             | 2042-09-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                      | STACR 2020-DNA4 B2 144A FRN 08-25-50                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |     5306000 | PA      | $7122243.80    | 0.01%             | 2050-08-25      | Variable      | 14.30%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                    | STACR 2020-DNA2 B2 144A FRN 02-25-50                                                               | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |     5790000 | PA      | $6454321.44    | 0.00%             | 2050-02-25      | Variable      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                  | STACR 2024-DNA1 A1 144A FRN 02-25-44                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |     3074790 | PA      | $3091707.51    | 0.00%             | 2044-02-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12566000 | PA      | $12556927.35   | 0.01%             | 2039-05-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY B 144A FRN 05-15-39                                                                  | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486000 | PA      | $485482.41     | 0.00%             | 2039-05-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                    | STACR 2020-DNA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |     4360000 | PA      | $4864111.92    | 0.00%             | 2050-01-25      | Variable      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                               | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |     2394713 | PA      | $2402742.15    | 0.00%             | 2044-05-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 2024-DNA2 A1 144A FRN 05-25-44                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    10880009 | PA      | $10937335.44   | 0.01%             | 2044-05-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                   | STAR 2024-SFR4 A 144A FRN 10-17-41                                                                 | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8649866 | PA      | $8685036.58    | 0.01%             | 2041-10-17      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |      714898 | PA      | $715011.87     | 0.00%             | 2044-10-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     1538660 | PA      | $1542331.24    | 0.00%             | 2044-10-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     1142000 | PA      | $1143324.72    | 0.00%             | 2044-10-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1915472 | PA      | $1917506.21    | 0.00%             | 2042-02-17      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA A 144A FRN 02-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15426000 | PA      | $15353235.56   | 0.01%             | 2042-02-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 M1 144A FRN 05-25-45                                                               | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     2163086 | PA      | $2166925.81    | 0.00%             | 2045-05-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     1246591 | PA      | $1251171.11    | 0.00%             | 2045-05-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SCG 2025-SNIP                                                                    | SCG 2025-SNIP A 144A FRN 09-15-42                                                                  | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2914000 | PA      | $2928570.00    | 0.00%             | 2042-09-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                   | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                                               | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8610498 | PA      | $8661042.08    | 0.01%             | 2055-10-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                              | TPMT 2016-2 M1 144A FRN 08-25-55                                                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      793679 | PA      | $784604.79     | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                              | TPMT 2023-1 A1 144A 3.75% 01-25-63                                                                 | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5323638 | PA      | $5175475.59    | 0.00%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 2024-SFR1 B 144A 4.75% 04-17-41                                                                | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      891000 | PA      | $889115.54     | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 2024-SFR1 A 144A 4.65% 04-17-41                                                                | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2705173 | PA      | $2700853.21    | 0.00%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2178660 | PA      | $2201038.88    | 0.00%             | 2065-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 2024-SFR3 B 144A 5.0% 08-17-41                                                                 | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2609000 | PA      | $2615504.24    | 0.00%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 2024-SFR3 A 144A 4.5% 08-17-41                                                                 | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5961965 | PA      | $5934265.94    | 0.00%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13395877 | PA      | $13289112.09   | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                              | TPMT 2016-3 M2 144A FRN 04-25-56                                                                   | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795505 | PA      | $791996.50     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44311330 | PA      | $45317773.24   | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17728041 | PA      | $18359886.11   | 0.01%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43947177 | PA      | $41703322.04   | 0.03%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   643047925 | PA      | $546062793.90  | 0.40%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    76819425 | PA      | $76444623.03   | 0.06%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5108000 | PA      | $5161393.92    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    77951232 | PA      | $79700457.65   | 0.06%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      819547 | PA      | $664797.68     | 0.00%             | 2055-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53300846 | PA      | $49106815.63   | 0.04%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-29                                                        | CUSIP: 167505UE4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      300000 | PA      | $314927.70     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-28                                                        | CUSIP: 167505UD6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      650000 | PA      | $681864.95     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-33                                                        | CUSIP: 167505UJ3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      200000 | PA      | $208974.60     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1194256.56    | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-30                                                        | CUSIP: 167505UF1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      200000 | PA      | $209831.80     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-32                                                        | CUSIP: 167505UH7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      350000 | PA      | $366495.50     | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 07-15-30                                            | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    70148000 | PA      | $72708963.18   | 0.05%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                            | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 7.125% 07-01-33                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5817359.58    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-31                                                        | CUSIP: 167505UG9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      350000 | PA      | $367019.10     | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-28                                                        | CUSIP: 167505VU7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      800000 | PA      | $837308.00     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    25861000 | PA      | $26019036.57   | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      726000 | PA      | $739815.05     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-29                                                        | CUSIP: 167505VV5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      550000 | PA      | $575560.70     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     2903846 | PA      | $3097468.93    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1900720.23    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4111000 | PA      | $4092516.94    | 0.00%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.2% 10-27-28                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7183000 | PA      | $7166910.08    | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    33830000 | PA      | $33700397.27   | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 7.35% 07-01-35                                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      250000 | PA      | $276069.75     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 6.725% 04-01-35                                                                  | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     3461538 | PA      | $3713559.24    | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   136026029 | PA      | $139025131.38  | 0.10%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 4.91% 04-01-27                                                                   | CUSIP: 452152QU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     1100000 | PA      | $1112513.60    | 0.00%             | 2027-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                                 | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    43400000 | PA      | $41661699.80   | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                               | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |    25700000 | PA      | $24110763.40   | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 4.375% 02-01-29                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    21525000 | PA      | $18595490.55   | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2861149.50    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                      | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     7100000 | PA      | $7427381.00    | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2109772.00    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1294051.56    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45895000 | PA      | $44408782.22   | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 4.9% 08-05-52                                                                  | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7735293.00    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     8332000 | PA      | $9847299.18    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 144A LIFE SR UNSEC 8.1% 12-15-96                                          | CUSIP: 465077AE5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     4905000 | PA      | $6641203.23    | 0.00%             | 2096-12-15      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.2% 02-10-33                                                                  | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16301280.00   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 6.75% 05-15-28                                         | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    16310000 | PA      | $15396036.53   | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    37505000 | PA      | $38981309.32   | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1868296.39    | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4082020.00    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 7.125% 04-30-31                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     5998000 | PA      | $6298817.69    | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4835000 | PA      | $5001454.55    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7515000 | PA      | $7616940.98    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5241522.00    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4495585.80    | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12034000 | PA      | $12689973.34   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    36875000 | PA      | $38495287.50   | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4475177.53    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3164947.95    | 0.00%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5707000 | PA      | $5677831.52    | 0.00%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11374000 | PA      | $11297930.69   | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    16464000 | PA      | $16543175.38   | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.6% 11-15-32                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     8346000 | PA      | $8390400.72    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10858000 | PA      | $10771668.04   | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                         | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11162000 | PA      | $11078753.80   | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     2303000 | PA      | $2042431.67    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.65% 12-01-44                                                              | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $392659.20     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   162821000 | PA      | $156784411.43  | 0.11%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      215000 | PA      | $189402.10     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     4482000 | PA      | $3948373.08    | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      770000 | PA      | $755486.27     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3617000 | PA      | $3638593.49    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    17080000 | PA      | $13984540.36   | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                              | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     2380000 | PA      | $2374871.10    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    16909000 | PA      | $16773626.55   | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $937217.28     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    25995000 | PA      | $25337950.38   | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                        | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.75% 07-21-28                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |    11330000 | PA      | $11303533.12   | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 1.75% 03-01-26                                                                    | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1933719.45    | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.979% 09-08-31/30                                             | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3350000 | PA      | $2996380.70    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                             | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    57263000 | PA      | $57437022.26   | 0.04%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    23240000 | PA      | $24396329.44   | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    13352000 | PA      | $14456797.89   | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10044000 | PA      | $10223225.14   | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 02-15-33                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    24030000 | PA      | $24883617.69   | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 03-01-55                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1475928.50    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    13521000 | PA      | $13905645.41   | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      814000 | PA      | $850686.17     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    21167000 | PA      | $21185859.80   | 0.02%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 05-15-32                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    32290000 | PA      | $33707014.36   | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10164000 | PA      | $10664211.10   | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                                   | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1340323.63    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY 2L TRUST ESCROW 0.0% 08-27-30                                                           | CUSIP: 702ESCAK0<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |    31139408 | PA      | $622788.16     | 0.00%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.05% 10-15-32                                         | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    17952000 | PA      | $17992499.71   | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                           | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3712215.08    | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    21350000 | PA      | $21241883.60   | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      899116 | PA      | $885954.45     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1310869 | PA      | $1238772.36    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT B 144A FRN 09-15-36                                                                   | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213499 | PA      | $213418.44     | 0.00%             | 2036-09-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT A 144A FRN 09-15-36                                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7386346 | PA      | $7383213.85    | 0.01%             | 2036-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 2021-SDMF A 144A FRN 09-15-34                                                                   | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9208307 | PA      | $9170378.02    | 0.01%             | 2034-09-15      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA B 144A FRN 10-15-36                                                                   | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9946000 | PA      | $9934074.75    | 0.01%             | 2036-10-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA A 144A FRN 10-15-36                                                                   | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11621000 | PA      | $11606020.53   | 0.01%             | 2036-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT A 144A FRN 11-15-38                                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8197943 | PA      | $8189941.42    | 0.01%             | 2038-11-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                           | BX 2022-AHP A 144A FRN 01-17-39                                                                    | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12167000 | PA      | $12155672.52   | 0.01%             | 2039-01-17      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 2022-IND A 144A FRN 04-15-37                                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5155408 | PA      | $5161393.81    | 0.00%             | 2037-04-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                         | BBCMS 2022-C16 A5 FRN 06-15-55                                                                     | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $775921.38     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                      | BMO 2022-C2 A5 FRN 07-15-54                                                                        | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3460000 | PA      | $3514007.14    | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                               | BANK 2022-BNK43 A5 4.399% 08-15-55                                                                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2230000 | PA      | $2191090.96    | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5 5.203% 02-15-56                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135000 | PA      | $1166444.04    | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                         | BBCMS 2023-C19 A5 5.451% 04-15-56                                                                  | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5296000 | PA      | $5524209.94    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                     | BMO 2023-C5 A5 5.7653% 06-15-56                                                                    | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1961527 | PA      | $2069487.48    | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                   | BBCMS 2023-C21 A5 FRN 09-15-56                                                                     | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3452595.20    | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 A3 FRN 12-15-57                                                                   | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6459000 | PA      | $6805441.38    | 0.00%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 AS FRN 12-15-57                                                                   | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3040000 | PA      | $3173449.92    | 0.00%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 A3 FRN 12-15-57                                                                       | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11120000 | PA      | $11591610.32   | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5117558 | PA      | $4688578.43    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 950991 10-01-37                                                                      | CUSIP: 31413N7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      210106 | PA      | $220880.00     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7503 08-01-49                                                                      | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2680234 | PA      | $2518677.39    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   124614000 | PA      | $118058431.30  | 0.09%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   149996000 | PA      | $147733310.34  | 0.11%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    56065000 | PA      | $52213502.70   | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    34840000 | PA      | $29360225.44   | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.95% 04-01-41                                                             | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $13478512.50   | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      601000 | PA      | $528317.46     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4832310.00    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                      | ENVIRI CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    10085000 | PA      | $10015282.40   | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    30822000 | PA      | $26667625.91   | 0.02%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIES LP SR UNSEC 3.25% 01-15-30                                               | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $2855299.20    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                                          | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    30661000 | PA      | $30635888.64   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.125% 06-15-28                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14435000 | PA      | $14412091.66   | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    19500000 | PA      | $19196989.50   | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    23275000 | PA      | $23616327.88   | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    77180000 | PA      | $77105366.94   | 0.06%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2289470.79    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    22520000 | PA      | $21418907.12   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8950770.00    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1384567.83    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    25185000 | PA      | $23940130.64   | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    62975000 | PA      | $60572692.68   | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    88270000 | PA      | $83292542.97   | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     3490000 | PA      | $3461053.94    | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.135% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-258970.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.105% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-85402.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2155% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $127282.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2015% 09-18-25/02-28-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $691951.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.115% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-77065.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.8475% 09-18-25/11-15-52 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $524461.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2385% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $229762.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.03% 09-17-25/01-02-31                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-296524.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.4245% 09-22-25/08-15-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $286883.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.583% 09-22-25/05-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $258892.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.473% 10-02-25/10-02-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $357130.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    74081914 | NS      | $568482643.45  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE                                                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     6788944 | NS      | $108116435.19  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      440000 | NS      | $51493200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     3795216 | NS      | $373449254.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     1750000 | NS      | $140980000.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      484503 | NS      | $70781043.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA                                                                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     1000000 | NS      | $97971253.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| SANOFI                                                                           | SANOFI                                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    12484389 | NS      | $1263058812.65 | 0.92%             |  |  |  | No            |                  2 | On Loan: —       |
| NORDNET AB                                                                       | NORDNET AB                                                                                         | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     6000000 | NS      | $173604610.40  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    15701806 | NS      | $1269805051.22 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | SOUTHERN COPPER CORP                                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     3813987 | NS      | $529381395.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDOZ GROUP AG                                                                  | SANDOZ GROUP AG                                                                                    | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |      167000 | NS      | $11115139.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB A                                                                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     3739101 | NS      | $71372924.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (AMSTERDAM)                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      458998 | NS      | $17174140.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    15634647 | NS      | $584114311.95  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG                                                                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      542137 | NS      | $153422827.06  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB LTD                                                                          | SLB LTD                                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    12266388 | NS      | $442325951.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    10503767 | NS      | $987774248.68  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                         | SIMON PROPERTY GROUP INC (REIT)                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     3207729 | NS      | $563790449.04  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA                                                                                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |     2564660 | NS      | $15809756.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                              | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   175434500 | NS      | $572050074.37  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | SEAGATE TECHNOLOGY HOLDINGS PLC                                                                    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |      287573 | NS      | $73584179.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                               | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |     9325047 | NS      | $344280735.24  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | SKYWORKS SOLUTIONS INC                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      225716 | NS      | $17542647.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    11083201 | NS      | $824368490.38  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     8133138 | NS      | $604129490.64  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    37463018 | NS      | $927209695.50  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     1633848 | NS      | $151490386.56  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                                                | TALEN ENERGY CORP                                                                                  | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      175287 | NS      | $70076236.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                                              | TOURMALINE OIL CORP                                                                                | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |     8796534 | NS      | $386908261.71  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     2668721 | NS      | $133916497.79  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     1471300 | NS      | $442022659.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                                  | TYSON FOODS INC CL A                                                                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      577683 | NS      | $29698683.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     2456700 | NS      | $152985529.16  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     1678152 | NS      | $270954421.92  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                          | UDR INC (REIT)                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     3826358 | NS      | $128910001.02  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        2126 | NC      | $-2062311.41   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 10YR FUT IKZ5 12-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        1214 | NC      | $2255067.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         200 | NC      | $-73363.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       24822 | NC      | $-8919056.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       20119 | NC      | $-5874568.11   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         432 | NC      | $174860.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        5011 | NC      | $-1561415.79   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        5039 | NC      | $9599741.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        3204 | NC      | $-215221.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                     | UNILEVER PLC                                                                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     4000000 | NS      | $240008918.55  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     3306598 | NS      | $1129401612.88 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     1115362 | NS      | $245792323.94  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     1000000 | NS      | $96420000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     4744941 | NS      | $57557198.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMET OYJ                                                                       | VALMET OYJ                                                                                         | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |     2850000 | NS      | $92845831.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    13457755 | NS      | $403598072.45  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA                                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     1401380 | NS      | $46294700.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| EMERA INC                                                                        | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    35774000 | PA      | $36058832.59   | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                       | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    78221000 | PA      | $35851030.93   | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 4.7% 11-01-42                                            | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    33265000 | PA      | $29665460.88   | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3589534.10    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                           | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61943.70      | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    13743000 | PA      | $13648379.45   | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     4560000 | PA      | $4515754.32    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $271888.40     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                            | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    21085000 | PA      | $20422825.58   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                           | ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 4.375% 03-31-29                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    17615000 | PA      | $16928561.07   | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 144A LIFE SR UNSEC 3.625% 05-01-29                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $28644990.00   | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    13335000 | PA      | $13137335.30   | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1949000 | PA      | $1694690.58    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     8455000 | PA      | $8576735.09    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4144693.80    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26                                          | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8571000 | PA      | $8582228.01    | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    65810000 | PA      | $71319086.72   | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1187041.39    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    16535000 | PA      | $16680342.65   | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     9314000 | PA      | $9381107.37    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5121000 | PA      | $5577270.86    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    16931000 | PA      | $18369627.07   | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15815000 | PA      | $16755423.16   | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                     | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     5433000 | PA      | $5330218.51    | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28                                                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    14275000 | PA      | $14160914.20   | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 4.75% 10-15-30                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    18529000 | PA      | $13197873.18   | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5834977.50    | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.625% 10-01-29                                                         | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2507000 | PA      | $2361634.11    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.875% 10-01-31                                                         | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1529275.78    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    61198000 | PA      | $42555987.64   | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 3.75% 02-01-30                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     5740000 | PA      | $5396363.42    | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                          | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                                | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2468750.00    | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                       | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8635000 | PA      | $8011017.63    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                       | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35920000 | PA      | $34390167.20   | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17159852.50   | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    31359000 | PA      | $33072832.07   | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.85% 04-06-30                                            | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10852000 | PA      | $11391105.66   | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     7353000 | PA      | $7729304.48    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     3059000 | PA      | $3100856.30    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                         | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    15025000 | PA      | $15973528.25   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    28935000 | PA      | $30249256.64   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                            | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7690000 | PA      | $8045908.58    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                        | HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |     9445000 | PA      | $9757846.74    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                          | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    26210000 | PA      | $27038078.74   | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2916000 | PA      | $2794741.06    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6292000 | PA      | $6500479.13    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8309175.00    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    12573000 | PA      | $12770773.29   | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7781000 | PA      | $7837505.62    | 0.01%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    39065000 | PA      | $42067184.32   | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18553176.00   | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5259360.25    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    29241000 | PA      | $30215865.70   | 0.02%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    10618000 | PA      | $10863265.18   | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    23992000 | PA      | $25062834.94   | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     7086000 | PA      | $7213051.98    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25200150.00   | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    18605000 | PA      | $19485742.10   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $8377239.92    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8528990.60    | 0.01%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.125% 04-13-27                                                     | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    14490000 | PA      | $14122243.80   | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $27687056.25   | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     8961000 | PA      | $9222132.50    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3982000 | PA      | $4117364.11    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $3059347.65    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3384000 | PA      | $2751466.10    | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    11406000 | PA      | $11576109.08   | 0.01%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                                           | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     9959000 | PA      | $10186453.60   | 0.01%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8323000 | PA      | $9245479.71    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2363677.23    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13578298.80   | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $6925641.84    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.75% 09-15-33                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    31890000 | PA      | $32507868.75   | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2338000 | PA      | $2333284.25    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $3512008.70    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $6938842.82    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                           | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1041164.32    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6495000 | PA      | $6506502.65    | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    13290000 | PA      | $13840843.92   | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 3.625% 03-01-29                                             | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     6645000 | PA      | $6389014.67    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    38252557 | PA      | $37334457.38   | 0.03%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15404310.00   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.203% 09-09-29                                              | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     6953000 | PA      | $6994912.68    | 0.01%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     3703000 | PA      | $3717534.28    | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    14970000 | PA      | $15233187.57   | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $5599960.00    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6838000 | PA      | $7078342.02    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     2899000 | PA      | $3000093.93    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    17660000 | PA      | $18240166.32   | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-15-32                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    65015000 | PA      | $67694398.18   | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      559000 | PA      | $562877.22     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                               | SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    34980000 | PA      | $36443633.16   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     9665000 | PA      | $9830281.17    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 7.25% 04-01-29                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    17565000 | PA      | $18521660.16   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                    | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     5755000 | PA      | $5261503.00    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     1477000 | PA      | $1436671.99    | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9188082.00    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                   | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    25070143 | PA      | $25779778.33   | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6362000 | PA      | $6509706.55    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.375% 05-31-33                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    25665000 | PA      | $26225318.28   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 5.1% 05-23-35                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8514981.75    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    31820000 | PA      | $32923994.90   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    22170000 | PA      | $23157518.31   | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR SEC 1ST LIEN 8.25% 07-15-30                              | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     6750000 | PA      | $6999203.25    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | TIDEWATER INC 144A LIFE SR UNSEC 9.125% 07-15-30                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4438175.72    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     4180000 | PA      | $4328929.22    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    16803000 | PA      | $17103084.78   | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                        | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3337606 | PA      | $3337605.72    | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2720022.27    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    30725000 | PA      | $31862531.68   | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 144A LIFE SR UNSEC 5.625% 01-31-34                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    13320000 | PA      | $13384015.92   | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 144A LIFE SR SEC 1ST LIEN 9.125% 09-30-30                                               | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $917856.45     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 7.875% 10-15-32                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     2435000 | PA      | $2510019.92    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 11-15-35                                                           | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1572656.68    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                                  | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4572000 | PA      | $4504224.67    | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | TRUIST BANK SR UNSEC 4.136% 10-23-29/28                                                            | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7969576.00    | 0.01%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                    | VOLTAGRID LLC 144A LIFE SR SEC 2ND LIEN 7.375% 11-01-30                                            | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $3068296.16    | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6742548.00    | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    37720000 | PA      | $37590431.80   | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25                         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2075002.08    | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    95464000 | PA      | $95456744.74   | 0.07%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP SR UNSEC 4.0% 04-01-29                                                          | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4961800.00    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    27508000 | PA      | $26723774.43   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3243916.00    | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    28499000 | PA      | $26021866.92   | 0.02%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VM FUND                                                                          | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                         | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11535686 | PA      | $11362650.71   | 0.01%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4318000 | PA      | $3922885.73    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6681680.00    | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $1966935.00    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $19244156.40   | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    40865000 | PA      | $37812711.42   | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      501000 | PA      | $362468.99     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                              | VIAVI SOLUTIONS INC 144A LIFE SR UNSEC 3.75% 10-01-29                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4412634.33    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     7346000 | PA      | $4951718.22    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1678530.30    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1418 10-01-54                                                                      | CUSIP: 31427NSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      616530 | PA      | $631137.85     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY0236 04-01-55                                                                      | CUSIP: 31426JHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7688248 | PA      | $7866015.94    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1416 04-01-55                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12273809 | PA      | $12556978.47   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE2033 06-01-55                                                                      | CUSIP: 3140BEHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       38086 | PA      | $38979.26      | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0027 07-01-55                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    80718845 | PA      | $81587379.41   | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0056 10-01-55                                                                      | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16005435 | PA      | $16177669.73   | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SL2621 07-01-52                                                                      | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11266926 | PA      | $9577427.88    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FA2839 07-01-52                                                                      | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9264302 | PA      | $7876565.00    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FP0128 06-01-54                                                                      | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4393890 | PA      | $4551881.04    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2842 07-01-55                                                                      | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22997673 | PA      | $23837042.11   | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2843 03-01-55                                                                      | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6681295 | PA      | $6928329.01    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5875 11-01-55                                                                      | CUSIP: 31418FQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      114921 | PA      | $106023.70     | 0.00%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5849 10-01-55                                                                      | CUSIP: 31418FQB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      861516 | PA      | $794816.13     | 0.00%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RQ0068 10-01-55                                                                      | CUSIP: 3142J6CE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      136100 | PA      | $125562.64     | 0.00%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD6647 07-01-52                                                                      | CUSIP: 3132DUL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      279933 | PA      | $258476.03     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS3955 08-01-52                                                                      | CUSIP: 3140XKMD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      402305 | PA      | $371252.27     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB4370 07-01-52                                                                      | CUSIP: 3140QP2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      161448 | PA      | $149135.54     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-50 BA 7.0% 10-25-41                                                                       | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       43696 | PA      | $44726.30      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNGT 2001-T10 A1 7.0% 12-25-41                                                                     | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       68575 | PA      | $70125.04      | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL2745 03-01-42                                                                      | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      599917 | PA      | $587594.53     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                      | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      139230 | PA      | $136355.66     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890407 02-01-42                                                                      | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      207876 | PA      | $203692.13     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                      | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77083 | PA      | $75555.91      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4189 12-01-41                                                                      | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       83400 | PA      | $81678.38      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4154 11-01-41                                                                      | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77285 | PA      | $75689.14      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                      | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       26052 | PA      | $25643.17      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                                      | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      678179 | PA      | $664173.77     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    19453000 | PA      | $19166068.25   | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    80110000 | PA      | $60258421.56   | 0.04%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   167996000 | PA      | $174590178.99  | 0.13%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                          | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    19703250 | PA      | $19703250.00   | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29                                               | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     9385000 | PA      | $9534803.37    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     4504000 | PA      | $4441574.56    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    30565000 | PA      | $29914546.24   | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $12018131.40   | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 04-15-29                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4459415.75    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9725000 | PA      | $9290934.35    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |     7222000 | PA      | $6540893.18    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    47053000 | PA      | $47103958.40   | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   126860000 | PA      | $127747385.70  | 0.09%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9258391.80    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9261000 | PA      | $9484662.41    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7505626.40    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7524912.75    | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     6058000 | PA      | $6236801.87    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     8278000 | PA      | $8395704.88    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                             | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    25298000 | PA      | $26882236.65   | 0.02%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9877000 | PA      | $10283981.79   | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11177000 | PA      | $11573627.02   | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    44300000 | PA      | $46808841.90   | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                      | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 6.25% 10-01-33                                      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    17450000 | PA      | $17528856.55   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 2.375% 07-22-26                                                                | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4946880.00    | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $602458.20     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.25% 01-15-30                                           | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6840000 | PA      | $6893105.76    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30                                                          | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1800640.12    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     9000000 | PA      | $8125650.00    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     7531000 | PA      | $6674815.67    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $3940831.20    | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     6685000 | PA      | $7157128.13    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     8425000 | PA      | $8943811.50    | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     1505000 | PA      | $1465945.25    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                               | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |     7941000 | PA      | $7648024.75    | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |     7941000 | PA      | $6293401.32    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1110000 | PA      | $1110562.77    | 0.00%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6385% 10-02-25/10-02-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $237168.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.4805% 10-02-25/10-02-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $88134.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2008301 | PA      | $1796423.62    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 SC0149 03-01-41                                                                      | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23821358 | PA      | $20653617.98   | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      333740 | PA      | $298878.36     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      333889 | PA      | $299114.93     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1679322 | PA      | $1684247.04    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2556800 | PA      | $2564825.48    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      861911 | PA      | $861688.05     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      659549 | PA      | $629167.12     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2552741 | PA      | $2272651.41    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2232143 | PA      | $1987228.08    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1650105 | PA      | $1475530.43    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2650395 | PA      | $2371066.82    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1597132 | PA      | $1428628.02    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1415238 | PA      | $1259516.43    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1707800 | PA      | $1527616.67    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       91971 | PA      | $90070.32      | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90511 | PA      | $88668.73      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      219122 | PA      | $215485.69     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      206981 | PA      | $203592.00     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      929699 | PA      | $910971.15     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3446723 | PA      | $3379425.33    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5105 08-01-53                                                                      | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21049980 | PA      | $20584606.94   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18539479 | PA      | $18141102.30   | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4548 09-01-52                                                                      | CUSIP: 3140QQBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4299120 | PA      | $4096416.18    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4892101 | PA      | $4666017.49    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 ZT2265 08-01-48                                                                      | CUSIP: 3132AEQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3532604 | PA      | $3418179.18    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1068602 | PA      | $1095703.57    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW9347 09-01-52                                                                      | CUSIP: 3140N2L58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30267351 | PA      | $29657645.41   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC5857 08-01-51                                                                      | CUSIP: 3133AQQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1199349 | PA      | $1064295.90    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1710407 | PA      | $1453895.90    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3101 03-01-52                                                                      | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1236039 | PA      | $1006689.12    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1394 08-01-51                                                                      | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19056028 | PA      | $16198652.42   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2188173 | PA      | $2264524.52    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1430060 | PA      | $1464945.00    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8263176 | PA      | $8459087.72    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1619298 | PA      | $1668806.75    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1118074 | PA      | $1133857.52    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1102133 | PA      | $1119440.42    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1917292 | PA      | $1969920.03    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      541261 | PA      | $549761.01     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      781286 | PA      | $801707.52     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3180590 | PA      | $3305934.02    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1049587 | PA      | $1086628.41    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2331568 | PA      | $2402263.65    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1525481 | PA      | $1570758.47    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.475% 10-16-25/10-16-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5960.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.51625% 10-16-25/10-16-55 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $25346.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.8185% 10-24-25/10-24-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1093144.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.237% 10-24-25/10-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $673435.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.34% 10-24-25/10-24-32 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $696816.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.504% 10-24-25/10-24-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $704565.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.66593% 11-03-25/11-03-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $39122.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.50061% 11-03-25/11-03-32 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $32895.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     2181865 | NS      | $243769024.63  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                       | NATIONAL BANK OF GREECE SA                                                                         | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |     8041354 | NS      | $118037909.84  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     3718769 | NS      | $302707796.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                     | NEWMONT CORP                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     4138953 | NS      | $335131024.41  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    15800358 | NS      | $1509396182.63 | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    68240929 | NS      | $1020708905.98 | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE INC CL B                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     2080914 | NS      | $134406235.26  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS CL B                                                                               | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     6305183 | NS      | $311079150.34  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORPORATION                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      818000 | NS      | $231804840.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                      | NORTHERN STAR RESOURCES LTD                                                                        | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     4207456 | NS      | $67462285.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC ADR                                                                                    | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     1198161 | NS      | $167862356.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    22630000 | PA      | $21555075.00   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    11685000 | PA      | $11013112.50   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   296697902 | PA      | $72600196.43   | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     5539000 | PA      | $5667421.72    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 144A LIFE SR UNSEC 8.5% 06-01-28                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    11130000 | PA      | $11446281.21   | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    42110000 | PA      | $43557573.36   | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    42905000 | PA      | $44924752.88   | 0.03%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    41940000 | PA      | $44322443.64   | 0.03%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    61170000 | PA      | $65105800.14   | 0.05%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 7.875% 10-15-33                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    21455000 | PA      | $20915471.12   | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    36875000 | PA      | $36585125.63   | 0.03%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 7.125% 04-01-36                                                         | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3173808.96    | 0.00%             | 2036-04-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     6754000 | PA      | $6815947.69    | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    13410000 | PA      | $13449210.84   | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP SR UNSEC 3.25% 01-15-28                                                      | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     7495000 | PA      | $7382027.87    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17297458 | PA      | $17578731.80   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5328 04-01-54                                                                      | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1538 | PA      | $1574.67       | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3221086 | PA      | $2622939.99    | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1560945 | PA      | $1271980.98    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1775684 | PA      | $1797205.28    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7823 07-01-53                                                                      | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5485056 | PA      | $4473403.29    | 0.00%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2691241 | PA      | $2194098.61    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1742 03-01-52                                                                      | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1203718 | PA      | $982066.73     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3078736 | PA      | $3139063.91    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD1841 11-01-51                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1994680 | PA      | $1624628.86    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1583872 | PA      | $1288120.63    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN7443 03-01-50                                                                      | CUSIP: 3140JQHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       53604 | PA      | $45894.43      | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7428 09-01-51                                                                      | CUSIP: 3140KTHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1128754 | PA      | $963009.98     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3771 10-01-50                                                                      | CUSIP: 3133KKFL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7122310 | PA      | $6056028.54    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2803507 | PA      | $2383129.15    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3069177 | PA      | $2608993.47    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1790186 | PA      | $1523980.37    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7919456 | PA      | $6731949.12    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6136 10-01-51                                                                      | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1332725 | PA      | $1132885.86    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD4816 01-01-54                                                                      | CUSIP: 3132DSK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      111865 | PA      | $95091.25      | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5493 07-01-52                                                                      | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      107721 | PA      | $91688.55      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1404049 | PA      | $1193860.05    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1288 07-01-51                                                                      | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      854982 | PA      | $726770.02     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1045833 | PA      | $889016.97     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5387 05-01-52                                                                      | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      722663 | PA      | $614290.52     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD4815 07-01-52                                                                      | CUSIP: 3132DSK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      372551 | PA      | $316687.39     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      193596 | PA      | $164613.17     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3226 03-01-52                                                                      | CUSIP: 3132DQSP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2936761 | PA      | $2496320.08    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2629524 | PA      | $2235237.72    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4021 08-01-50                                                                      | CUSIP: 3140X7PF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      345730 | PA      | $294402.86     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD7187 02-01-52                                                                      | CUSIP: 3133B46Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      777599 | PA      | $660985.59     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4225 07-01-51                                                                      | CUSIP: 3133ANVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      465196 | PA      | $397405.39     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA2854 06-01-50                                                                      | CUSIP: 3133KJE32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      249438 | PA      | $212405.34     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3416 07-01-52                                                                      | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      275403 | PA      | $234106.24     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6404 09-01-54                                                                      | CUSIP: 3132DUDH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9144031 | PA      | $9486301.65    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11508345 | PA      | $11461149.76   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3969380 | PA      | $4020486.04    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8822561 | PA      | $8929049.41    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1383349 | PA      | $1416478.97    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5003188 | PA      | $5058448.04    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A1 144A FRN 08-01-54                                                                   | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4402381 | PA      | $4479819.32    | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A B 144A 2.96% 02-20-27                                                                | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      968667 | PA      | $966028.99     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A A 144A 2.02% 02-20-27                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17078000 | PA      | $17009192.83   | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A C 144A 4.25% 02-20-27                                                                | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3070000 | PA      | $3067353.68    | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 2021-A A 144A 1.42% 11-17-33                                                                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133785 | PA      | $132527.92     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 2021-1A B 144A 3.446% 07-15-46                                                               | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      934916 | PA      | $895473.31     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 2021-1A A 144A 2.443% 07-15-46                                                               | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6160560 | PA      | $5839533.21    | 0.00%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 2024-1 B 5.43% 08-15-28                                                                      | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1507000 | PA      | $1510579.13    | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 2024-1 C 5.65% 04-16-29                                                                      | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      987000 | PA      | $994839.74     | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAAT 2024-1A                                                                     | BAAT 2024-1A A3 144A 5.35% 11-15-28                                                                | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4952195 | PA      | $4988108.49    | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 2024-3 D 5.83% 05-15-30                                                                      | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4610000 | PA      | $4669238.50    | 0.00%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 2024-3 A3 5.34% 04-17-28                                                                     | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2728820 | PA      | $2734435.69    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                    | BJETS 2024-2A A 144A 5.364% 09-15-39                                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2408116 | PA      | $2427785.74    | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 2024-4 B 4.77% 08-15-30                                                                      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2963000 | PA      | $2970309.72    | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 2024-4 C 4.83% 08-15-30                                                                      | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5300000 | PA      | $5309153.10    | 0.00%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A B 4.91% 08-15-29                                                                      | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3094000 | PA      | $3112449.52    | 0.00%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A A2 4.7% 09-15-27                                                                      | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1120981 | PA      | $1121412.62    | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A A3 4.67% 08-15-28                                                                     | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1420000 | PA      | $1422296.14    | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A B 144A 5.77% 11-15-28                                                                 | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3757000 | PA      | $3787593.25    | 0.00%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A E 144A 7.98% 05-15-31                                                                 | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1217547.63    | 0.00%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A 144A FRN 08-01-54                                                                    | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2923459 | PA      | $2948337.48    | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13346424 | PA      | $11348116.96   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A C 144A 6.03% 02-15-30                                                                 | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5220000 | PA      | $5329792.26    | 0.00%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A3 144A 5.0% 09-15-28                                                                  | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      528000 | PA      | $534992.30     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A2 144A 5.28% 03-15-27                                                                 | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      474217 | PA      | $476588.23     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 2024-3A C 144A 5.21% 02-18-31                                                                 | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2661000 | PA      | $2690071.43    | 0.00%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 2024-3A B 144A 5.08% 01-16-29                                                                 | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2842000 | PA      | $2859526.61    | 0.00%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                     | GMREV 2024-2 A 144A 4.52% 03-11-37                                                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11802000 | PA      | $11956570.79   | 0.01%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                                | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1309836 | PA      | $1312138.97    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A C 144A 5.1% 06-17-30                                                                  | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4809000 | PA      | $4855820.42    | 0.00%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A D 144A 5.65% 07-15-30                                                                 | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5534000 | PA      | $5610728.91    | 0.00%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A A2 144A 4.76% 10-15-27                                                                | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      596176 | PA      | $596507.60     | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $7038768.80    | 0.01%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   180573000 | PA      | $168313790.69  | 0.12%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      291000 | PA      | $288590.17     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   112695000 | PA      | $112774235.85  | 0.08%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38862000 | PA      | $39543581.19   | 0.03%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31144000 | PA      | $31279037.27   | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3663000 | PA      | $3415461.42    | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $6551015.80    | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   169500000 | PA      | $172415383.05  | 0.13%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1944843.80    | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-44                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2996250.00    | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11883000 | PA      | $11983104.77   | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2354000 | PA      | $2368353.99    | 0.00%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $12359539.20   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25400000 | PA      | $26500853.78   | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4466601.45    | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3548671.70    | 0.00%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55451520 | PA      | $54866700.00   | 0.04%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14000000 | PA      | $14225874.60   | 0.01%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-15-28                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18500000 | PA      | $18623370.95   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-32                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $3047481.30    | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4538672.10    | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8835000 | PA      | $8950269.36    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $2027109.40    | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $3139218.60    | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-12-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    15596057 | PA      | $3867822.26    | 0.00%             | 2028-10-12      | Variable      | 14.15%                | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7514 11-01-50                                                                      | CUSIP: 3140KTK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       18510 | PA      | $15859.32      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 2002-W1 2A FRN 02-25-42                                                                        | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      156982 | PA      | $157507.43     | 0.00%             | 2042-02-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    19199994 | PA      | $19052000.05   | 0.01%             | 2031-09-29      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                     | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     3519919 | PA      | $3519919.01    | 0.00%             | 2030-03-11      | Variable      | 9.65%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $920816.48     | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BE3194 150K MAX 01-20-48                                                                  | CUSIP: 3617BWRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      917996 | PA      | $873559.09     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                     | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+761.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     3289191 | PA      | $3289191.30    | 0.00%             | 2030-03-11      | Variable      | 11.96%                | No            |                  3 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                            | ALERA GROUP INTERMEDIATE HOLDINGS TL-B 1ST LIEN (TSFR1M+325) (FLR 0.5) FRN 05-30-32                | CUSIP: 01451PAB2<br>LEI: 549300BPCKH0Q3R2H875 | Long             | LON              | CORP              | US        |     2525000 | PA      | $2540607.03    | 0.00%             | 2032-05-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                   | AHPT 2024-ATRM D 144A FRN 11-10-29                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7871000 | PA      | $8014818.91    | 0.01%             | 2029-11-10      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                      | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                                | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |    13288222 | PA      | $13364469.71   | 0.01%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14910000 | PA      | $14990737.65   | 0.01%             | 2040-06-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 C 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1463000 | PA      | $1382151.69    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 D 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1704000 | PA      | $1596843.96    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 B 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1386000 | PA      | $1322755.43    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5897000 | PA      | $5687892.38    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                                   | AMSR 2025-SFR2 A 144A 4.357212% 11-17-42                                                           | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5008000 | PA      | $4958470.88    | 0.00%             | 2042-11-17      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                                | BANK 2018-BN10 A4 3.428% 02-17-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292720 | PA      | $287793.70     | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 2018-BN10 A5 3.688% 02-15-61                                                                  | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $473963.04     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 2018-B2 A5 FRN 02-15-51                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5717917 | PA      | $5649742.28    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                             | BMARK 2018-B3 A5 4.025% 04-10-51                                                                   | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4805523 | PA      | $4763258.43    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                   | BANK 2018-BN12 A4 FRN 05-15-61                                                                     | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5772000 | PA      | $5759671.01    | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                    | BMARK 2018-B7 A4 FRN 05-15-53                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3036666 | PA      | $3043021.74    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 2018-B8 A5 4.2317% 01-15-52                                                                  | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5996000 | PA      | $5927891.44    | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                   | BANK 2019-BN16 A4 4.005% 02-15-52                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1810000 | PA      | $1787860.08    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 2019-BN17 A4 3.714% 04-15-52                                                                  | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $235175.52     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                                | BANK 2019-BN18 A4 3.584% 05-15-62                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3259959 | PA      | $3127402.55    | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BD3903 175K MAX 01-20-48                                                                  | CUSIP: 3617BKKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4127478 | PA      | $3925144.90    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5192 05-20-48                                                                           | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3059861 | PA      | $2952716.52    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $235727.28     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6571000 | PA      | $6039097.26    | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 783687 12-20-41                                                                           | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      248299 | PA      | $246076.60     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48034679 | PA      | $40001311.59   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7534 08-20-51                                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32583684 | PA      | $28235912.81   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA6217 10-20-49                                                                           | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26177 | PA      | $22815.44      | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    22295000 | PA      | $23476701.89   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $7751852.74    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      840371 | PA      | $728488.17     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8150 07-20-52                                                                           | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20188 | PA      | $19276.30      | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.5% 09-01-31                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     7895000 | PA      | $8200718.09    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8335982.10    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                  | IHSFR 2024-SFR1 B 144A 4.0% 09-17-41                                                               | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2387000.70    | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 2016-JP4 A4 FRN 12-15-49                                                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4810000 | PA      | $4760086.63    | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    30169000 | PA      | $31074160.51   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                              | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9224000 | PA      | $9473758.25    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    11845000 | PA      | $11964989.85   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2041656.00    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     6229000 | PA      | $6364194.22    | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 5.4% 09-15-35                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2372000 | PA      | $2383119.94    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    58740000 | PA      | $60270177.00   | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 9.375% 07-25-30                                                              | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3535082.19    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 2017-C5 A5 3.6939% 03-15-50                                                                  | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | PA      | $1488328.48    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 2017-C7 A5 3.4092% 10-15-50                                                                  | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $548229.92     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-INV1                                           | JPMMT 2020-INV1 A3 144A FRN 08-25-50                                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      442611 | PA      | $396088.64     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO A 144A 3.0242% 01-05-39                                                             | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3421000 | PA      | $3082136.27    | 0.00%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    39610000 | PA      | $40419628.40   | 0.03%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.55% 02-15-34                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      871000 | PA      | $914476.84     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3959968.00    | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4428000 | PA      | $4704537.46    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    34900000 | PA      | $40384639.70   | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.5% 07-15-27                                                   | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13699959.00   | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                                 | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10478760.00   | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    42000000 | PA      | $45120852.00   | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO C 144A FRN 01-05-39                                                                 | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      328000 | PA      | $272337.42     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO B 144A 3.3765% 01-05-39                                                             | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1165000 | PA      | $1036406.14    | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                     | JW 2024-BERY A 144A FRN 11-15-39                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3453000 | PA      | $3461166.35    | 0.00%             | 2039-11-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      799154 | PA      | $799410.83     | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27                                                       | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1893696.08    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.4% 07-15-26                                                       | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6417288.33    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138773 | PA      | $136757.25     | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 2015-C22 AS 3.561% 04-15-48                                                                  | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2795000 | PA      | $2696498.61    | 0.00%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSC 2015-UBS8 AS 4.114% 12-15-48                                                                   | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $995117.00     | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7040494 | PA      | $6859342.09    | 0.00%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59472896 | PA      | $61613503.95   | 0.04%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28180575 | PA      | $28019973.90   | 0.02%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3510865 | PA      | $3594135.45    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9511427 | PA      | $9737019.21    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8658 09-01-51                                                                      | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      975581 | PA      | $829271.51     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      583246 | PA      | $591091.40     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      100484 | PA      | $102052.01     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 12-01-55                                                                         | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    81343628 | PA      | $77155407.28   | 0.06%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26610032 | PA      | $25923280.29   | 0.02%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1173771 | PA      | $1203853.84    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      302548 | PA      | $313871.92     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                     | CITY OF NEW YORK NY 5.372% 10-01-51                                                                | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $4009836.00    | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                     | CITY OF NEW YORK NY 5.392% 10-01-55                                                                | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     1575000 | PA      | $1581701.63    | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      640426 | PA      | $668566.51     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1457029 | PA      | $1519792.28    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    66750000 | PA      | $51436081.50   | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                                                                     | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                             | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    28670000 | PA      | $27295044.14   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3509235 | PA      | $3633079.11    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      453487 | PA      | $470896.62     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1918102 | PA      | $1967895.64    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      561405 | PA      | $575793.59     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      927650 | PA      | $962088.21     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      972748 | PA      | $1007077.68    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1044614 | PA      | $1075735.83    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      356641 | PA      | $367266.55     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      545655 | PA      | $561912.16     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      422213 | PA      | $433034.35     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      909549 | PA      | $938424.00     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      880399 | PA      | $909316.97     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.625% 01-15-27                                                     | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    20600000 | PA      | $20066171.60   | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.875% 06-11-28                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1667150.17    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      293525 | PA      | $300401.14     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      874214 | PA      | $899724.86     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      492963 | PA      | $505596.83     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14591594 | PA      | $14667981.00   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                     | CITY OF NEW YORK NY 5.559% 10-01-45                                                                | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     5310000 | PA      | $5337197.82    | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ISLANDSBANKI HF                                                                  | ISLANDSBANKI HF                                                                                    | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               | CORP              | IS        |   100744765 | NS      | $97449121.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28                                                      | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     9644000 | PA      | $9312950.41    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                              | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |    13940000 | PA      | $13859510.44   | 0.01%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      470514 | PA      | $476144.49     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8327 04-01-53                                                                      | CUSIP: 3132DWHC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      383195 | PA      | $353700.76     | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV7255 06-01-52                                                                      | CUSIP: 3140MMBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32289 | PA      | $29796.75      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB4468 08-01-54                                                                      | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      183515 | PA      | $187877.65     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5497 10-01-54                                                                      | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2828771 | PA      | $2861076.06    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2021250 | PA      | $2060921.23    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PREF                                                                      | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |    45000000 | NS      | $329891541.74  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                                      | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    23389534 | NS      | $1289413370.73 | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS8509 03-01-53                                                                      | CUSIP: 3140XQN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    80468426 | PA      | $74331421.08   | 0.05%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6648649 | PA      | $5661550.56    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5482 06-01-50                                                                      | CUSIP: 3140KDCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      477258 | PA      | $406405.24     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      861877 | PA      | $732635.10     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 4.7% 02-08-27                                                 | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    17775000 | PA      | $17712094.28   | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                            | VERUS 2023-1 A1 144A 5.85% 12-25-67                                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1404683 | PA      | $1403603.89    | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6652 01-01-52                                                                      | CUSIP: 3133KNL92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      556066 | PA      | $473433.04     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BO3491 10-01-49                                                                      | CUSIP: 3140JX2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       45329 | PA      | $38600.08      | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7091 03-01-52                                                                      | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       81956 | PA      | $69715.54      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1102 04-01-52                                                                      | CUSIP: 3133BAGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      167432 | PA      | $142320.24     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP8762 07-01-50                                                                      | CUSIP: 3140KGWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3168957 | PA      | $2698534.84    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5498 10-01-54                                                                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6180236 | PA      | $6327591.41    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                               | JOHNSON CONTROLS INTERNATIONAL PLC                                                                 | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |     2779737 | NS      | $317974115.43  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     1029052 | NS      | $194357051.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2291661 | PA      | $1948016.92    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5502 06-01-50                                                                      | CUSIP: 3140KDDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2290328 | PA      | $1950284.99    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82100 | PA      | $69892.53      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5474 06-01-50                                                                      | CUSIP: 3140KDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5825110 | PA      | $4960337.10    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0058 08-01-50                                                                      | CUSIP: 3140XTB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1872764 | PA      | $1591974.79    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      775153 | PA      | $793096.68     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      282107 | PA      | $239803.00     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2039992 | PA      | $1743261.17    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                            | VERUS 2023-5 A1 144A 6.476% 06-25-68                                                               | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |     3947022 | PA      | $3971272.76    | 0.00%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                     | VERUS 2024-2 A1 144A 6.095% 02-25-69                                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |     2285822 | PA      | $2307935.29    | 0.00%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     6901108 | NS      | $2147072720.96 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    17269764 | NS      | $469046790.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC                                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      164019 | NS      | $19408368.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                           | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     5207215 | NS      | $255257679.30  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     2980456 | NS      | $356790387.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     8954694 | NS      | $616978416.60  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   144369348 | NS      | $668189375.50  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO                                                             | LAMAR ADVERTISING CO CL A (REIT)                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      903020 | NS      | $107089141.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                    | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63                                                            | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1804383 | PA      | $1822022.82    | 0.00%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                          | BX 2024-KING A 144A FRN 05-15-34                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3493015 | PA      | $3499484.18    | 0.00%             | 2034-05-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 2024-WRHS A 144A FRN 07-15-39                                                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7415976 | PA      | $7425483.60    | 0.01%             | 2039-07-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                            | VERUS 2024-3 A1 144A 6.338% 04-25-69                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |     6551542 | PA      | $6636423.71    | 0.00%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                               | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     1487100 | PA      | $1506866.33    | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 2024-WRHS B 144A FRN 07-15-39                                                                 | CUSIP: 05555HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5065112 | PA      | $5073687.06    | 0.00%             | 2039-07-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                     | BX 2024-AIRC A 144A FRN 08-15-41                                                                   | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26484962 | PA      | $26555650.85   | 0.02%             | 2041-08-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE B 144A FRN 11-15-41                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2743000 | PA      | $2749169.01    | 0.00%             | 2041-11-15      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE C 144A FRN 11-15-41                                                                | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672000 | PA      | $674552.26     | 0.00%             | 2041-11-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                     | BX 2024-BIO2 A 144A FRN 08-13-41                                                                   | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17828000 | PA      | $18073812.46   | 0.01%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA A 144A FRN 08-15-41                                                                 | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $8037520.00    | 0.01%             | 2041-08-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     1393700 | NS      | $402918670.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                                      | LINEAGE INC (REIT)                                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2378276 | NS      | $93704074.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     1887338 | NS      | $928343815.44  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                          | BANK LEUMI LE-ISRAEL BM                                                                            | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     4727319 | NS      | $95980640.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                           | BIG RIVER STEEL LLC 4.75% 09-01-49                                                                 | CUSIP: 04108WCD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    27070000 | PA      | $26378009.59   | 0.02%             | 2049-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                           | BIG RIVER STEEL LLC 4.5% 09-01-49                                                                  | CUSIP: 04108WCC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9165000 | PA      | $8861125.26    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 A3 5.6019% 08-15-57                                                                  | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3351000 | PA      | $3482027.45    | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                                                | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7320000 | PA      | $7618934.16    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 1.75% 12-15-25                                                          | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    23140000 | PA      | $23036008.84   | 0.02%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    26920000 | PA      | $24393584.92   | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LUNDIN MINING CORP                                                               | LUNDIN MINING CORP                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    24403237 | NS      | $392525775.71  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      152468 | NS      | $9048975.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.25% 12-01-39                                                          | CUSIP: 167505QR0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      120000 | PA      | $118343.88     | 0.00%             | 2039-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 12A SF 5.0% 12-01-42                                                             | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      190000 | PA      | $179637.59     | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION NATL 0.0% 12-01-31                                                      | CUSIP: 167501UM5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      350000 | PA      | $277034.45     | 0.00%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    54555000 | PA      | $51694135.80   | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                                     | LYONDELLBASELL INDUSTRIES NV                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     1750000 | NS      | $81235000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 2024-5YR8 A3 5.884% 08-15-57                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2190000 | PA      | $2298015.18    | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 AS FRN 08-15-57                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $969537.09     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    11385000 | PA      | $10932434.87   | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    28045000 | PA      | $27724053.02   | 0.02%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS FRN 10-15-57                                                                    | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1531813 | PA      | $1556917.88    | 0.00%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                   | BMARK 2024-V10 A3 5.2774% 09-15-57                                                                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      982770 | PA      | $1011961.22    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                    | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                                            | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      835727 | PA      | $842830.59     | 0.00%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX B 144A FRN 11-15-41                                                                    | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3362671 | PA      | $3372059.91    | 0.00%             | 2041-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-46                                                           | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      390000 | PA      | $354320.46     | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-30                                                           | CUSIP: 167505SL1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      220000 | PA      | $222984.52     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-36                                                           | CUSIP: 167505TJ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      100000 | PA      | $99541.50      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-44                                                           | CUSIP: 167505TH9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      140000 | PA      | $129629.22     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505SJ6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      110000 | PA      | $110681.56     | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-31                                                           | CUSIP: 167505SX5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      100000 | PA      | $101126.40     | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                                                | BUREAU VERITAS SA                                                                                  | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     1218228 | NS      | $39996464.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     1477751 | NS      | $216697406.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    15366816 | NS      | $1555582783.68 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                           | CITIGROUP CAPITAL XIII PFD (H) 10.470% 10-30-40                                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      378650 | NS      | $11370859.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-2                                               | CARMX 2024-2 A2A 5.65% 05-17-27                                                                    | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1141001 | PA      | $1142331.59    | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505US3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      100000 | PA      | $100839.80     | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                       | CNH 2024-B A2A 5.42% 10-15-27                                                                      | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1799677 | PA      | $1803459.53    | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 2024-A C 5.62% 01-15-30                                                                       | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2153000 | PA      | $2201304.71    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 2024-A A2A 5.78% 09-15-27                                                                     | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615998 | PA      | $617621.42     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 2024-A D 6.27% 12-16-30                                                                       | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3265000 | PA      | $3371047.20    | 0.00%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 2024-3A A2 144A 5.53% 09-27-27                                                               | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1610306 | PA      | $1613036.79    | 0.00%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 2024-3A A3 144A 5.22% 07-25-29                                                               | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8384000 | PA      | $8482922.82    | 0.01%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX A 144A FRN 11-15-41                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12373048 | PA      | $12396853.37   | 0.01%             | 2041-11-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                  | BRAVO 2024-NQM7 A1 144A 5.554% 10-27-64                                                            | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |     5076649 | PA      | $5109947.14    | 0.00%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 2024-C C 144A 5.76% 10-15-30                                                                   | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2376000 | PA      | $2402848.80    | 0.00%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 2024-C A 144A 5.88% 02-15-28                                                                   | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727641 | PA      | $729155.67     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 2024-C D 144A 6.22% 10-15-30                                                                   | CUSIP: 223920AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2251000 | PA      | $2297366.10    | 0.00%             | 2030-10-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                               | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3280426 | PA      | $3335996.64    | 0.00%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 2024-4A A3 144A 4.94% 07-25-29                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9354000 | PA      | $9441169.93    | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 2024-4A A2 144A 5.25% 09-27-27                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1738334 | PA      | $1741053.01    | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                                     | CARMX 2024-3 A3 4.89% 07-16-29                                                                     | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15202000 | PA      | $15370362.15   | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                              | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      652579 | PA      | $654496.73     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A B 144A 6.504% 02-15-50                                                               | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4474913 | PA      | $4530513.40    | 0.00%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9365854 | PA      | $9536752.47    | 0.01%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-3A                                                                    | CLAST 2025-3A A 144A 5.087% 11-15-50                                                               | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12562000 | PA      | $12545367.91   | 0.01%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                     | CCG 2025-2 B 144A 4.58% 08-15-34                                                                   | CUSIP: 12516XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6513000 | PA      | $6561652.11    | 0.00%             | 2034-08-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                     | CCG 2025-2 C 144A 4.68% 08-15-34                                                                   | CUSIP: 12516XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12610000 | PA      | $12715545.70   | 0.01%             | 2034-08-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                     | CCG 2025-2 D 144A 5.08% 08-15-34                                                                   | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5725000 | PA      | $5764903.25    | 0.00%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                       | CPS 2025-D B 144A 4.48% 04-15-30                                                                   | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1647000 | PA      | $1646248.97    | 0.00%             | 2030-04-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-1A A 144A 2.08% 09-18-45                                                                 | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     1581295 | PA      | $1487233.69    | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                      | NMEF 2025-B A2 144A 4.64% 01-18-33                                                                 | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1016000 | PA      | $1018751.33    | 0.00%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1283472 | PA      | $1285063.60    | 0.00%             | 2030-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     1388555 | NS      | $198827190.45  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A A 144A 4.98% 10-17-31                                                                 | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      801000 | PA      | $803640.10     | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OWLEF 2024-1A B 144A 5.41% 03-15-30                                                                | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      333000 | PA      | $336820.51     | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OWLEF 2024-1A C 144A 6.38% 01-15-31                                                                | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243000 | PA      | $247628.42     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                               | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      901370 | PA      | $904789.23     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 2025-1A B 144A 5.52% 04-19-32                                                                 | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6497000 | PA      | $6524267.91    | 0.00%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 2025-1A A 144A 5.08% 04-19-32                                                                 | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6348000 | PA      | $6372020.83    | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 2022-A A2 4.263% 06-01-36                                                                     | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4926000 | PA      | $4759200.71    | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      950000 | PA      | $928569.90     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1922000 | PA      | $1738293.32    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    25020000 | PA      | $24965506.44   | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8545000 | PA      | $8607822.84    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    17350000 | PA      | $16930737.25   | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $3648718.08    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      243000 | PA      | $257293.50     | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31                                                   | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    14012000 | PA      | $14791851.87   | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      298000 | PA      | $329205.67     | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    12698000 | PA      | $13266146.61   | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 2023-B A 144A 5.27% 05-15-28                                                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13351000 | PA      | $13422027.32   | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 2024-1A D 144A 6.21% 02-15-30                                                                 | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      845000 | PA      | $858852.93     | 0.00%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 2024-GPA2 B 144A FRN 11-15-41                                                                   | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4935000 | PA      | $4944939.09    | 0.00%             | 2041-11-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 2024-GPA2 A 144A FRN 11-15-41                                                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10869000 | PA      | $10884260.08   | 0.01%             | 2041-11-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                   | BMARK 2024-V11 AM FRN 11-15-57                                                                     | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2702000 | PA      | $2830145.05    | 0.00%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                  | BBCMS 2024-5C31 AS FRN 12-15-57                                                                    | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2906000 | PA      | $3009389.67    | 0.00%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 A 144A FRN 12-15-39                                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6950223 | PA      | $6967042.78    | 0.01%             | 2039-12-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 B 144A FRN 12-15-39                                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1312347 | PA      | $1315943.10    | 0.00%             | 2039-12-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    18035000 | PA      | $18673943.98   | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $2057291.88    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    25565000 | PA      | $26512106.56   | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.5% 04-15-29                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     6920000 | PA      | $6449813.68    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10509000 | PA      | $10057775.07   | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | JACKSON NATIONAL LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.55% 09-09-30                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7986512.00    | 0.01%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                                    | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5830882.20    | 0.00%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    39753000 | PA      | $36729068.80   | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10216365 | PA      | $10501452.67   | 0.01%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 2025-5C9 AS FRN 04-15-58                                                                       | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9284000 | PA      | $9761336.86    | 0.01%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 2025-5C9 A3 FRN 04-15-58                                                                       | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17244000 | PA      | $18094767.23   | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 2025-V14 AM FRN 04-15-57                                                                     | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5802000 | PA      | $6074421.31    | 0.00%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 2025-V14 A4 5.6599% 04-15-57                                                                 | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11006000 | PA      | $11528256.71   | 0.01%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 AS FRN 04-15-58                                                                   | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16947000 | PA      | $17708767.65   | 0.01%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    66356000 | PA      | $61337097.58   | 0.04%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 144A LIFE SR UNSEC 4.125% 11-15-29                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $4927283.34    | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1323763 | PA      | $1318488.23    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $345943.85     | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME SR UNSEC 7.25% 07-15-30                                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    10295000 | PA      | $10620363.18   | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                                          | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      264000 | PA      | $249622.56     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $430955.55     | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 2004-5 4A1 6.0% 09-25-34                                                                      | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214410 | PA      | $218468.67     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 2024-1A C 144A 5.73% 03-15-29                                                                 | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1492000 | PA      | $1503367.55    | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2271386 | PA      | $2332351.76    | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286501 | PA      | $269629.69     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4                                  | CWALT 2007-HY4 3A1 FRN 06-25-37                                                                    | CUSIP: 02150QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      767939 | PA      | $700569.78     | 0.00%             | 2037-06-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 2021-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1761879 | PA      | $1603074.10    | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB                                 | CWALT 2005-54CB 2A5 5.5% 11-25-35                                                                  | CUSIP: 12668APJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1593426 | PA      | $832615.82     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R01                                                                     | CAS 2023-R01 1M1 144A FRN 12-25-42                                                                 | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2490802 | PA      | $2545577.66    | 0.00%             | 2042-12-25      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8114000 | PA      | $8356616.71    | 0.01%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1614000 | PA      | $1627576.97    | 0.00%             | 2044-01-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1B1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2985000 | PA      | $3074242.55    | 0.00%             | 2044-01-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1742983 | PA      | $1743603.60    | 0.00%             | 2044-01-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                     | CAS 2024-R02 1M2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3432000 | PA      | $3460530.22    | 0.00%             | 2044-02-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                              | TPMT 2018-1 A1 144A FRN 01-25-58                                                                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540199 | PA      | $536327.87     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 2020-1A A 144A 2.73% 08-21-45                                                                 | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3885460 | PA      | $3747017.27    | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 2020-1A A 144A 2.09% 08-20-45                                                                  | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5200750 | PA      | $4963460.61    | 0.00%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 2020-1A A 144A 2.11% 09-20-45                                                                  | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17761594 | PA      | $16685187.98   | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 2020-2A A 144A 2.1% 09-20-45                                                                  | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     5253907 | PA      | $4955668.81    | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 2020-1A A 144A 2.05% 09-20-45                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3059532 | PA      | $2915878.27    | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 2021-1A B 144A 2.54% 02-20-46                                                                  | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147900 | PA      | $134532.95     | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 2021-1A A 144A 1.65% 02-20-46                                                                  | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4111004 | PA      | $3758127.52    | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 2021-1A B 144A 2.52% 02-20-46                                                                 | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |      404030 | PA      | $376331.18     | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 2021-1A A 144A 1.68% 02-20-46                                                                 | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     9385587 | PA      | $8773008.25    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R08                                                                     | CAS 2023-R08 1M1 144A FRN 10-25-43                                                                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1539551 | PA      | $1545219.60    | 0.00%             | 2043-10-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3336432 | PA      | $3006702.84    | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 AF 144A FRN 09-15-39                                                                  | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1669158 | PA      | $1685164.87    | 0.00%             | 2039-09-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                                | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2150266 | PA      | $2167760.57    | 0.00%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 2024-1A A2A 144A 4.84% 01-20-27                                                              | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      697934 | PA      | $698793.14     | 0.00%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                                | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2110684 | PA      | $2121355.63    | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A C CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2814000 | PA      | $2818221.00    | 0.00%             | 2033-01-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11119697 | PA      | $11127036.34   | 0.01%             | 2033-01-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A B CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3003930.00    | 0.00%             | 2033-01-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A2 CLO 144A FRN 01-15-33                                                             | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9460000 | PA      | $9447229.00    | 0.01%             | 2033-01-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1952000 | PA      | $1964207.81    | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                     | PNFED 2025-A A3 144A 4.03% 07-15-30                                                                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1341000 | PA      | $1339718.00    | 0.00%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 2021-1A B 144A 2.58% 03-20-46                                                                  | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372965 | PA      | $344796.44     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 2021-1A A 144A 1.86% 03-20-46                                                                  | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9765446 | PA      | $9047148.52    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                     | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2297000 | PA      | $2304984.37    | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A A 144A 4.84% 09-15-29                                                                  | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3656000 | PA      | $3659052.76    | 0.00%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| RRAM 2020-8A                                                                     | RRAM 2020-8A A1R CLO 144A FRN 07-15-37                                                             | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6482000 | PA      | $6484657.62    | 0.00%             | 2037-07-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23592000 | PA      | $22929748.97   | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 2021-2A A 144A 2.23% 04-20-46                                                                 | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12854400 | PA      | $12092134.08   | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 2021-1 A1 144A 1.91% 10-20-61                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    71561000 | PA      | $60602864.07   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     2400000 | PA      | $2478530.40    | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                              | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     7535000 | PA      | $7920874.89    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 2021-2A A 144A 1.95% 08-17-41                                                                | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |    14804007 | PA      | $13873989.78   | 0.01%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 2021-2A B 144A 2.49% 08-17-41                                                                | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |     1389376 | PA      | $1286442.25    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 2025-1 A 144A 4.8% 06-10-27                                                                  | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      563555 | PA      | $563975.00     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 2024-1A D 144A 6.02% 10-15-29                                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2813000 | PA      | $2862019.34    | 0.00%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 2021-1A A 144A 2.434% 06-15-46                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6548744 | PA      | $6226474.14    | 0.00%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 2021-1A B 144A 3.422% 06-15-46                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1205237 | PA      | $1149606.69    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 2021-A A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1844094 | PA      | $1795304.82    | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 2021-1A A 144A 2.675% 02-28-33                                                               | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2382693 | PA      | $2308126.85    | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 2021-1A AA 144A 2.301% 02-28-33                                                              | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2414983 | PA      | $2341320.86    | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                  | STELR 2021-1 A 144A 3.967% 10-15-41                                                                | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |     2610526 | PA      | $2560359.29    | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                        | SPRTE 2021-1 A 144A 3.75% 11-15-46                                                                 | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5968688 | PA      | $5827122.23    | 0.00%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 2021-1 A 144A 2.636% 10-15-46                                                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     7623214 | PA      | $7251841.98    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 2022-1A A1 144A 5.97% 08-15-62                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22966938 | PA      | $22554153.26   | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 2022-1A A2 144A 6.11% 08-15-62                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19004244 | PA      | $18408422.65   | 0.01%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 2024-1A C 144A 5.65% 02-15-29                                                                | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2094000 | PA      | $2113342.28    | 0.00%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 2015-1A BR3 CLO 144A FRN 10-20-30                                                            | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |     7694881 | PA      | $7705730.98    | 0.01%             | 2030-10-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 2022-5 C 4.74% 10-16-28                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      933963 | PA      | $934616.59     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 2023-1A B 144A 5.71% 01-22-30                                                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1034000 | PA      | $1059549.11    | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 2023-1A C 144A 5.97% 02-20-31                                                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1637000 | PA      | $1685185.10    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 2023-1A A3 144A 5.47% 10-20-28                                                               | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5343621 | PA      | $5378782.02    | 0.00%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    22185000 | PA      | $22956660.86   | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1125134.13    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1B 144A FRN 08-25-64                                                              | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5253126 | PA      | $4667643.71    | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1B1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      889000 | PA      | $898850.12     | 0.00%             | 2044-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                 | WFLF 2024-1A A1 144A 5.49% 02-18-39                                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     5265261 | PA      | $5320988.40    | 0.00%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 2024-2A D 144A 5.91% 04-15-30                                                                | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2826000 | PA      | $2885642.73    | 0.00%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH + LOMB CORP 144A LIFE SR SEC 1ST LIEN 8.375% 10-01-28                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    17435000 | PA      | $18241368.75   | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $3713510.50    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 2024-2A C 144A 5.68% 03-15-30                                                                | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8115784.00    | 0.01%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 2024-A A3 4.98% 02-15-30                                                                     | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7476000 | PA      | $7513006.20    | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    18049000 | PA      | $18397670.58   | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3291683.31    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 2024-A A2A 5.37% 02-15-28                                                                    | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1427668 | PA      | $1429613.62    | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1117705 | PA      | $1123438.15    | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC SR SEC 1ST LIEN BACKSTOP (UNFUNDED) 0.0% 12-31-2028                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     9688165 | PA      | $9688165.17    | 0.01%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 5.5% 10-01-30                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    19365000 | PA      | $19412831.55   | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |     2100073 | PA      | $2104873.60    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.125% 11-21-26                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     9951000 | PA      | $10121381.02   | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                                | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5603467 | PA      | $5651269.72    | 0.00%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A D 144A 5.21% 04-15-30                                                                | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8092576.00    | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 6.25% 10-01-33                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    21235000 | PA      | $21161951.60   | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 144A LIFE SR UNSEC 5.375% 11-01-33                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11730000 | PA      | $11627468.07   | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $6201284.52    | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      742000 | PA      | $770815.57     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.425% 11-04-31/30                                               | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3355000 | PA      | $3350121.83    | 0.00%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    14928000 | PA      | $15634810.94   | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    12905000 | PA      | $9187714.75    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    21990000 | PA      | $22945685.40   | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A B 144A 4.72% 11-15-29                                                                | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11381000 | PA      | $11421254.60   | 0.01%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A C 144A 4.92% 11-15-29                                                                | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7423000 | PA      | $7467760.69    | 0.01%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SUB 4.582% 12-10-25                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4600000 | PA      | $4600841.80    | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16590480.00   | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     8345000 | PA      | $8552999.13    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    24110000 | PA      | $24682443.73   | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.569% 02-01-29                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2929000 | PA      | $2946799.53    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    36840000 | PA      | $36747494.76   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    16902000 | PA      | $17575172.86   | 0.01%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11401189.50   | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3350000 | PA      | $3361135.40    | 0.00%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                        | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $9775659.18    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                             | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9561000 | PA      | $9896543.30    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                         | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18980000 | PA      | $20253444.12   | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     4377000 | PA      | $4304538.77    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     8280000 | PA      | $8211102.12    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.875% 06-15-30                              | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $4923395.72    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.625% 07-15-33                             | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    13715000 | PA      | $13970949.33   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 144A LIFE SR UNSEC 6.0% 08-01-33                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2300502.40    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.375% 08-01-33                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1479637.00    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 4.5% 12-01-29                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    18020000 | PA      | $17554849.74   | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8307050.00    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                      | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8302352 | PA      | $8302352.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     3752000 | PA      | $3618552.62    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3839000 | PA      | $2618412.98    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    48410000 | PA      | $48805654.93   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    22510000 | PA      | $22442717.61   | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                             | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    26434000 | PA      | $26186789.23   | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.25% 06-01-29                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    17140000 | PA      | $16771609.98   | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 06-15-28                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5611100.09    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR UNSEC 6.125% 10-01-28                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17533495.00   | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 03-15-28                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5224000 | PA      | $5323956.02    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27                    | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3047517.00    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6432000 | PA      | $6600904.32    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-15-28                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    11790000 | PA      | $12037318.83   | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    13241000 | PA      | $14494207.69   | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31                            | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2900000 | PA      | $3327726.80    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    13294000 | PA      | $14116273.78   | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12527216.00   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      219000 | PA      | $220269.98     | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      752121 | PA      | $752573.50     | 0.00%             | 2044-05-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1464000 | PA      | $1474278.74    | 0.00%             | 2044-05-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      922500 | PA      | $968716.33     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     3163000 | PA      | $3419459.20    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $5001402.90    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    10760000 | PA      | $10770996.72   | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    13825000 | PA      | $14241519.60   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    29140000 | PA      | $30443636.18   | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    12097000 | PA      | $12308455.56   | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30                                                    | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2867674.75    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-31-31                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2421535.33    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                     | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 9.875% 08-01-29                             | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |     3430000 | PA      | $3421390.70    | 0.00%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                   | CONE 2024-DFW1 A 144A FRN 08-15-41                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12536000 | PA      | $12538306.62   | 0.01%             | 2041-08-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN A 144A FRN 07-15-41                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4768000 | PA      | $4781355.17    | 0.00%             | 2041-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4437972.00    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7360859.75    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    32710000 | PA      | $32242247.00   | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    20730000 | PA      | $21511562.46   | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    18000000 | PA      | $21067200.00   | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.35% 02-12-28                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1715000 | PA      | $1719817.44    | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11506376.25   | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    29460000 | PA      | $29684043.30   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      865000 | PA      | $884743.63     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2663000 | PA      | $2703919.66    | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25862000 | PA      | $26562575.72   | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    54032000 | PA      | $52886575.63   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    27894000 | PA      | $25319272.22   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    44625000 | PA      | $36785726.25   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     7910000 | PA      | $7959121.10    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP                                                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    23663438 | NS      | $1084495363.54 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.875% 04-16-50                                  | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     5350000 | PA      | $4490313.85    | 0.00%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 1.7% 03-02-31                                    | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1700000 | PA      | $1521285.80    | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9656000 | PA      | $10263845.20   | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                                     | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.652% 10-09-35                                     | CUSIP: 501499AF4<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |    21000000 | PA      | $21112770.00   | 0.02%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN B 144A FRN 07-15-41                                                                  | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5091000 | PA      | $5106985.74    | 0.00%             | 2041-07-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AL8347 03-01-29                                                                      | CUSIP: 3138ETHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2889 | PA      | $2876.90       | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI J38387 01-01-33                                                                               | CUSIP: 31307VJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17717 | PA      | $17287.57      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AI6180 07-01-26                                                                      | CUSIP: 3138AK2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5567 | PA      | $5551.58       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2543000 | PA      | $2547043.37    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32800000 | PA      | $32646791.20   | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15172290.00   | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5447000 | PA      | $5512293.19    | 0.00%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 144A LIFE SR UNSEC 6.25% 03-15-32                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18250000 | PA      | $18578609.50   | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26                                                         | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     9165000 | PA      | $9202347.38    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    10315000 | PA      | $10317207.41   | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     7523000 | PA      | $7276539.00    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    19710000 | PA      | $19607409.45   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.95% 07-15-34                                                          | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1645828.55    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    11336000 | PA      | $11468064.40   | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                      | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1727000 | PA      | $1171748.78    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      749000 | PA      | $714188.73     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    17914000 | PA      | $17564963.62   | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      952000 | PA      | $893531.02     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6745000 | PA      | $7587066.04    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13455000 | PA      | $14608766.25   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BJ6249 09-01-33                                                                      | CUSIP: 3140H75K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       76748 | PA      | $76379.22      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3611 03-01-34                                                                      | CUSIP: 31418DAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33166 | PA      | $33174.59      | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   107725000 | PA      | $106117096.65  | 0.08%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3019351.20    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3541 12-01-33                                                                      | CUSIP: 31418C5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       80079 | PA      | $80102.58      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM1231 11-01-31                                                                      | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       38975 | PA      | $38618.10      | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                                    | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    16020000 | PA      | $15831332.46   | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    19362000 | PA      | $18185642.33   | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 1ST LIEN 8.0% 03-15-33                                     | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    13290000 | PA      | $13045091.88   | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    86853231 | PA      | $95677866.68   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 144A LIFE SR SEC 2ND LIEN 5.5% 04-15-29                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2514534.26    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 144A LIFE SR UNSEC 5.125% 04-15-29                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     4281000 | PA      | $4240780.01    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2486810 | PA      | $2468832.97    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1425255 | PA      | $1297593.31    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    13935000 | PA      | $2067744.98    | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3446435.00    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      947487 | PA      | $864084.80     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6902708 | PA      | $6267472.30    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    24860518 | PA      | $25680417.88   | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2213000 | PA      | $2258862.21    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12539748.00   | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     8912000 | PA      | $8172749.60    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16340296.50   | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    18775000 | PA      | $19048495.43   | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4909000 | PA      | $4917286.39    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5286 05-01-51                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       56025 | PA      | $47623.14      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    17890000 | PA      | $17343478.39   | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     9883000 | PA      | $9078513.92    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8907913 | PA      | $7634428.69    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4378 07-01-51                                                                      | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       75269 | PA      | $61546.06      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    95140000 | PA      | $93659336.18   | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    11677000 | PA      | $11860118.71   | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 256308 07-01-36                                                                      | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       97019 | PA      | $102369.90     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 880426 04-01-36                                                                      | CUSIP: 31409WD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       48634 | PA      | $50535.23      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27                    | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8285409.00    | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 09-15-29                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    19425000 | PA      | $19033178.33   | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                                      | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32483373 | PA      | $27561199.94   | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G08353 07-01-39                                                                          | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147449 | PA      | $148922.84     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $3287684.35    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3847000 | PA      | $3836947.79    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1760282 | PA      | $1524400.60    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                                      | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1934325 | PA      | $1647164.42    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33050000 | PA      | $34324011.40   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    17005000 | PA      | $16660257.64   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      298165 | PA      | $253448.89     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3257049 | PA      | $2768677.23    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2439872 | PA      | $2074013.60    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5205253 | PA      | $4424782.82    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     9310000 | PA      | $9691905.51    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1885623.36    | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    59983000 | PA      | $64819729.21   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    43790000 | PA      | $49158697.79   | 0.04%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     6105477 | NS      | $252653523.15  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7815000 | PA      | $7708520.63    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5180000 | PA      | $3355086.00    | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    38225000 | PA      | $40199894.63   | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     6010000 | PA      | $6283076.37    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1629 04-01-52                                                                      | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1461408 | PA      | $1242248.29    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW7323 06-01-52                                                                      | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1423195 | PA      | $1213951.04    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD0045 11-01-48                                                                      | CUSIP: 3132DMBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13713771 | PA      | $13614647.89   | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888637 09-01-37                                                                      | CUSIP: 31410GHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      645752 | PA      | $681390.08     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8219 06-01-52                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      817132 | PA      | $696056.44     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      727619 | PA      | $712094.18     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZN3568 02-01-49                                                                      | CUSIP: 3131Y96D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        7067 | PA      | $6987.17       | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5259948 | PA      | $4937750.11    | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4715426 | PA      | $4008432.43    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8480 01-01-51                                                                      | CUSIP: 3140QGM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29290905 | PA      | $25554879.76   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                                      | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5072833 | PA      | $4886391.12    | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                                      | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42895112 | PA      | $41411585.01   | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8256 10-01-52                                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3181319 | PA      | $3033047.66    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5559 07-01-51                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3710522 | PA      | $3154170.30    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                                      | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5693635 | PA      | $5509383.68    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                                      | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4883121 | PA      | $4714238.61    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12607610 | PA      | $12609551.29   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3920 08-01-50                                                                      | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8100783 | PA      | $6898116.83    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1598 04-01-52                                                                      | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1340719 | PA      | $1093635.57    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4803 11-01-52                                                                      | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8755728 | PA      | $8088428.03    | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    34622000 | PA      | $35095040.39   | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23411125.00   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     8307000 | PA      | $8487793.55    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 11-15-31                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    34750000 | PA      | $36040232.75   | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2555 01-01-52                                                                      | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1326552 | PA      | $1127635.43    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1911418 | PA      | $1626364.77    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                                      | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    31150000 | PA      | $32072289.20   | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21706000 | PA      | $20781867.05   | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                                      | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4122378 | PA      | $3990202.43    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                                      | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7826604 | PA      | $7565625.49    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    18010000 | PA      | $18564689.99   | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                      | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    28370000 | PA      | $29316678.53   | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6871 04-01-51                                                                      | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5779563 | PA      | $4913004.49    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QA4396 11-01-49                                                                      | CUSIP: 31339U3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       15484 | PA      | $13262.11      | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                                      | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18588838 | PA      | $17917167.86   | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                                      | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27411142 | PA      | $25903611.14   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7966698 | PA      | $7071798.67    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1651579 | PA      | $1403909.67    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1738152 | PA      | $1477521.31    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3242399 | PA      | $2756191.66    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                                      | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25103149 | PA      | $23739169.04   | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                      | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14953812 | PA      | $14075739.05   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3437332 | PA      | $3494292.16    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC6456 09-01-51                                                                      | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4218186 | PA      | $3745340.21    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20676320.00   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                                | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    23345000 | PA      | $23974661.34   | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4802 12-01-49                                                                      | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14614874 | PA      | $13658973.91   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0264 05-01-58                                                                         | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10234230 | PA      | $9377788.77    | 0.01%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4804 12-01-49                                                                      | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17840698 | PA      | $16743191.33   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10955571 | PA      | $10333622.94   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF1236 10-01-52                                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1343667 | PA      | $1316460.17    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      560140 | PA      | $476160.89     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9105703 | PA      | $8168635.00    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8820 03-01-52                                                                      | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      167773 | PA      | $136513.64     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 888795 11-01-36                                                                      | CUSIP: 31410GNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      395214 | PA      | $411691.22     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.0 BJ5674 01-01-33                                                                      | CUSIP: 3140H7JU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       87777 | PA      | $85659.83      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3346 04-01-52                                                                      | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4926153 | PA      | $4000223.71    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QE0312 04-01-52                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      918662 | PA      | $747563.82     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL2940 11-01-27                                                                      | CUSIP: 3138EKHS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       28351 | PA      | $28120.60      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1954 11-01-49                                                                      | CUSIP: 3140X5E41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3791895 | PA      | $3536639.86    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6973 03-01-52                                                                      | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4130690 | PA      | $3365677.58    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8010 03-01-52                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      899244 | PA      | $731699.70     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1392687 | PA      | $1256184.38    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1082770 | PA      | $966337.65     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1589 09-01-49                                                                      | CUSIP: 3140X4XT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2406385 | PA      | $2244897.14    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE4483 09-01-40                                                                      | CUSIP: 31419E6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      881565 | PA      | $865550.43     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 2021-11IN A4 144A FRN 11-25-51                                                                | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6051525 | PA      | $5075395.92    | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3892818 | PA      | $3361794.96    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     2200661 | NS      | $101013701.30  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA GROUP PLC                                                         | DOMINO'S PIZZA GROUP PLC                                                                           | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |    16887433 | NS      | $43188706.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      410345 | PA      | $369754.35     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12761413 | PA      | $10390980.69   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FM8013 04-01-31                                                                      | CUSIP: 3140XB3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37675 | PA      | $38074.62      | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      482968 | PA      | $490319.35     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.0% 12-15-32                                      | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     6000000 | PA      | $5314752.00    | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.0% 12-15-50                                      | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     6000000 | PA      | $4494606.00    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     5361414 | NS      | $965858732.10  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     5101717 | NS      | $691486722.18  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     4843672 | NS      | $150147360.68  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC                                                                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      113913 | NS      | $12472334.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    35623000 | PA      | $36064190.86   | 0.03%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    24160000 | PA      | $24129340.96   | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14012000 | PA      | $13374482.02   | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                               | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10430000 | PA      | $10051067.67   | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    14179000 | PA      | $14685190.30   | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    14858000 | PA      | $15436496.23   | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    23577000 | PA      | $23229192.10   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    17264000 | PA      | $16379945.09   | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.55% 05-15-29                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      472000 | PA      | $486121.77     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 7.125% 06-01-31                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8060000 | PA      | $8336474.12    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     8695000 | PA      | $8910896.85    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1721000 | PA      | $1743486.59    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17988000 | PA      | $15645063.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3912000 | PA      | $3814200.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    13335000 | PA      | $13581177.44   | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3665000 | PA      | $3721807.50    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   200428000 | PA      | $203865340.20  | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL REG S SF 5.5% 08-17-30                                                    | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |    30841000 | PA      | $31369923.15   | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3229071 | PA      | $2786885.13    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7545 09-01-51                                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3318524 | PA      | $2887719.95    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      182442 | NS      | $22677540.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES LLC                                                             | ASCENT RESOURCES LLC CL A PP (PHYSICAL) (NOT LISTED OR TRADING)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1102146 | NS      | $50709737.46   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3051504.00    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.55% 10-15-55                                                             | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4686000 | PA      | $4803459.28    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    11310000 | PA      | $11626091.88   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    41205000 | PA      | $42437235.53   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                         | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       80900 | NS      | $3227097.01    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                              | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      297303 | NS      | $22511783.16   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| DSG TOPCO INC                                                                    | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       36863 | NS      | $316800.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LP                                                                          | ENDO LP (NOT LISTED OR TRADING)                                                                    | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    79502000 | NS      | $7.95          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                     | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    12895000 | PA      | $13016806.17   | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                             | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |    29400000 | PA      | $29706730.20   | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                         | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        3260 | NS      | $5331369.51    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT PLC                                                                 | MALLINCKRODT PLC (NEW) (DRS) (NOT LISTED OR TRADING)                                               | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |      297305 | NS      | $30622415.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.875% 02-15-26                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    12399000 | PA      | $12413940.80   | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    26398000 | PA      | $26349506.87   | 0.02%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61091 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                      | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                       | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      543172 | NS      | $39200723.24   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |       25913 | NS      | $1469012.52    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (USD)                                                                      | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    25683200 | NS      | $2.57          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    32820000 | PA      | $33035102.28   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1820406.00    | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS BORROWER LLC 144A LIFE SR UNSEC 5.0% 06-01-29                               | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    17560000 | PA      | $16873755.20   | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1071990.00    | 0.00%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.54% 05-01-28/27                                                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347005.75     | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                    | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $4355893.75    | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | ECOLAB INC SR UNSEC 5.0% 09-01-35                                                                  | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3060513.00    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.7% 09-15-55                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12694269.75   | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-29                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    14125000 | PA      | $13849859.13   | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6435000 | PA      | $6517979.33    | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10955000 | PA      | $11026996.26   | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $7860104.50    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     7370000 | PA      | $7727024.91    | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5636419.15    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1621067.96    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 4.75% 01-15-31                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4445000 | PA      | $4450556.25    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-43                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      708000 | PA      | $770532.68     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-53                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3099000 | PA      | $3431922.47    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.75% 09-30-55                                    | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $3953648.00    | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4058128.00    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28                                                    | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6851416.00    | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2091944.07    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9159000 | PA      | $5602670.21    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    12645000 | PA      | $12346717.10   | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.0% 02-01-29                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3068.23       | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.4% 02-01-34                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      890000 | PA      | $916778.32     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18730000 | PA      | $20201597.37   | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   114398000 | PA      | $116997236.96  | 0.09%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    16690000 | PA      | $17342111.68   | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6865000 | PA      | $6924849.07    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3046281.89    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                               | CATURUS ENERGY LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     9105000 | PA      | $9308879.16    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.5% 10-01-33                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1804691.68    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.75% 10-01-35                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1813609.60    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2319 12-01-51                                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3908963 | PA      | $3380029.60    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2372 12-01-51                                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1881560 | PA      | $1624727.11    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 5.0% 03-01-43                                            | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18462660.00   | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                              | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     7070000 | PA      | $6944691.32    | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                                      | KAISER ALUMINUM CORP 144A LIFE SR UNSEC 4.625% 03-01-28                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20295000 | PA      | $20292544.31   | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    39392000 | PA      | $37322974.59   | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    20880000 | PA      | $21619110.24   | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    17805000 | PA      | $18179065.25   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.375% 01-15-31                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4341660.05    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 17.5% 01-31-26                                   | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    71468917 | PA      | $20547313.64   | 0.01%             | 2026-01-31      | Variable      | 17.50%                | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    37785000 | PA      | $38741905.13   | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9949000 | PA      | $10166664.22   | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                                | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    42030000 | PA      | $39002579.10   | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    19120000 | PA      | $18683203.60   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    52680000 | PA      | $55012670.40   | 0.04%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    33225000 | PA      | $33902657.10   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                             | FLUTTER TREASURY DAC 144A LIFE 5.875% 06-04-31                                                     | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    10635000 | PA      | $10774584.38   | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.25% 02-15-34                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    14555000 | PA      | $15126953.28   | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     8107000 | PA      | $7637231.78    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    43407000 | PA      | $44033710.27   | 0.03%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC (UNFUNDED) 0.0% 10-24-28                                                          | CUSIP: N/A<br>LEI: 549300VLKCUZW3MSVS50       | Long             | DBT              | CORP              | US        |    18302738 | PA      | $18302738.00   | 0.01%             | 2028-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4490000 | PA      | $4732684.50    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2774730.55    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                                  | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    64710000 | PA      | $63956516.76   | 0.05%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7965000 | PA      | $7813696.86    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    99141000 | PA      | $103965002.78  | 0.08%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                           | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    11045000 | PA      | $11497845.00   | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5126000 | PA      | $5237521.26    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     7790000 | PA      | $8007894.09    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    13113000 | PA      | $13351971.31   | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2215792.13    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3523000 | PA      | $3632519.50    | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9510 12-01-51                                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1491614 | PA      | $1291722.69    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22252123 | PA      | $20086768.98   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16757000 | PA      | $16691496.89   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $5556649.77    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 2024-R1 A1 144A FRN 09-25-69                                                                 | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4881840 | PA      | $4895455.16    | 0.00%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |     2753396 | PA      | $2770067.38    | 0.00%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46                                                          | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    12230000 | PA      | $13223907.64   | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                                            | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $924325.20     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    45987000 | PA      | $44808169.24   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    21690000 | PA      | $21026351.07   | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    37385000 | PA      | $35732433.46   | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.75% 06-15-29                             | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3272765.57    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                          | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    15880000 | PA      | $15989222.64   | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    18570000 | PA      | $19259206.98   | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7135000 | PA      | $7398731.01    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    19575000 | PA      | $20232348.08   | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.482% 10-02-25/10-02-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $26583.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.4815% 10-02-25/10-02-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $27990.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.48% 10-02-25/10-02-32 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $30064.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.47825% 10-06-25/10-06-55 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $32703.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.52125% 10-06-25/10-06-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-81106.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.52% 10-06-25/10-06-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-26769.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.477% 10-06-25/10-06-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8725.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.47% 10-07-25/10-07-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $24186.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2023-4                                                                     | VERUS 2023-4 A1 144A 5.811% 05-25-68                                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |      783781 | PA      | $786089.47     | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                    | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                                              | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |     5811143 | PA      | $5854697.17    | 0.00%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.51812% 10-07-25/10-07-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-149844.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.4925% 10-08-25/10-08-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5237.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.5425% 10-08-25/10-08-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $61796.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6705% 10-08-25/10-08-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-24676.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.676% 10-08-25/10-08-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-70933.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.53% 10-09-25/10-09-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-34779.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.57% 10-09-25/10-09-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $84285.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.953% 10-09-25/10-09-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-21864.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.663% 10-09-25/10-09-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $19150.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.515% 10-10-25/10-10-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $40339.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.5225% 10-10-25/10-10-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-29131.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.52% 10-14-25/10-14-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $44433.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      445000 | PA      | $439000.96     | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    43025000 | PA      | $41706757.03   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.51% 10-14-25/10-14-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-18419.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX JPY 1.491% 10-15-25/10-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3242.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2025-8                                                                     | VERUS 2025-8 A1A 144A 4.869% 09-25-70                                                              | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-CBDO         | CORP              | US        |     5962826 | PA      | $5975288.32    | 0.00%             | 2070-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                    | WFCM 2016-C34 AS 3.484% 06-15-49                                                                   | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |      185000 | PA      | $182222.04     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                               | WFCM 2016-NXS5 AS 3.988% 01-15-59                                                                  | CUSIP: 95000CBD4<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $148386.90     | 0.00%             | 2059-01-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                    | WFCM 2016-C37 A5 3.794% 12-15-49                                                                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |     6015000 | PA      | $5975385.21    | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 2017-RC1 A4 3.631% 01-15-60                                                                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $475505.76     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                    | WFCM 2019-C54 A4 3.146% 12-15-52                                                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2405000 | PA      | $2289158.37    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                    | WFCM 2022-C62 A4 FRN 04-15-55                                                                      | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2580000 | PA      | $2472816.48    | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                      | WMRK 2022-WMRK A 144A FRN 11-15-27                                                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13994000 | PA      | $14124354.11   | 0.01%             | 2027-11-15      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                    | WFCM 2024-5C1 AS 6.52% 07-15-57                                                                    | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $724434.45     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE A 144A FRN 11-15-41                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7009366.00    | 0.01%             | 2041-11-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.5% 10-15-25/10-15-55 LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $28107.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $7007533.98    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6148000 | PA      | $6380222.26    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                            | MID-AMERICA APARTMENT COMMUNITIES INC (REIT)                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     1453466 | NS      | $186377945.18  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      321876 | NS      | $96057454.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      365704 | NS      | $22827243.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28       | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      304259 | NS      | $17616596.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     1827808 | NS      | $105025847.68  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                      | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     9803932 | NS      | $889216632.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP                                                                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     4595192 | NS      | $148711821.24  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    79668042 | NS      | $7968397565.84 | 5.79%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |    10000000 | NS      | $319286240.39  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $35658.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $1446008.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M CO                                                                            | 3M COMPANY                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     2181535 | NS      | $363225577.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     5273988 | NS      | $297347443.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      457380 | NS      | $65254356.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     3252020 | NS      | $533331280.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     3082685 | NS      | $1596245119.85 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     2185425 | NS      | $324164090.25  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      318703 | NS      | $197032393.08  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 15.1% 01-23-25/01-02-29                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8173655.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.1215% 01-27-25/01-27-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2363440.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.041% 02-05-25/02-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2929764.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.0585% 02-05-25/02-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1334558.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.4225% 02-03-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $10156792.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.37% 03-11-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3228008.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1238319.50    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    23557000 | PA      | $19528352.53   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.625% 06-15-35                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12000000 | PA      | $11525292.00   | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      117000 | PA      | $119383.88     | 0.00%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12557000 | PA      | $12309752.67   | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5205000 | PA      | $4416270.74    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    20825000 | PA      | $20860964.78   | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      755000 | PA      | $572940.06     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8486000 | PA      | $7519860.41    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     8045000 | PA      | $7470997.30    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6404000 | PA      | $5917340.83    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31                                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     3242000 | PA      | $2923535.10    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28                                                | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     8037000 | PA      | $7631750.35    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    22600000 | PA      | $21988466.60   | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                      | PENSKE AUTOMOTIVE GROUP INC SUB 3.75% 06-15-29                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     7275000 | PA      | $6995901.90    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    19194000 | PA      | $19315056.56   | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16986191.75   | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.25% 07-01-36                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1215580.60    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12607000 | PA      | $11157321.07   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3211708.50    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                            | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |     2500000 | PA      | $2485467.50    | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9983840.00    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 4.625% 12-15-27                                                | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3802052.34    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7045% 03-13-25/03-13-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-725766.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-552740.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-151858.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $566326.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6065% 05-12-25/05-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-338865.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.31% 05-08-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $121499.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2175% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $504463.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2145% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $128001.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                       | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      638000 | PA      | $628652.66     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      485000 | PA      | $488913.47     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 5.875% 03-15-28                                                                 | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12771843.90   | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4812000 | PA      | $4765208.11    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1415758.40    | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     9130000 | PA      | $9151190.73    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                   | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $12204286.72   | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     9116000 | PA      | $8596588.55    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4068000 | PA      | $2872862.28    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      626000 | PA      | $564179.37     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    68223000 | PA      | $64276163.00   | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 2.65% 07-15-30                                                    | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3128702.35    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY CORP 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-26                                       | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     5374000 | PA      | $27138.70      | 0.00%             | 2026-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    26288000 | PA      | $24456856.78   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 3.375% 08-15-30                                                | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2060202.51    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    27165000 | PA      | $26477969.99   | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 144A LIFE SR SEC 1ST LIEN 3.875% 01-15-29                                    | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10861452.00   | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     7075000 | PA      | $7078445.53    | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                                 | SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29                                                  | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |     9082000 | PA      | $8813672.31    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4507994.40    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                                     | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3555744.40    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    19310000 | PA      | $18835997.43   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1756689.75    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    64170000 | PA      | $63510460.74   | 0.05%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    38225000 | PA      | $37920576.10   | 0.03%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                     | SUBURBAN PROPANE PARTNERS LP 144A LIFE SR UNSEC 5.0% 06-01-31                                      | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $5812863.88    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 4.0% 05-15-31                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     4805000 | PA      | $4555274.54    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    63125000 | PA      | $61391966.25   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                                        | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      124000 | PA      | $110423.74     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3003244.65    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1941000 | PA      | $1762575.52    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    12580000 | PA      | $12345370.42   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 7.875% 02-15-31                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2376332.28    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 144A LIFE SR SEC 1ST LIEN 6.75% 02-16-31                                            | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     7135000 | PA      | $7437538.27    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29                                         | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    17335000 | PA      | $17681075.94   | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 3.125% 09-01-26                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1032228.08    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   140140000 | PA      | $127266739.60  | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    53085000 | PA      | $51666356.46   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    46860000 | PA      | $44623137.90   | 0.03%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                               | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |    16675000 | PA      | $17456924.10   | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                       | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |    19535000 | PA      | $20403311.22   | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    13460000 | PA      | $12198151.92   | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 4.75% 02-01-32                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      650000 | PA      | $638442.35     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                            | AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15509000 | PA      | $16023976.35   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4193046.00    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      200052 | PA      | $189961.21     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0796 04-01-55                                                                      | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8246699 | PA      | $8435036.69    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7035 12-01-54                                                                      | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4593990 | PA      | $4700212.47    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX4065 01-01-55                                                                      | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3287033 | PA      | $3363370.57    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD0835 01-01-55                                                                      | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4253638 | PA      | $4351773.28    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1442377 | PA      | $1406571.17    | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $8666986.00    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1215416.48    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      375000 | PA      | $376757.63     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10452393.00   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                              | TPMT 2017-1 A2 144A FRN 10-25-56                                                                   | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213218 | PA      | $212420.37     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1080555.00    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     3616000 | PA      | $3749314.69    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1361888 | PA      | $1328400.81    | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    81447959 | PA      | $83325904.61   | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ5643 09-01-54                                                                      | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3070937 | PA      | $3181208.65    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2095 11-01-51                                                                      | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2432273 | PA      | $2159072.72    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    29890000 | PA      | $28025521.58   | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    81159000 | PA      | $70445687.36   | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     4974000 | PA      | $4894669.67    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                          | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |     7629000 | PA      | $8079255.95    | 0.01%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    84299000 | PA      | $75041283.82   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.5% 06-01-29                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2357467.20    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    24235000 | PA      | $25243418.35   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                                             | ARCHROCK PARTNERS LP 144A LIFE SR UNSEC 6.625% 09-01-32                                            | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2412259.29    | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8517 03-01-55                                                                      | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32429783 | PA      | $33594271.65   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6771 02-01-52                                                                      | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1129685 | PA      | $917346.76     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.86% 08-27-26                                 | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2512470.00    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 6.25% 11-01-31                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     7115000 | PA      | $7270227.96    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                  | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                          | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $6133159.50    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    18845000 | PA      | $17950974.36   | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4932 01-01-53                                                                      | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      995823 | PA      | $883631.47     | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA0287 12-01-54                                                                      | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26472121 | PA      | $27082832.67   | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 5.875% 07-01-29                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      650000 | PA      | $651062.10     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    81186000 | PA      | $78478690.46   | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1138 05-01-55                                                                      | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      722439 | PA      | $739548.03     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1137 05-01-55                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      680753 | PA      | $696458.74     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    15555000 | PA      | $14511135.06   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    22775000 | PA      | $22730953.15   | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.25% 01-15-30                                       | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     4805000 | PA      | $4908451.65    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.5% 10-01-31                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     3490000 | PA      | $3583312.13    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0028 07-01-55                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   153282195 | PA      | $156782700.22  | 0.11%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15584989 | PA      | $15945859.74   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3288292.21    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1963798.20    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    24135000 | PA      | $24932685.89   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     8263000 | PA      | $8251687.95    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    16982000 | PA      | $14583037.77   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60                                                        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $798924.13     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QX7596 03-01-55                                                                      | CUSIP: 31426DNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      199154 | PA      | $183735.16     | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SL0588 03-01-55                                                                      | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      931249 | PA      | $860027.77     | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2650000 | PA      | $2630745.10    | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    21600000 | PA      | $20521188.00   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    87729000 | PA      | $82532723.60   | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.55% 09-11-28                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8028856.00    | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     7868000 | PA      | $7762663.22    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.62% 10-15-32                              | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    25230000 | PA      | $25778298.36   | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.45% 09-11-27                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8018440.00    | 0.01%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC 144A LIFE SR SEC 1ST LIEN 7.25% 01-30-31                                   | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15585000 | PA      | $15895951.92   | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $6041432.54    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3564000 | PA      | $4060885.75    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    11909000 | PA      | $12771473.60   | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14300000 | PA      | $14930201.00   | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3124189.88    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5696000 | PA      | $4982524.74    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3497774.30    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2598167.50    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $17485509.25   | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    45005000 | PA      | $47087606.38   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     7746000 | PA      | $7908023.08    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN AUSTRALIA HOLDINGS LTD                                                    | VIRGIN AUSTRALIA HOLDINGS LTD 144A LIFE SR UNSEC 7.875% 10-15-31                                   | CUSIP: 92765YAG2<br>LEI: 254900SNPW6V9967CJ18 | Long             | DBT              | CORP              | AU        |     1632334 | PA      | $14282.92      | 0.00%             | 2031-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MSC 2022-L8                                                                      | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590000 | PA      | $556271.47     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                   | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                             | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5375924 | PA      | $5440128.71    | 0.00%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                     | MCAS 2024-01 M10 144A FRN 07-25-54                                                                 | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |     2427000 | PA      | $2528509.28    | 0.00%             | 2054-07-25      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                      | MSRM 2024-INV2 A1 144A FRN 02-25-54                                                                | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2162775 | PA      | $2205504.86    | 0.00%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 6.5% 05-15-32                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4858981.92    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 6.0% 11-22-34                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    35920000 | PA      | $36446012.48   | 0.03%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3816000 | PA      | $3900856.39    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1071980.00    | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    63960000 | PA      | $65719923.36   | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    68280000 | PA      | $64155205.20   | 0.05%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3990567 | PA      | $4018684.06    | 0.00%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                   | MSBAM 25-5C1 AS 6.011% 03-15-30                                                                    | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21684000 | PA      | $22577142.28   | 0.02%             | 2058-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    15640000 | PA      | $16715672.28   | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $7383616.00    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    20920000 | PA      | $21891734.00   | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $7741998.45    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 144A LIFE SR UNSEC 7.0% 02-01-33                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     7165000 | PA      | $7465385.46    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    25770000 | PA      | $26946348.96   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1442474 | PA      | $1445165.20    | 0.00%             | 2055-05-25      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2583000 | PA      | $2630369.64    | 0.00%             | 2055-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP SR UNSEC 6.125% 06-15-30                                                            | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    10405000 | PA      | $10309294.81   | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1752000 | PA      | $1735557.48    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    18756000 | PA      | $14301450.00   | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   141371000 | PA      | $113635423.51  | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   103170000 | PA      | $94626285.96   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    84109000 | PA      | $81734602.93   | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 13.875% 06-23-30                                       | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17249144 | PA      | $19340602.71   | 0.01%             | 2030-06-23      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                 | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.15% 10-15-30                                                | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1046616.90    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                                   | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      601000 | PA      | $633653.53     | 0.00%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    12679000 | PA      | $12998624.91   | 0.01%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17350000 | PA      | $18036279.25   | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                               | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      350000 | PA      | $309135.75     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      958000 | PA      | $982588.03     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      982000 | PA      | $995916.90     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                               | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $260582.35     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4768861.30    | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     6435000 | PA      | $6528751.52    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    30599000 | PA      | $29215711.01   | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                       | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $6775273.63    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                     | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    20505000 | PA      | $20167385.18   | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    15693000 | PA      | $16162095.16   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    14635000 | PA      | $15411328.21   | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                           | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |     5748881 | PA      | $5769042.62    | 0.00%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1162739 | PA      | $1088111.06    | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P A 144A FRN 02-10-47                                                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      613000 | PA      | $645219.89     | 0.00%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                   | NRZT 2025-NQM2 A1 144A 5.566% 04-25-65                                                             | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |     6752338 | PA      | $6818592.09    | 0.00%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                    | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2057386 | PA      | $2028000.84    | 0.00%             | 2053-03-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                    | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |     3142986 | PA      | $3179991.64    | 0.00%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                    | OBX 2024-HYB2 A1 144A FRN 04-25-53                                                                 | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4035535 | PA      | $3980680.01    | 0.00%             | 2053-04-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |     1702418 | PA      | $1719857.49    | 0.00%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                    | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |     2842879 | PA      | $2890937.69    | 0.00%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1804271 | PA      | $1827914.17    | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                            | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15211894 | PA      | $15192635.82   | 0.01%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                            | OBX 2022-NQM5 A1 144A 4.31% 05-25-62                                                               | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16393364 | PA      | $16286922.17   | 0.01%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2510366 | PA      | $2389752.56    | 0.00%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 MA 3.0% 08-25-56                                                                       | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2608973 | PA      | $2463376.42    | 0.00%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4325000 | PA      | $3338359.38    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9400000 | PA      | $8476083.40    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1670495 | PA      | $1600925.18    | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    77705000 | PA      | $68866056.25   | 0.05%             | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    31671000 | PA      | $32391990.32   | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     4771000 | PA      | $4568008.26    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                             | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    23007000 | PA      | $23448619.37   | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8248000 | PA      | $8341598.30    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63849474 | PA      | $62244042.83   | 0.05%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42133453 | PA      | $34179331.21   | 0.02%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12820000 | PA      | $13776795.06   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $11940551.75   | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                               | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    22310000 | PA      | $22193095.60   | 0.02%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       35000 | NS      | $12071500.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1750114.78    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2240366.85    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 06-01-31                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     6765000 | PA      | $7069323.53    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR SEC 1ST LIEN 6.25% 06-01-28                                                   | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5056984.35    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 02-01-32                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    14878000 | PA      | $15697257.07   | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NORTH AMERICA CAPITAL INC 144A LIFE SR UNSEC 7.5% 03-24-31                                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    29790000 | PA      | $28670342.85   | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    14525000 | PA      | $14384586.83   | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                      | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    32845000 | PA      | $34237529.47   | 0.02%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    19619859 | NS      | $2350262909.61 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     4390196 | NS      | $204627035.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                            | ALERA GROUP INTERMEDIATE HOLDINGS TL 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-30-33                  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |    23485000 | PA      | $24201292.50   | 0.02%             | 2033-05-30      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-20-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |    16750000 | PA      | $16613906.25   | 0.01%             | 2033-03-20      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    25624217 | NS      | $122499693.30  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      898702 | NS      | $709408397.74  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC TL 1ST LIEN PIK DIP (FUNDED) 17.50% 05-05-28                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    24986424 | PA      | $24986423.51   | 0.02%             | 2028-05-05      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                         | MI WINDOWS AND DOORS LLC TL-B3 1ST LIEN (TSFR3M+275)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     8221146 | PA      | $8245554.20    | 0.01%             | 2031-03-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-2 1ST LIEN 19% 02-03-26                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      640482 | PA      | $244536.03     | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-1 1ST LIEN 19% 02-03-26                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1120846 | PA      | $427939.00     | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |     1669660 | PA      | $756355.87     | 0.00%             | 2028-10-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL 1ST LIEN (TSFR3M+300)(FLR 0) FRN 07-30-32                                    | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |    36855000 | PA      | $36933980.27   | 0.03%             | 2032-07-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) 7.81461% 03-29-29                              | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |     1908000 | PA      | $1899255.64    | 0.00%             | 2029-03-29      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                     | PERATON CORP TL-B 1ST LIEN (TSFR3M+385)(FLR 0.75) 02-01-28                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    34010319 | PA      | $29497863.54   | 0.02%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) FRN 06-30-32                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    50000000 | PA      | $49994800.00   | 0.04%             | 2032-06-30      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC TL 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 12-19-30                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     3851472 | PA      | $3865649.46    | 0.00%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMM TL 1ST LIEN (TSFR3M+425) (FLR 0.50) 8.25150% 06-24-29                               | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      573518 | PA      | $574712.68     | 0.00%             | 2029-06-24      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    16734800 | PA      | $16788836.67   | 0.01%             | 2030-05-17      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                     | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    46810526 | PA      | $47593151.51   | 0.03%             | 2032-05-06      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    16534206 | PA      | $16658212.75   | 0.01%             | 2031-05-01      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 07-16-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9424067 | PA      | $2337168.63    | 0.00%             | 2026-07-16      | Variable      | 5.89%                 | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9475444 | PA      | $2349910.02    | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     5690483 | PA      | $5636423.87    | 0.00%             | 2030-05-30      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 07-01-32                                | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |    16760000 | PA      | $16773089.56   | 0.01%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    26430866 | PA      | $26276694.95   | 0.02%             | 2029-03-02      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORPORATION TL-B 1ST LIEN (TSFR3M+675)(FLR 0.5) FRN 10-26-29                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1132090 | PA      | $1103929.01    | 0.00%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6175000 | PA      | $6203559.38    | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 2020-1 A1A 144A 1.662% 03-25-55                                                               | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155729 | PA      | $150905.07     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 2021-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1686442 | PA      | $1525094.65    | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                          | AMSR 2021-SFR3 A 144A 1.476% 10-17-38                                                              | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11194968 | PA      | $10883759.08   | 0.01%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                   | ARES1 2024-IND A 144A FRN 07-15-41                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1566000 | PA      | $1571087.93    | 0.00%             | 2041-07-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4999 03-01-53                                                                      | CUSIP: 31418ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       85010 | PA      | $75430.24      | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0026 07-01-55                                                                      | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10814035 | PA      | $10766312.62   | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0050 09-01-55                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10719205 | PA      | $10970559.32   | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                                          | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      712272 | PA      | $696900.16     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                                              | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      772980 | PA      | $757896.47     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                                 | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1030731 | PA      | $1010621.65    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                                      | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1021061 | PA      | $1000601.05    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     1826051 | NS      | $42785751.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     3247392 | NS      | $87160001.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      153315 | NS      | $11699467.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     2624193 | NS      | $996117420.87  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO (THE)                                                                 | HERSHEY CO (THE)                                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     1600000 | NS      | $271408000.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                             | INTERNATIONAL BUSINESS MACHINES CORP                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     4561768 | NS      | $1402333100.88 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                                                   | ICICI BANK LTD                                                                                     | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |     7315730 | NS      | $110948046.28  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      753785 | NS      | $47465841.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     4110000 | NS      | $237546938.76  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     1999525 | NS      | $79466886.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    10499909 | NS      | $263229900.84  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INWIDO AB                                                                        | INWIDO AB                                                                                          | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |     2500000 | NS      | $37873104.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     8310980 | NS      | $321136267.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC (REIT)                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     2117169 | NS      | $217962548.55  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     3221904 | NS      | $484477704.48  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                        | PARTNERS GROUP HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      124045 | NS      | $151617289.10  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     1066700 | NS      | $219740200.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                        | PACKAGING CORP OF AMERICA                                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     1229648 | NS      | $240715892.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     1367687 | NS      | $169716279.83  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    24590854 | NS      | $3549197957.82 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     5628536 | NS      | $498238006.72  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM BM                                                                 | BANK HAPOALIM BM                                                                                   | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     4024613 | NS      | $81748343.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     8186522 | NS      | $383483295.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      225000 | NS      | $62676000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                                 | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |    10812492 | NS      | $1082664131.53 | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| PUUILO OYJ                                                                       | PUUILO OYJ                                                                                         | CUSIP: N/A<br>LEI: 743700UJUT6FWHBXPR69       | Long             | EC               | CORP              | FI        |     5509640 | NS      | $90182905.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALITAS CONTROLADORA SAB DE CV                                                  | QUALITAS CONTROLADORA SAB DE CV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     8439995 | NS      | $76533948.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    10712603 | NS      | $703710891.07  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     2830600 | NS      | $202651309.64  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      134000 | NS      | $18879260.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     3737072 | NS      | $667067352.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      547058 | NS      | $80142602.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA                                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     1033615 | NS      | $10518260.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVA WINE GROUP AB                                                               | VIVA WINE GROUP AB                                                                                 | CUSIP: N/A<br>LEI: 549300XZE8FG96FTL804       | Long             | EC               | CORP              | SE        |     4500000 | NS      | $18202745.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| VIPER ENERGY INC                                                                 | VIPER ENERGY INC CL A                                                                              | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2055633 | NS      | $77209575.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                    | VENTIA SERVICES GROUP PTY LTD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    34829353 | NS      | $130341124.07  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     3436750 | NS      | $94808550.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    11923809 | PA      | $11923809.22   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                     | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO                   | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                                    | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |     2223195 | PA      | $2223195.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                         | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                        | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1900000 | PA      | $1900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

**Name of Applicant:** Income Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior