# EDGAR Filing Document

**Accession Number:** 0000067160
**File Stem:** 0001398344-23-004829
**Filing Date:** 2023-2
**Character Count:** 217820
**Document Hash:** f9ac6ecc0ae9d3f915782b18410758d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004829.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004829

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML SERIES INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000067160
- **IRS NUMBER:** 042476032
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02224
- **FILM NUMBER:** 23671610

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML EQUITY INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19850227

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19811109

## Series and Classes Contracts Data

### MML Total Return Bond Fund (Series ID: S000029642)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000091024 | Class II        |  |
| C000091025 | Service Class I |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML SERIES INVESTMENT FUND

- **b. Investment Company Act file number:** 811-02224

- **c. CIK number of Registrant:** 0000067160

- **d. LEI of Registrant:** VQ1HG47DNRJG3HBJH467

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

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 4137441000

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

- **a. Name of Series:** MML Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000029642

- **c. LEI of Series:** E6C49Z35RNRPSZ4OIX81

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $410452987.26

**Total Liabilities:** $115707589.96

**Net Assets:** $294745397.30

**Delayed Delivery Securities:** $70193659.82

**Stand-by Commitments:** $8832.25

**Cash Not Reported:** $2286.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 71.7 | **1-Year:** 5100.71 | **5-Year:** 26753.96 | **10-Year:** 46908.36 | **30-Year:** 52210.02

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

- **3-Month:** 121.19 | **1-Year:** 980.85 | **5-Year:** 5441 | **10-Year:** 3765.15 | **30-Year:** 474.6

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091024 | -0.23%               | 3.90%                | -1.63%               |
| Class ID C000091025 | -0.23%               | 3.95%                | -1.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1024508.22              | $-2321226.86                               |
| Month 2  | $-1587040.89             | $11687457.66                               |
| Month 3  | $-3948663.42             | $-1209073.87                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                                      | SR UNSECURED 05/46 4.45       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345951.32    | 0.12%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT L                            | SR UNSECURED REGS 09/29 2.5   | CUSIP: ACI1FS3Z5<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $179237.60    | 0.06%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ACCESS GROUP INC                                | ACCSS 2015 1 A 144A           | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324474 | PA      | $309752.30    | 0.11%             | 2056-07-25      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE, LLC                                   | 2020 TERM LOAN B              | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     98982 | PA      | $92672.08     | 0.03%             | 2027-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES                   | AABST 2005 4 M2               | CUSIP: 00764MGH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760069 | PA      | $704453.27    | 0.24%             | 2035-10-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 01/25 3.5        | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $952681.17    | 0.32%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 01/32 3.3        | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    615000 | PA      | $482573.32    | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AI AQUA MERGER SUB INC                          | 2022 TERM LOAN B              | CUSIP: 00132UAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35481 | PA      | $33351.85     | 0.01%             | 2028-07-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AI AQUA MERGER SUB INC                          | 2022 DELAYED DRAW TERM LOAN   | CUSIP: 944ZVKII6<br>LEI: N/A                  | Long             | LON              |  | US        |      6171 | PA      | $5800.32      | 0.00%             | 2028-07-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AIMCO                                           | AIMCO 2015 AA BR2 144A        | CUSIP: 00900LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1055358.70   | 0.36%             | 2034-10-17      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| AIMCO                                           | AIMCO 2020 11A AR 144A        | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $730056.75    | 0.25%             | 2034-10-17      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                  | SR UNSECURED 12/27 5.85       | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354840.00    | 0.12%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ALLEGRO CLO LTD                                 | ALLEG 2020 1A A1 144A         | CUSIP: 01750TAC0<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $836521.55    | 0.28%             | 2032-01-21      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO ISSUER                        | SR UNSECURED 144A 10/27 6.75  | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31460.10     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AMCOR FINANCE USA INC                           | COMPANY GUAR 04/26 3.625      | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615703.13    | 0.21%             | 2026-04-28      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AMENTUM GOVT SERVI HOLDGS LLC                   | TERM LOAN B                   | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     29285 | PA      | $28576.80     | 0.01%             | 2027-01-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES, INC.                         | 2021 TERM LOAN                | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     19910 | PA      | $19801.48     | 0.01%             | 2028-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                             | SR UNSECURED 03/27 2.55       | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    385000 | PA      | $350599.29    | 0.12%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTM                  | AHM 2005 1 6A                 | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311133 | PA      | $294940.08    | 0.10%             | 2045-06-25      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                | AMWINS GROUP INC TERM LOAN B  | CUSIP: 03234TAW8<br>LEI: 549300ER4R3WJD5XXM35 | Long             | LON              | CORP              | US        |    491698 | PA      | $482326.59    | 0.16%             | 2028-02-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2021 7 A1 144A           | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227991 | PA      | $186628.81    | 0.06%             | 2066-10-25      | Floating      | 1.98%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2022 6 A1 144A           | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    879882 | PA      | $841989.99    | 0.29%             | 2067-07-25      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                        | COMPANY GUAR 02/52 3.9        | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $146204.30    | 0.05%             | 2052-02-28      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                | 2021 TERM LOAN B              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     25174 | PA      | $23233.75     | 0.01%             | 2027-12-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                        | COMPANY GUAR 144A 08/27 5.25  | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | NA        |    190000 | PA      | $142118.78    | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                        | SR UNSECURED 144A 08/27 5.25  | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | NA        |    100000 | PA      | $74799.36     | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: —       |
| ARTERA SERVICES LLC                             | SR SECURED 144A 12/25 9.033   | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79143.55     | 0.03%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           | 2                  | On Loan: —       |
| ASCENDAS REIT                                   | SR UNSECURED REGS 06/28 0.75  | CUSIP: ACI1YNVW1<br>LEI: 213800H1KRMV1NY4OQ86 | Long             | DBT              | CORP              | SG        |    185000 | PA      | $153996.52    | 0.05%             | 2028-06-23      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                             | SR UNSECURED 144A 01/29 5.625 | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24691.03     | 0.01%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC                                     | 2020 TERM LOAN B8             | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     57438 | PA      | $51084.10     | 0.02%             | 2026-12-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | 2021 SECOND LIEN TERM LOAN B4 | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     15118 | PA      | $11684.19     | 0.00%             | 2029-01-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 05/46 4.75       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    710000 | PA      | $604167.73    | 0.20%             | 2046-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 03/37 5.25       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262105.82    | 0.09%             | 2037-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 12/57 3.8        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    482000 | PA      | $335193.39    | 0.11%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC                                | 2022 TERM LOAN B              | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228325 | PA      | $205574.49    | 0.07%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC                                | 2022 DELAYED DRAW TERM LOAN   | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              |  | US        |     38894 | PA      | $35018.22     | 0.01%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SR SECURED 144A 05/24 VAR     | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496195.35    | 0.17%             | 2024-05-24      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SECURED 144A 08/28 1.985      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    555000 | PA      | $447395.25    | 0.15%             | 2028-08-19      | Fixed         | 1.99%                 | Yes           | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SECURED 144A 03/27 3.205      | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120467.64    | 0.04%             | 2027-03-08      | Fixed         | 3.21%                 | Yes           | 2                  | On Loan: No      |
| AVANTOR INC                                     | 2021 TERM LOAN B5             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    106630 | PA      | $105978.54    | 0.04%             | 2027-11-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 07/24 3.95  | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $124536.22    | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 02/25 2.875 | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $309315.96    | 0.10%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 11/27 2.528 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    389000 | PA      | $311418.30    | 0.11%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           | 2                  | On Loan: No      |
| AZZ INC                                         | TERM LOAN B                   | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      9697 | PA      | $9684.57      | 0.00%             | 2029-05-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                     | COMPANY GUAR 144A 05/25 4.45  | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $679726.68    | 0.23%             | 2025-05-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH                   | BAMLL 2018 PARK A 144A        | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $560683.24    | 0.19%             | 2038-08-10      | Floating      | 4.09%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 10/32 VAR        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $404812.21    | 0.14%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 01/26 VAR        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $396621.19    | 0.13%             | 2026-01-23      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 12/28 VAR        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $425633.99    | 0.14%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 03/29 VAR        | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $448284.57    | 0.15%             | 2029-03-05      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 02/33 VAR        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161747.53    | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 04/31 VAR        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114355.81    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 10/31 VAR        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84137.09     | 0.03%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 03/27 VAR        | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $668216.08    | 0.23%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 04/32 VAR        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96359.74     | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 06/29 VAR        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843234.85    | 0.29%             | 2029-06-14      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 07/32 VAR        | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $185499.89    | 0.06%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                          | SR UNSECURED 10/33 VAR        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301632.61    | 0.10%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 08/47 4.54       | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $747047.27    | 0.25%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 03/52 5.65       | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178456.55    | 0.06%             | 2052-03-16      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 08/37 4.39       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312384.88    | 0.11%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB INC                               | TERM LOAN                     | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     34286 | PA      | $32549.99     | 0.01%             | 2027-05-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                         | COMPANY GUAR 144A 12/28 4.375 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    893000 | PA      | $841867.05    | 0.29%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                         | COMPANY GUAR 144A 06/38 4.625 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    795000 | PA      | $692826.31    | 0.24%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                         | COMPANY GUAR 144A 06/48 4.875 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182483.55    | 0.06%             | 2048-06-25      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                | SR SECURED 01/26 1.57         | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $365627.35    | 0.12%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                | SR SECURED 144A 07/26 4.875   | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $317251.22    | 0.11%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                | 2021 TERM LOAN Z              | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |    148820 | PA      | $147467.05    | 0.05%             | 2026-07-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/23 1.167      | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657464.86    | 0.22%             | 2023-02-04      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                    | COMPANY GUAR 144A 02/33 2.6   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    386000 | PA      | $290939.31    | 0.10%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                    | SR UNSECURED 144A 04/33 3.419 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    208000 | PA      | $167320.44    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| BWFCME023 IRS USD R V 03MLIBOR                  | 1%   24 Jul 2053              | CUSIP: 99S1N8WX1<br>LEI: N/A                  | N/A              | DIR              |  | US        |    325000 | PA      | $96765.56     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BWFCME025 IRS USD R V 03MLIBOR                  | 1%   24 Jul 2053              | CUSIP: 99S1N9D93<br>LEI: N/A                  | N/A              | DIR              |  | US        |    650000 | PA      | $197698.41    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BWFCME027 IRS USD R V 03MLIBOR                  | 1%   24 Jul 2053              | CUSIP: 99S1N9CO1<br>LEI: N/A                  | N/A              | DIR              |  | US        |    475000 | PA      | $143384.31    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BWFCME029 IRS USD R V 03MLIBOR                  | 1%   28 Sep 2053              | CUSIP: 99S1O6HI4<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1285000 | PA      | $360639.62    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2                  | BX 2019 XL A 144A             | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185438 | PA      | $1169169.92   | 0.40%             | 2036-10-15      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                        | BX 2022 VAMF C 144A           | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443000 | PA      | $419763.10    | 0.14%             | 2039-01-15      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                        | BX 2022 CSMO A 144A           | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692000 | PA      | $686812.77    | 0.23%             | 2027-06-15      | Floating      | 6.45%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2019 OC11                              | BX 2019 OC11 A 144A           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $151502.76    | 0.05%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST                  | BXSC 2022 WSS D 144A          | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894000 | PA      | $851570.49    | 0.29%             | 2035-03-15      | Floating      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| CABLE ONE INC                                   | COMPANY GUAR 144A 11/30 4     | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58853.68     | 0.02%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: —       |
| CAESARS ENTERTAIN INC                           | SR UNSECURED 144A 10/29 4.625 | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61035.75     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: —       |
| CAESARS ENTERTAIN INC                           | SR UNSECURED 144A 07/27 8.125 | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98255.00     | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: —       |
| CAESARS RESORT COLLECTION LLC                   | 2020 TERM LOAN                | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    145571 | PA      | $145074.61    | 0.05%             | 2025-07-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CALI MORTGAGE TRUST 2019 101C                   | CALI 2019 101C A 144A         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $359235.25    | 0.12%             | 2039-03-10      | Fixed         | 3.96%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                      | CASHGR 11/34 FIXED 2.274      | CUSIP: 13077DQN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $134556.79    | 0.05%             | 2034-11-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                      | CASHGR 11/35 FIXED 2.374      | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14794.29     | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | SR UNSECURED 03/30 VAR        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $458381.42    | 0.16%             | 2030-03-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| CDK GLOBAL, INC                                 | 2022 USD TERM LOAN B          | CUSIP: 943UMXII0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    138833 | PA      | $137412.36    | 0.05%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                               | CEDF 2021 14A A 144A          | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $781600.80    | 0.27%             | 2033-07-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                    | SR UNSECURED 12/27 4.25       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215918.25    | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                    | SR UNSECURED 10/30 3          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    453000 | PA      | $371346.40    | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                    | SR UNSECURED 07/28 2.45       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    488000 | PA      | $411492.49    | 0.14%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN + PET CO                         | COMPANY GUAR 02/28 5.125      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114424.46    | 0.04%             | 2028-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 07/25 4.908        | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201084.26    | 0.07%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 02/28 3.75         | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     92000 | PA      | $83137.91     | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 05/47 5.375        | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74916.48     | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 04/48 5.75         | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    280000 | PA      | $230827.31    | 0.08%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 03/50 4.8          | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    330000 | PA      | $240226.95    | 0.08%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 04/53 5.25         | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205895.74    | 0.07%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORA                  | CHASE 2007 A1 11A4            | CUSIP: 161630BK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218219 | PA      | $186820.93    | 0.06%             | 2037-03-25      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                      | SR UNSECURED 03/51 3.4        | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178467.67    | 0.06%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 06/27 VAR        | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    985000 | PA      | $855434.71    | 0.29%             | 2027-06-09      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 02/28 VAR        | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171532.87    | 0.06%             | 2028-02-24      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 11/30 VAR        | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126468.08    | 0.04%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 01/26 VAR        | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310676.68    | 0.11%             | 2026-01-25      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 01/33 VAR        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    640000 | PA      | $519229.75    | 0.18%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 06/31 VAR        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206854.02    | 0.07%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 05/25 VAR        | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79560.25     | 0.03%             | 2025-05-01      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 05/32 VAR        | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    580000 | PA      | $459394.98    | 0.16%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                   | CMLTI 2005 11 A2A             | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174674 | PA      | $168082.34    | 0.06%             | 2035-10-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                   | CMLTI 2006 HE2 M1             | CUSIP: 17309LAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389928 | PA      | $386563.91    | 0.13%             | 2036-08-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                               | 2021 USD TERM LOAN B          | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    194908 | PA      | $190604.87    | 0.06%             | 2026-04-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| COLLEGIATE FUNDING SERVICES ED                  | COELT 2005 A A4               | CUSIP: 19458LBC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1067801 | PA      | $1015917.27   | 0.34%             | 2035-03-28      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| COLT FUNDING LLC                                | COLT 2021 6 A1 144A           | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782317 | PA      | $664483.74    | 0.23%             | 2066-12-25      | Floating      | 1.91%                 | Yes           | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                             | SR SECURED 10/30 2.782        | CUSIP: 20268JAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $409331.93    | 0.14%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                             | SR SECURED 10/50 3.91         | CUSIP: 20268JAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $55925.30     | 0.02%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN T                  | CWALT 2005 31 2A1             | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846805 | PA      | $746832.18    | 0.25%             | 2035-08-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN T                  | CWALT 2006 OA6 1A2            | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847457 | PA      | $742030.09    | 0.25%             | 2046-07-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                          | SR UNSECURED 144A 06/31 2.6   | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $307606.93    | 0.10%             | 2031-06-15      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| CPT MORTGAGE TRUST                              | CPTS 2019 CPT A 144A          | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $284681.56    | 0.10%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 08/33 VAR   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1955000 | PA      | $1720626.51   | 0.58%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 11/33 VAR   | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $308068.98    | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 01/29 VAR   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     65000 | PA      | $52185.31     | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 02/27 VAR   | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    495000 | PA      | $395348.30    | 0.13%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 05/32 VAR   | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    825000 | PA      | $572541.01    | 0.19%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: —       |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2018 RPL9 A 144A         | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806316 | PA      | $742164.91    | 0.25%             | 2057-09-25      | Floating      | 3.85%                 | Yes           | 2                  | On Loan: No      |
| CROWN FINANCE US, INC.                          | 2022 DIP TERM LOAN            | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              |  | US        |     90423 | PA      | $88586.62     | 0.03%             | 2023-09-07      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                | SR UNSECURED 144A 04/28 7.5   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     32000 | PA      | $21680.00     | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                | COMPANY GUAR 144A 02/29 6.5   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    513000 | PA      | $419377.50    | 0.14%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CUBESMART LP                                    | COMPANY GUAR 02/32 2.5        | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $295378.02    | 0.10%             | 2032-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     35347 | PA      | $-739.31      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    653383 | PA      | $-49467.37    | -0.02%            |  |  |  | No            | N/A                | On Loan: No      |
| CVS HEALTH CORP                                 | SR UNSECURED 03/48 5.05       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $983279.59    | 0.33%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| DC OFFICE TRUST                                 | DCOT 2019 MTC A 144A          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $308262.60    | 0.10%             | 2045-09-15      | Fixed         | 2.96%                 | Yes           | 2                  | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE                  | DRMT 2021 4 A1 144A           | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1502785 | PA      | $1280382.97   | 0.43%             | 2066-11-25      | Floating      | 1.93%                 | Yes           | 2                  | On Loan: No      |
| DEERFIELD DAKOTA HOLDING LLC                    | 2020 USD TERM LOAN B          | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     58862 | PA      | $54870.73     | 0.02%             | 2027-04-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE ALT A SECURITIES INC                   | DBALT 2005 1 1A3              | CUSIP: 251510DF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372025 | PA      | $1279378.65   | 0.43%             | 2035-02-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                        | SECURED 144A 08/26 5.375      | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    665000 | PA      | $78137.50     | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                        | 2022 2ND LIEN TERM LOAN       | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     63860 | PA      | $7663.20      | 0.00%             | 2026-08-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                           | TERM LOAN                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150875 | PA      | $146569.03    | 0.05%             | 2027-08-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                    | SR UNSECURED 144A 03/28 VAR   | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    635000 | PA      | $537983.74    | 0.18%             | 2028-03-30      | Fixed         | 1.60%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                              | SR UNSECURED 144A 01/30 4.5   | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $170176.00    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                         | DRSLF 2013 26A AR 144A        | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    878261 | PA      | $868313.73    | 0.29%             | 2029-04-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                           | 1ST REF MORT 09/42 4          | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832687.65    | 0.28%             | 2042-09-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CDO LTD                             | EATON 2020 1A AR 144A         | CUSIP: 278300AJ7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $967301.28    | 0.33%             | 2034-10-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORA                  | TERM LOAN B                   | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    168987 | PA      | $161988.97    | 0.05%             | 2027-08-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ELEMENT MAT TEC GR US HLD INC                   | 2022 USD TERM LOAN            | CUSIP: 943SJKII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20517 | PA      | $20003.69     | 0.01%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ELEMNT MAT TECH GRP US HOL INC                  | 2022 USD DDTL B               | CUSIP: 943SCDII0<br>LEI: N/A                  | Long             | LON              |  | US        |      9469 | PA      | $9232.48      | 0.00%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 03/45 5.15       | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333717.32    | 0.11%             | 2045-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 06/28 4.95       | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121084.68    | 0.04%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 06/27 5.5        | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252569.42    | 0.09%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 05/50 5          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $305685.41    | 0.10%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | COMPANY GUAR 05/45 5.35       | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42616.40     | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 10/47 5.4        | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    394000 | PA      | $333071.00    | 0.11%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS,INC.                                   | 2022 TERM LOAN B              | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |     60000 | PA      | $59775.00     | 0.02%             | 2029-07-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ESC CB144A INTELSAT JA                          | 10/24 8.5                     | CUSIP: 458ESCAB6<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    171000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | Yes           | 3                  | On Loan: No      |
| ESC CB144A INTELSAT JA                          | 07/25 9.75                    | CUSIP: 458ESCAC4<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | Yes           | 3                  | On Loan: No      |
| EURO-BOBL FUTURE  MAR23                         | XEUR 20230308                 | CUSIP: ADI26YV87<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -2 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO-BUND FUTURE  MAR23                         | XEUR 20230308                 | CUSIP: ADI26YV61<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -2 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                          | COMPANY GUAR 03/32 2.35       | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132901.67    | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2018 57 QA                | CUSIP: 3136B2ZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     87803 | PA      | $85827.06     | 0.03%             | 2046-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2018 43 CT                | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    266237 | PA      | $237127.46    | 0.08%             | 2048-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2018 55 PA                | CUSIP: 3136B2TU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     81939 | PA      | $79373.56     | 0.03%             | 2047-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE   CAS                                | CAS 2022 R03 1M2 144A         | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1012289.50   | 0.34%             | 2042-03-25      | Floating      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| FARMERS EXCHANGE CAP III                        | SUBORDINATED 144A 10/54 VAR   | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $888277.72    | 0.30%             | 2054-10-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| FED HM LN PC POOL G07848                        | FG 04/44 FIXED 3.5            | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214412 | PA      | $1140486.85   | 0.39%             | 2044-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08710                        | FG 06/46 FIXED 3              | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99266 | PA      | $89657.13     | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08711                        | FG 06/46 FIXED 3.5            | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325798 | PA      | $304336.21    | 0.10%             | 2046-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08716                        | FG 08/46 FIXED 3.5            | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458496 | PA      | $428006.85    | 0.15%             | 2046-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08722                        | FG 09/46 FIXED 3.5            | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81231 | PA      | $75828.88     | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08726                        | FG 10/46 FIXED 3              | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741685 | PA      | $668961.01    | 0.23%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08732                        | FG 11/46 FIXED 3              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272101 | PA      | $245420.92    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08741                        | FG 01/47 FIXED 3              | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747321 | PA      | $674044.57    | 0.23%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08742                        | FG 01/47 FIXED 3.5            | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371525 | PA      | $346122.31    | 0.12%             | 2047-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08757                        | FG 04/47 FIXED 3.5            | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95487 | PA      | $88898.27     | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08800                        | FG 02/48 FIXED 3.5            | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33304 | PA      | $30923.24     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08816                        | FG 06/48 FIXED 3.5            | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266882 | PA      | $247466.61    | 0.08%             | 2048-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08833                        | FG 07/48 FIXED 5              | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89232 | PA      | $89608.62     | 0.03%             | 2048-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08843                        | FG 10/48 FIXED 4.5            | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125270 | PA      | $122927.96    | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08844                        | FG 10/48 FIXED 5              | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76372 | PA      | $76694.04     | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G18592                        | FG 03/31 FIXED 3              | CUSIP: 3128MMUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168239 | PA      | $160898.63    | 0.05%             | 2031-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G18627                        | FG 01/32 FIXED 3              | CUSIP: 3128MMVV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539216 | PA      | $514677.40    | 0.17%             | 2032-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G60023                        | FG 04/45 FIXED 3.5            | CUSIP: 31335AAY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131956 | PA      | $1063403.86   | 0.36%             | 2045-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G60344                        | FG 12/45 FIXED 4              | CUSIP: 31335ALZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593916 | PA      | $576066.86    | 0.20%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G61556                        | FG 08/48 FIXED 3.5            | CUSIP: 31335BWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475785 | PA      | $443848.82    | 0.15%             | 2048-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67700                        | FG 08/46 FIXED 3.5            | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552200 | PA      | $517204.81    | 0.18%             | 2046-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67703                        | FG 04/47 FIXED 3.5            | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797320 | PA      | $746541.68    | 0.25%             | 2047-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67706                        | FG 12/47 FIXED 3.5            | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723765 | PA      | $676992.63    | 0.23%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67707                        | FG 01/48 FIXED 3.5            | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2013446 | PA      | $1887105.63   | 0.64%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67708                        | FG 03/48 FIXED 3.5            | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177067 | PA      | $165181.73    | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67710                        | FG 03/48 FIXED 3.5            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926593 | PA      | $863817.76    | 0.29%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67711                        | FG 03/48 FIXED 4              | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649351 | PA      | $627400.88    | 0.21%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G67713                        | FG 06/48 FIXED 4              | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2693 | PA      | $2595.66      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QE0312                        | FR 04/52 FIXED 2              | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1203497 | PA      | $985178.96    | 0.33%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD8194                        | FR 02/52 FIXED 2.5            | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1626302 | PA      | $1384024.90   | 0.47%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD8205                        | FR 04/52 FIXED 2.5            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1754014 | PA      | $1492162.87   | 0.51%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD8212                        | FR 05/52 FIXED 2.5            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1693501 | PA      | $1440683.99   | 0.49%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL ZA5103                        | FR 12/47 FIXED 3.5            | CUSIP: 31329NU48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3633 | PA      | $3372.65      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL ZM1779                        | FR 09/46 FIXED 3              | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    505104 | PA      | $455779.36    | 0.15%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | SR UNSECURED 06/30 3.875      | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $173596.83    | 0.06%             | 2030-06-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| FED REPUBLIC OF BRAZIL                          | SR UNSECURED 06/25 2.875      | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $188782.65    | 0.06%             | 2025-06-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | COMPANY GUAR 144A 01/30 6.75  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28231.00     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: —       |
| FERTITTA ENTERTAINMENT, LLC                     | 2022 TERM LOAN B              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $117720.43    | 0.04%             | 2029-01-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS TH                  | FHASI 2005 AR5 2A1            | CUSIP: 32051GXQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203807 | PA      | $161143.79    | 0.05%             | 2035-11-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                | FLAT 2021 1A B 144A           | CUSIP: 33883PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $811726.20    | 0.28%             | 2034-07-19      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| FLORIDA POWER + LIGHT CO                        | 1ST MORTGAGE 03/49 3.99       | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    495000 | PA      | $418103.62    | 0.14%             | 2049-03-01      | Fixed         | 3.99%                 | No            | 2                  | On Loan: No      |
| FNMA POOL 931504                                | FN 07/39 FIXED 4.5            | CUSIP: 31412P3M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40735 | PA      | $40403.43     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL 977014                                | FN 05/38 FIXED 5.5            | CUSIP: 31414U3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9234 | PA      | $9543.37      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL 985524                                | FN 06/38 FIXED 5.5            | CUSIP: 31415PYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13032 | PA      | $13485.66     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL 988578                                | FN 08/38 FIXED 5.5            | CUSIP: 31415TFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103053 | PA      | $106686.06    | 0.04%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL 995482                                | FN 01/39 FIXED VAR            | CUSIP: 31416B2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57760 | PA      | $59704.12     | 0.02%             | 2039-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AB4262                                | FN 01/32 FIXED 3.5            | CUSIP: 31417AWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257051 | PA      | $246643.31    | 0.08%             | 2032-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AD6374                                | FN 05/40 FIXED 5              | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8628 | PA      | $8743.12      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AI2733                                | FN 05/41 FIXED 5              | CUSIP: 3138AGBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84290 | PA      | $85498.10     | 0.03%             | 2041-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AS9830                                | FN 06/47 FIXED 4              | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128297 | PA      | $123204.05    | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AS9972                                | FN 07/47 FIXED 4              | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124653 | PA      | $119705.35    | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BL1132                                | FN 01/29 FIXED 3.73           | CUSIP: 3140HSHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920000 | PA      | $874640.32    | 0.30%             | 2029-01-01      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BL6060                                | FN 04/40 FIXED 2.455          | CUSIP: 3140HXWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $403013.14    | 0.14%             | 2040-04-01      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BQ6913                                | FN 12/51 FIXED 2              | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298784 | PA      | $1884651.63   | 0.64%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BQ7006                                | FN 01/52 FIXED 2              | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3571548 | PA      | $2928123.39   | 0.99%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BV8477                                | FN 05/52 FIXED 3              | CUSIP: 3140MNM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612480 | PA      | $539582.60    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CA0996                                | FN 01/48 FIXED 3.5            | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129631 | PA      | $120816.99    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CA1710                                | FN 05/48 FIXED 4.5            | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443757 | PA      | $435467.10    | 0.15%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CA1711                                | FN 05/48 FIXED 4.5            | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146181 | PA      | $143450.53    | 0.05%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CA2208                                | FN 08/48 FIXED 4.5            | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251376 | PA      | $246522.36    | 0.08%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1598                                | FN 04/52 FIXED VAR            | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642107 | PA      | $1344223.91   | 0.46%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA1146                                | FN 08/42 FIXED 4              | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288254 | PA      | $277404.96    | 0.09%             | 2042-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA1148                                | FN 08/42 FIXED 3.5            | CUSIP: 31418AH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701021 | PA      | $658287.68    | 0.22%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA1512                                | FN 07/33 FIXED 3.5            | CUSIP: 31418AVE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125156 | PA      | $120088.19    | 0.04%             | 2033-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA1607                                | FN 10/33 FIXED 3              | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289347 | PA      | $272936.77    | 0.09%             | 2033-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA3027                                | FN 06/47 FIXED 4              | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193746 | PA      | $186055.83    | 0.06%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA3305                                | FN 03/48 FIXED 3.5            | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25558 | PA      | $23692.89     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA3811                                | FN 10/49 FIXED 3              | CUSIP: 31418DGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209932 | PA      | $183592.61    | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4152                                | FN 10/40 FIXED 2              | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809446 | PA      | $692964.50    | 0.24%             | 2040-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4176                                | FN 11/40 FIXED 2              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573880 | PA      | $1339524.50   | 0.45%             | 2040-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4333                                | FN 05/41 FIXED 2              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191655 | PA      | $162638.29    | 0.06%             | 2041-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4492                                | FN 12/51 FIXED 2              | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1762625 | PA      | $1445082.99   | 0.49%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4512                                | FN 01/52 FIXED 2.5            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732445 | PA      | $1475708.94   | 0.50%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4548                                | FN 02/52 FIXED 2.5            | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653172 | PA      | $1406892.59   | 0.48%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4563                                | FN 03/52 FIXED 2.5            | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1688368 | PA      | $1436845.02   | 0.49%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14450000 | PA      | $11817390.63  | 4.01%             | 2053-01-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11950000 | PA      | $10153765.63  | 3.44%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6950000 | PA      | $6118714.67   | 2.08%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $250529.29    | 0.08%             | 2049-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3650000 | PA      | $3432140.63   | 1.16%             | 2053-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10550000 | PA      | $10182397.91  | 3.45%             | 2053-01-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 5                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15450000 | PA      | $15249632.04  | 5.17%             | 2053-01-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORMULA ONE HOLDINGS LIMITED                    | TERM LOAN B                   | CUSIP: 948CNJII5<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | GB        |      5655 | PA      | $5648.09      | 0.00%             | 2030-01-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4639 HZ                   | CUSIP: 3137BTEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1613572 | PA      | $1287609.29   | 0.44%             | 2053-04-15      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4818 CA                   | CUSIP: 3137FGVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    148881 | PA      | $134734.23    | 0.05%             | 2048-04-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4846 PA                   | CUSIP: 3137FKHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     64612 | PA      | $63607.18     | 0.02%             | 2047-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                          | COMPANY GUAR 144A 12/26 1.875 | CUSIP: 35805BAC2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |    340000 | PA      | $288708.91    | 0.10%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| GAINWELL ACQUISITION CORP.                      | TERM LOAN B                   | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98990 | PA      | $92679.28     | 0.03%             | 2027-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | SR SECURED 144A 03/34 2.16    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    369864 | PA      | $314241.08    | 0.11%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| GENESEE + WYOMING INC NEW                       | TERM LOAN                     | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     28157 | PA      | $27973.61     | 0.01%             | 2026-12-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                             | SR UNSECURED 08/32 5.4        | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215086.92    | 0.07%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                             | SR UNSECURED 08/52 5.95       | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    126000 | PA      | $113885.14    | 0.04%             | 2052-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | COMPANY GUAR 04/26 5.375      | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    735000 | PA      | $721276.17    | 0.24%             | 2026-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | COMPANY GUAR 06/25 5.25       | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201367.31    | 0.07%             | 2025-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | COMPANY GUAR 01/30 4          | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39411.63     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | COMPANY GUAR 01/29 5.3        | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293318.90    | 0.10%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA3521                             | G2 03/46 FIXED 3.5            | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231572 | PA      | $217636.20    | 0.07%             | 2046-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA3597                             | G2 04/46 FIXED 3.5            | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71884 | PA      | $67468.20     | 0.02%             | 2046-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA3663                             | G2 05/46 FIXED 3.5            | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105523 | PA      | $98942.15     | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA3666                             | G2 05/46 FIXED 5              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83615 | PA      | $84746.56     | 0.03%             | 2046-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA3937                             | G2 09/46 FIXED 3.5            | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86552 | PA      | $81154.31     | 0.03%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4126                             | G2 12/46 FIXED 3              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593473 | PA      | $538421.93    | 0.18%             | 2046-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4127                             | G2 12/46 FIXED 3.5            | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316155 | PA      | $296140.50    | 0.10%             | 2046-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4199                             | G2 01/47 FIXED 5              | CUSIP: 36179SUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84294 | PA      | $85293.26     | 0.03%             | 2047-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4262                             | G2 02/47 FIXED 3.5            | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320248 | PA      | $299974.91    | 0.10%             | 2047-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4382                             | G2 04/47 FIXED 3.5            | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82055 | PA      | $76758.18     | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4454                             | G2 05/47 FIXED 5              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136100 | PA      | $138253.28    | 0.05%             | 2047-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4653                             | G2 08/47 FIXED 4              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39876 | PA      | $38365.39     | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4718                             | G2 09/47 FIXED 3              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64433 | PA      | $58396.20     | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4719                             | G2 09/47 FIXED 3.5            | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101251 | PA      | $94651.89     | 0.03%             | 2047-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4722                             | G2 09/47 FIXED 5              | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150089 | PA      | $152323.67    | 0.05%             | 2047-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4836                             | G2 11/47 FIXED 3              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225929 | PA      | $204759.90    | 0.07%             | 2047-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4837                             | G2 11/47 FIXED 3.5            | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209644 | PA      | $195979.65    | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4838                             | G2 11/47 FIXED 4              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166932 | PA      | $160452.14    | 0.05%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4900                             | G2 12/47 FIXED 3.5            | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755393 | PA      | $706156.29    | 0.24%             | 2047-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA4901                             | G2 12/47 FIXED 4              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72744 | PA      | $69920.08     | 0.02%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA5078                             | G2 03/48 FIXED 4              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249863 | PA      | $239852.30    | 0.08%             | 2048-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA5399                             | G2 08/48 FIXED 4.5            | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    506794 | PA      | $498196.36    | 0.17%             | 2048-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA5466                             | G2 09/48 FIXED 4              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277120 | PA      | $265670.59    | 0.09%             | 2048-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA6209                             | G2 10/49 FIXED 3              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187905 | PA      | $164192.23    | 0.06%             | 2049-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 2.5                           | JUMBOS                        | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5225000 | PA      | $4535136.98   | 1.54%             | 2053-01-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 10/32 VAR        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158456.78    | 0.05%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 12/23 1.217      | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $994216.35    | 0.34%             | 2023-12-06      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 09/25 VAR        | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313324.88    | 0.11%             | 2025-09-29      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 02/23 3.2        | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144636.36    | 0.05%             | 2023-02-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 01/32 VAR        | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106806.08    | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 03/27 VAR        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438464.23    | 0.15%             | 2027-03-09      | Fixed         | 1.43%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 09/27 VAR        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1252436.15   | 0.42%             | 2027-09-10      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 07/32 VAR        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    415000 | PA      | $323093.07    | 0.11%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 10/24 VAR        | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508927.48    | 0.17%             | 2024-10-21      | Fixed         | 0.93%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 10/27 VAR        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109443.53    | 0.04%             | 2027-10-21      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2018 124 NW               | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    259665 | PA      | $242127.01    | 0.08%             | 2048-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2019 15 GT                | CUSIP: 38381RME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    163500 | PA      | $152538.96    | 0.05%             | 2049-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS U                  | USD 2019 TERM LOAN B          | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280004 | PA      | $270321.47    | 0.09%             | 2027-11-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES                   | GSMBS 2018 RPL1 A1A 144A      | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665668 | PA      | $628712.26    | 0.21%             | 2057-10-25      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES                   | GSMBS 2022 PJ6 A4 144A        | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980332 | PA      | $1658984.47   | 0.56%             | 2053-01-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                    | GSMS 2021 ARDN A 144A         | CUSIP: 36266CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1515848.97   | 0.51%             | 2036-11-15      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| GSAMP TRUST                                     | GSAMP 2005 HE5 M3             | CUSIP: 362341ZD4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    432282 | PA      | $418785.76    | 0.14%             | 2035-11-25      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                  | HVMLT 2006 10 1A1A            | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593885 | PA      | $1249792.92   | 0.42%             | 2036-11-19      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 03/24 5          | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285445.77    | 0.10%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 06/47 5.5        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $418972.43    | 0.14%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 06/29 4.125      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315736.54    | 0.11%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 06/49 5.25       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $663688.75    | 0.23%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 07/31 2.375      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70295.62     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 144A 03/32 3.625 | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $216520.92    | 0.07%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 144A 03/52 4.625 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    147000 | PA      | $115224.18    | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | COMPANY GUAR 02/30 3.1        | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159131.88    | 0.05%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | COMPANY GUAR 03/31 2          | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $162976.23    | 0.06%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: —       |
| HEALTHCARE RLTY HLDGS LP                        | COMPANY GUAR 03/30 2.4        | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $152609.31    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | COMPANY GUAR 03/31 2.05       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19801.93     | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                            | SR SECURED REGS 03/34 1.875   | CUSIP: ACI19BQH4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    380000 | PA      | $293127.18    | 0.10%             | 2034-03-14      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD                  | HLM 2021 16A A1 144A          | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971823.00    | 0.33%             | 2035-01-23      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                    | 2021 TERM LOAN B              | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    120386 | PA      | $120235.26    | 0.04%             | 2028-03-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HOSTESS BRANDS LLC                              | 2019 TERM LOAN                | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    114746 | PA      | $114267.21    | 0.04%             | 2025-08-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 03/25 VAR        | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $106968.16    | 0.04%             | 2025-03-11      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 09/28 VAR        | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1326908.65   | 0.45%             | 2028-09-22      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 05/32 VAR        | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $468278.14    | 0.16%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 08/29 VAR        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $495216.26    | 0.17%             | 2029-08-17      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                        | COMPANY GUAR 01/30 3.25       | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72202.13     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                        | COMPANY GUAR 02/28 5.95       | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252458.19    | 0.09%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| HUDSON YARDS                                    | HY 2019 30HY A 144A           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $330965.87    | 0.11%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           | 2                  | On Loan: No      |
| HUDSON YARDS                                    | HY 2019 55HY A 144A           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $316181.85    | 0.11%             | 2041-12-10      | Floating      | 2.94%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                         | SR UNSECURED 144A 09/31 2.125 | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $148132.00    | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| II VI INCORPORATED                              | 2022 TERM LOAN B              | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     91100 | PA      | $89937.98     | 0.03%             | 2029-07-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| IMPAC CMB TRUST                                 | IMM 2005 1 1A1                | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439373 | PA      | $400584.69    | 0.14%             | 2035-04-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | COMPANY GUAR 144A 07/24 3.125 | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $306042.99    | 0.10%             | 2024-07-26      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | COMPANY GUAR 144A 07/26 3.5   | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207036.25    | 0.07%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | COMPANY GUAR 144A 07/25 4.25  | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $396757.43    | 0.13%             | 2025-07-21      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRU                  | INDX 2005 AR19 A1             | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653777 | PA      | $488100.99    | 0.17%             | 2035-10-25      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRU                  | INDX 2006 AR27 1A3            | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253839 | PA      | $547659.93    | 0.19%             | 2036-10-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| INGRAM MICRO INC.                               | 2021 TERM LOAN B              | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     54069 | PA      | $53122.73     | 0.02%             | 2028-06-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| INTELSAT EMERGENCE SA                           | COMMON STOCK                  | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      7210 | NS      | $162225.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| INTELSAT JACKSON HLDG                           | SR SECURED 144A 03/30 6.5     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    417000 | PA      | $372793.83    | 0.13%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                   | RIGHTS                        | CUSIP: L5137X117<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       755 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                   | EXP 05DEC25                   | CUSIP: L5137X109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       755 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| INTL FLAVOR + FRAGRANCES                        | SR UNSECURED 09/48 5          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    380000 | PA      | $324813.63    | 0.11%             | 2048-09-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                             | COMPANY GUAR 08/31 2          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    155000 | PA      | $114940.57    | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                         | USD TERM LOAN                 | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    140088 | PA      | $138664.28    | 0.05%             | 2028-05-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                            | COMPANY GUAR 144A 02/52 4.375 | CUSIP: 46590XAE6<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    135000 | PA      | $95153.74     | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                            | COMPANY GUAR 144A 04/33 5.75  | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    400000 | PA      | $381512.00    | 0.13%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                            | COMPANY GUAR 144A 12/52 6.5   | CUSIP: 46590XAJ5<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    415000 | PA      | $394900.01    | 0.13%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR + LT                         | SR UNSECURED 05/36 6.4        | CUSIP: 476556CP8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421668.77    | 0.14%             | 2036-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR + LT                         | SR UNSECURED 144A 04/24 4.7   | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789024.92    | 0.27%             | 2024-04-01      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CITY NJ MUNI UTILITIES                   | JERUTL 05/27 FIXED 5.47       | CUSIP: 476624BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $643194.42    | 0.22%             | 2027-05-15      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR                  | JPMCC 2019 OSB A 144A         | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $336273.44    | 0.11%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                        | JPMMT 2021 13 A3 144A         | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1719002 | PA      | $1385274.29   | 0.47%             | 2052-04-25      | Floating      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 01/27 VAR        | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176537.19    | 0.06%             | 2027-01-29      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 10/30 VAR        | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193403.30    | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 03/24 VAR        | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163270.48    | 0.06%             | 2024-03-16      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 04/27 VAR        | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440064.22    | 0.15%             | 2027-04-22      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 04/32 VAR        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    605000 | PA      | $486429.53    | 0.17%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 06/29 VAR        | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209184.30    | 0.07%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 06/25 VAR        | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $988071.85    | 0.34%             | 2025-06-23      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 11/32 VAR        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $297441.24    | 0.10%             | 2032-11-08      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 02/28 VAR        | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1038122.08   | 0.35%             | 2028-02-24      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | SR UNSECURED REGS 04/27 4.75  | CUSIP: Y4596HAC1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $184200.00    | 0.06%             | 2027-04-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | COMPANY GUAR 06/42 5          | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    360000 | PA      | $327916.35    | 0.11%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | COMPANY GUAR 10/49 4.875      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    202000 | PA      | $175897.65    | 0.06%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LCM LTD PARTNERSHIP                             | LCM 21A AR 144A               | CUSIP: 50189CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    174550 | PA      | $173513.82    | 0.06%             | 2028-04-20      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                           | SR SECURED 144A 11/29 3.875   | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $363002.28    | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                           | 2019 TERM LOAN B              | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    464973 | PA      | $444630.88    | 0.15%             | 2027-03-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | SR UNSECURED 11/28 VAR        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $649445.00    | 0.22%             | 2028-11-07      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | SR UNSECURED 07/25 VAR        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $213017.26    | 0.07%             | 2025-07-09      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | SR UNSECURED 05/27 VAR        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $446282.94    | 0.15%             | 2027-05-11      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | SR UNSECURED 08/33 VAR        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207206.05    | 0.07%             | 2033-08-11      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                  | LBMLT 2006 9 2A2              | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6035755 | PA      | $1851984.54   | 0.63%             | 2036-10-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                             | SR UNSECURED 144A 01/33 VAR   | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1045000 | PA      | $804480.02    | 0.27%             | 2033-01-14      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                             | SR UNSECURED 144A 06/33 VAR   | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $209001.50    | 0.07%             | 2033-06-21      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO LTD                               | MAGNE 2012 7A A1R2 144A       | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |    912416 | PA      | $900769.45    | 0.31%             | 2028-01-15      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE                  | MARM 2007 1 I2A3              | CUSIP: 576431AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967517 | PA      | $932077.40    | 0.32%             | 2047-01-25      | Floating      | 2.79%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | SR SECURED 144A 04/24 5.5     | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29167.02     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER, LP                            | USD TERM LOAN B               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    248125 | PA      | $235465.66    | 0.08%             | 2028-10-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA                  | MF1 2021 FL7 AS 144A          | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $801298.49    | 0.27%             | 2036-10-16      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COMPANIES, INC.                        | 2021 TERM LOAN B              | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    236400 | PA      | $203436.38    | 0.07%             | 2028-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                            | SR SECURED 144A 05/28 5.25    | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136770.21    | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                           | 1ST MORTGAGE 09/43 4.8        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1312992.21   | 0.45%             | 2043-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MITNICK CORPO PURCHASER INC                     | TERM LOAN                     | CUSIP: 60672HAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14464 | PA      | $13514.64     | 0.00%             | 2029-05-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MKT 2020 525M MORTGAGE TRUST                    | MKT 2020 525M A 144A          | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $200739.98    | 0.07%             | 2040-02-12      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                           | SR UNSECURED 144A 06/28 4.375 | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273777.00    | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                           | SR UNSECURED 144A 11/30 3.875 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76269.57     | 0.03%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                           | SR UNSECURED 144A 05/32 3.875 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157783.47    | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 10/32 VAR        | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $277736.76    | 0.09%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 01/33 VAR        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182654.06    | 0.06%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 05/27 VAR        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $443526.07    | 0.15%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 04/32 VAR        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $177911.32    | 0.06%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 01/25 VAR        | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269499.00    | 0.09%             | 2025-01-22      | Fixed         | 0.79%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 07/32 VAR        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122732.29    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SUBORDINATED 09/36 VAR        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $360157.23    | 0.12%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 10/25 VAR        | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1194880.27   | 0.41%             | 2025-10-21      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL INC                      | MSAC 2006 HE1 A4              | CUSIP: 617451DR7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    904987 | PA      | $871797.79    | 0.30%             | 2036-01-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                 | TERM LOAN                     | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141377 | PA      | $126099.85    | 0.04%             | 2029-01-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | SR UNSECURED 144A 03/24 VAR   | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $522146.86    | 0.18%             | 2024-03-08      | Fixed         | 3.77%                 | Yes           | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | SR UNSECURED 144A 08/24 VAR   | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $187544.03    | 0.06%             | 2024-08-01      | Fixed         | 4.36%                 | Yes           | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | SR UNSECURED 144A 02/28 VAR   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $299280.29    | 0.10%             | 2028-02-16      | Fixed         | 2.97%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                               | SR UNSECURED 03/25 VAR        | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $758103.68    | 0.26%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                        | COMPANY GUAR 144A 10/30 5.25  | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28875.00     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2015 1A A 144A           | CUSIP: 64031MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619774 | PA      | $604827.45    | 0.21%             | 2046-04-25      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| NETFLIX INC                                     | SR UNSECURED 05/29 4.625      | CUSIP: ACI1GLZT8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157128.07    | 0.05%             | 2029-05-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                   | NYCGEN 11/34 FIXED 2.45       | CUSIP: 64971XYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $418567.18    | 0.14%             | 2034-11-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| NEW YORK NY                                     | NYC 10/31 FIXED 5.206         | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $758293.05    | 0.26%             | 2031-10-01      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                  | NYSHGR 03/33 FIXED 5.289      | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    750000 | PA      | $757373.10    | 0.26%             | 2033-03-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORPOR                  | NAA 2005 AR1 M1               | CUSIP: 65535VJB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573134 | PA      | $553496.56    | 0.19%             | 2035-02-25      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| NORTONLIFELOCK INC.                             | 2022 TERM LOAN B              | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    250000 | PA      | $245365.00    | 0.08%             | 2029-09-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | SR UNSECURED REGS 01/28 5.625 | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $197212.00    | 0.07%             | 2028-01-17      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| ONE BRYANT PARK TRUST                           | OBP 2019 OBP A 144A           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $402788.58    | 0.14%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                  | 2022 TERM LOAN B              | CUSIP: 68371YAN3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     19536 | PA      | $19061.93     | 0.01%             | 2029-11-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                  | SR SECURED 144A 12/27 6.9     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50000.00     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE COR                  | OPMAC 2005 4 M2               | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1345931.18   | 0.46%             | 2035-11-25      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | SR UNSECURED 04/27 2.8        | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127801.01    | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | SR UNSECURED 03/51 3.95       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    753000 | PA      | $539885.26    | 0.18%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | SR UNSECURED 03/31 2.875      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162248.04    | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | SR UNSECURED 11/52 6.9        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $307607.94    | 0.10%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| ORGANON AND CO.                                 | USD TERM LOAN                 | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    277429 | PA      | $274308.34    | 0.09%             | 2028-06-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                       | SR UNSECURED 09/32 5.2        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $298290.63    | 0.10%             | 2032-09-13      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| OT MERGER CORP                                  | SR UNSECURED 144A 10/29 7.875 | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $23850.00     | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| PARK AEROSPACE HOLDINGS                         | COMPANY GUAR 144A 02/24 5.5   | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     82000 | PA      | $80955.27     | 0.03%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PARK AEROSPACE HOLDINGS                         | COMPANY GUAR 144A 03/23 4.5   | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $319210.35    | 0.11%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PENN NATIONAL GAMING, INC.                      | 2022 TERM LOAN B              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22404 | PA      | $22146.04     | 0.01%             | 2029-05-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PERATON CORP                                    | TERM LOAN B                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     29749 | PA      | $28998.97     | 0.01%             | 2028-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PERKINELMER INC                                 | SR UNSECURED 09/31 2.25       | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    800000 | PA      | $629084.24    | 0.21%             | 2031-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | COMPANY GUAR 06/35 6.625      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $653310.63    | 0.22%             | 2035-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| PETROLEOS MEXICANOS                             | COMPANY GUAR 01/50 7.69       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    115000 | PA      | $79581.70     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | COMPANY GUAR 01/31 5.95       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $37838.41     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PHYSICIANS REALTY LP                            | COMPANY GUAR 11/31 2.625      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148813.41    | 0.05%             | 2031-11-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| PILGRIM S PRIDE CORP                            | COMPANY GUAR 144A 09/27 5.875 | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29099.29     | 0.01%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| PILGRIM S PRIDE CORP                            | COMPANY GUAR 144A 03/32 3.5   | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $281700.00    | 0.10%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | SR UNSECURED 09/30 3.8        | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261451.82    | 0.09%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                          | SR UNSECURED 10/33 VAR        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297713.22    | 0.10%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                               | COMPANY GUAR 144A 03/27 5.75  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145062.00    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PRE PAID LEGAL SRVS INC                         | 2021 TERM LOAN                | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |     43912 | PA      | $42171.62     | 0.01%             | 2028-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECURITY SERV BOROWR LLC                  | 2021 TERM LOAN                | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     46946 | PA      | $46481.60     | 0.02%             | 2026-09-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                      | PROG 2020 SFR3 F 144A         | CUSIP: 74333AAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $313364.27    | 0.11%             | 2027-10-17      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                      | PROG 2021 SFR2 F 144A         | CUSIP: 74333DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $976205.22    | 0.33%             | 2038-04-19      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                      | 12/38 FIXED 4.608             | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478889 | PA      | $385714.71    | 0.13%             | 2038-12-17      | Fixed         | 4.61%                 | Yes           | 2                  | On Loan: No      |
| PROOFPOINT, INC.                                | 1ST LIEN TERM LOAN            | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      4987 | PA      | $4785.15      | 0.00%             | 2028-08-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | SR UNSECURED 144A 08/30 3.1   | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $171927.72    | 0.06%             | 2030-08-27      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| RBSCF TRUST                                     | RBSCF 2013 GSP A 144A         | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $638628.99    | 0.22%             | 2032-01-15      | Floating      | 3.83%                 | Yes           | 2                  | On Loan: No      |
| REALPAGE, INC.                                  | 1ST LIEN TERM LOAN            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     14427 | PA      | $13691.09     | 0.00%             | 2028-04-24      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RENT A CENTER INC                               | COMPANY GUAR 144A 02/29 6.375 | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28313.19     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: —       |
| REPUBLIC OF CHILE                               | SR UNSECURED 01/32 2.55       | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    224000 | PA      | $183293.41    | 0.06%             | 2032-01-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| REPUBLIC OF COLOMBIA                            | SR UNSECURED 01/26 4.5        | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $187970.39    | 0.06%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                              | SR UNSECURED 01/30 3.16       | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $171991.58    | 0.06%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                              | SR UNSUB 09/32 2.252          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $148107.51    | 0.05%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                | SR UNSECURED 08/27 4.125      | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $191306.67    | 0.06%             | 2027-08-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                | SR UNSECURED 06/30 2.844      | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     80000 | PA      | $67483.59     | 0.02%             | 2030-06-20      | Fixed         | 2.84%                 | No            | 2                  | On Loan: —       |
| REPUBLIC OF POLAND                              | SR UNSECURED 11/32 5.75       | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     17000 | PA      | $18089.80     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | SR UNSECURED 04/32 5.875      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    250000 | PA      | $225000.00    | 0.08%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                              | SR UNSECURED 03/23 3.25       | CUSIP: 900123CA6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199628.80    | 0.07%             | 2023-03-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Repurchase Agreement                            | FIXED INC CLEARING CORP.REPO  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  31835830 | PA      | $31835830.35  | 10.80%            |  |  |  | No            | 1                  | On Loan: No      |
| REYNOLDS AMERICAN INC                           | COMPANY GUAR 08/45 5.85       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    315000 | PA      | $269836.64    | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ROCKFORD TOWER CLO LTD                          | ROCKT 2021 1A A1 144A         | CUSIP: 77341KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $827894.90    | 0.28%             | 2034-07-20      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | SR UNSECURED 144A 05/30 4.8   | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219988.88    | 0.07%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | SR UNSECURED 144A 07/29 4.95  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179470.00    | 0.06%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                         | SR UNSECURED REGS 02/31 3     | CUSIP: ACI1NVV88<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $86431.40     | 0.03%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| RUBY PIPELINE LLC                               | SR UNSECURED 144A 04/22 8     | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |    431818 | PA      | $468522.73    | 0.16%             | 2022-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| S+P GLOBAL INC                                  | COMPANY GUAR 144A 08/28 4.75  | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381105.53    | 0.13%             | 2028-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SAFE FLEET HOLDINGS LLC                         | 2022 TERM LOAN                | CUSIP: 944ZUAII9<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |     13085 | PA      | $12619.38     | 0.00%             | 2029-02-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 03/25 VAR        | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $504693.50    | 0.17%             | 2025-03-15      | Fixed         | 1.09%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $102170.88    | 0.03%             | 2027-06-14      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 01/28 VAR        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171022.10    | 0.06%             | 2028-01-11      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 01/24 VAR        | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $445000.00    | 0.15%             | 2024-01-05      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 08/26 VAR        | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $625964.95    | 0.21%             | 2026-08-21      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                                | SUBORDINATED 144A 11/23 5     | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $433667.16    | 0.15%             | 2023-11-07      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                            | SR UNSECURED REGS 11/25 1.625 | CUSIP: ACI1SY339<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $182162.80    | 0.06%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                    | SAST 2007 2 A2C               | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1556056 | PA      | $1103123.97   | 0.37%             | 2047-05-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                       | 2022 USD TERM LOAN            | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     45370 | PA      | $44641.23     | 0.02%             | 2029-04-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SETANTA AIRCRAFT LEASING DAC                    | TERM LOAN B                   | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    175000 | PA      | $173862.50    | 0.06%             | 2028-11-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECU                  | SFAVE 2015 5AVE A1 144A       | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $459570.14    | 0.16%             | 2043-01-05      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                         | COMPANY GUAR 09/46 3.75       | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $19857.78     | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                        | SR SECURED 144A 10/29 5       | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     32000 | PA      | $26240.00     | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2007 7 A4                | CUSIP: 78444EAD1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    565777 | PA      | $549583.05    | 0.19%             | 2022-01-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2008 5 B                 | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | USGA              | US        |    700000 | PA      | $663149.48    | 0.22%             | 2073-07-25      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2008 6 A4                | CUSIP: 78445CAD4<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | USGA              | US        |    869350 | PA      | $842845.35    | 0.29%             | 2023-07-25      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2008 9 A                 | CUSIP: 78445JAA5<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | USGA              | US        |    621655 | PA      | $611497.09    | 0.21%             | 2023-04-25      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2008 9 B                 | CUSIP: 78445JAB3<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | USGA              | US        |   1430000 | PA      | $1340960.05   | 0.45%             | 2083-10-25      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2012 1 A3                | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    599136 | PA      | $579737.95    | 0.20%             | 2028-09-25      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2012 2 A                 | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    716124 | PA      | $681616.33    | 0.23%             | 2029-01-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2012 7 A3                | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    615452 | PA      | $590280.01    | 0.20%             | 2026-05-26      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                            | SR UNSECURED 144A 09/31 2.625 | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    635000 | PA      | $455679.92    | 0.15%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| SOPHIA, L.P.                                    | 2021 TERM LOAN B              | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     21438 | PA      | $20647.92     | 0.01%             | 2027-10-07      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                         | SR UNSECURED 11/51 3.25       | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    170000 | PA      | $112673.83    | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                 | 2021 TERM LOAN                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    112839 | PA      | $94756.60     | 0.03%             | 2028-03-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                        | SR SECURED 144A 03/25 4.738   | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793125 | PA      | $784084.63    | 0.27%             | 2025-03-20      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| STATE OF QATAR                                  | SR UNSECURED REGS 04/28 4.5   | CUSIP: M8489SAH0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $201088.00    | 0.07%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio               | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |  27895588 | NS      | $27895587.50  | 9.46%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNSHINE LUXEMBOURG VII SARL                    | 2021 TERM LOAN B3             | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |     48643 | PA      | $46508.44     | 0.02%             | 2026-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SWFCME022 IRS USD R F  1.07250                  | 1.072%   24 Jul 2025          | CUSIP: 99S1N8W37<br>LEI: N/A                  | N/A              | DIR              |  | US        |   3875000 | PA      | $-231817.61   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| SWFCME024 IRS USD R F  1.02550                  | 1.025%   24 Jul 2025          | CUSIP: 99S1N9FU4<br>LEI: N/A                  | N/A              | DIR              |  | US        |   7750000 | PA      | $-470357.57   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| SWFCME026 IRS USD R F  1.03350                  | 1.033%   24 Jul 2025          | CUSIP: 99S1N9D69<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5725000 | PA      | $-346612.68   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| SWFCME028 IRS USD R F  1.39000                  | 1.39%   28 Sep 2025           | CUSIP: 99S1O6H60<br>LEI: N/A                  | N/A              | DIR              |  | US        |  15085000 | PA      | $-763622.31   | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| SWPCME018 IRS USD R F  1.95000                  | 1.95%   10 Jun 2024           | CUSIP: 99S1SKMI3<br>LEI: N/A                  | N/A              | DIR              |  | US        |  19270000 | PA      | $-750847.84   | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/40 4.375      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98681.22     | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/27 3.75       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $353689.94    | 0.12%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/30 3.875      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    345000 | PA      | $313332.48    | 0.11%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 02/31 2.55       | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $737926.22    | 0.25%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR + ANNUITY                        | SUBORDINATED 144A 05/47 4.27  | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107046.89    | 0.04%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           | 2                  | On Loan: No      |
| TEACHERS INSUR + ANNUITY                        | SUBORDINATED 144A 05/50 3.3   | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    225000 | PA      | $156777.34    | 0.05%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| TENCENT HOLDINGS LTD                            | SR UNSECURED 144A 04/41 3.68  | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $247771.88    | 0.08%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                           | SR SECURED 11/40 5.875        | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148848.54    | 0.05%             | 2040-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                           | SR SECURED 09/41 5.5          | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    535000 | PA      | $445549.87    | 0.15%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TRANS UNION LLC                                 | 2019 TERM LOAN B5             | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     67474 | PA      | $66450.04     | 0.02%             | 2026-11-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                   | 2020 TERM LOAN E              | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     48625 | PA      | $48051.71     | 0.02%             | 2025-05-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                   | 2020 TERM LOAN F              | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     14739 | PA      | $14541.40     | 0.00%             | 2025-12-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSMONTAIGE PARTNERS                          | COMPANY GUAR 02/26 6.125      | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $155660.00    | 0.05%             | 2026-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                         | SR SECURED 144A 01/24 5.875   | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     82505 | PA      | $80566.24     | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                         | SR SECURED 144A 02/27 6.875   | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     85750 | PA      | $83445.04     | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                          | SR SECURED 144A 12/24 6.25    | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    113200 | PA      | $111510.31    | 0.04%             | 2024-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TRANSUNION LLC                                  | 2021 TERM LOAN B6             | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     27601 | PA      | $27293.90     | 0.01%             | 2028-12-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                   | 03/23 0.00000                 | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1395000 | PA      | $1383431.27   | 0.47%             | 2023-03-16      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | SR SECURED 144A 08/26 5.5     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $293276.06    | 0.10%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TRUGREEN LIMITED PARTNERSHIP                    | 2020 TERM LOAN                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     24159 | PA      | $21395.79     | 0.01%             | 2027-11-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                 | 07/32 0.625                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    408169 | PA      | $374261.12    | 0.13%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                    | SR UNSECURED 144A 05/26 VAR   | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195620.38    | 0.07%             | 2026-05-12      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES, INC.                           | 2021 TERM LOAN B              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     22425 | PA      | $22101.60     | 0.01%             | 2028-04-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | SR UNSECURED 01/28 3.75       | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $283040.99    | 0.10%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                  | UNVHGR 05/34 FIXED 2.247      | CUSIP: 91412HJV6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    290000 | PA      | $217204.52    | 0.07%             | 2034-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                           | SR SECURED 09/26 1.65         | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    385000 | PA      | $331077.77    | 0.11%             | 2026-09-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| US 10YR ULTRA FUT MAR23                         | XCBT 20230322                 | CUSIP: ADI26ZBM5<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -5 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 2YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              |  | US        |       280 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 5YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              |  | US        |         3 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                      | SR UNSECURED 10/33 VAR        | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302081.23    | 0.10%             | 2033-10-21      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/27 3.875                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12080000 | PA      | $12031746.44  | 4.08%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| US TREASURY N/B                                 | 12/25 4                       | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3675000 | PA      | $3655614.74   | 1.24%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 12/27 3.875                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16725000 | PA      | $16659956.48  | 5.65%             | 2027-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 12/24 4.25                    | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1365000 | PA      | $1361081.09   | 0.46%             | 2024-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/41 2                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16757000 | PA      | $12059423.05  | 4.09%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 02/42 2.375                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6330000 | PA      | $4867947.87   | 1.65%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/52 4                       | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8560000 | PA      | $8656300.00   | 2.94%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 10/27 4.125                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $542767.61    | 0.18%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/32 4.125                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4085000 | PA      | $4179696.02   | 1.42%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/24 4.5                     | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17070000 | PA      | $17080288.09  | 5.79%             | 2024-11-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| US ULTRA BOND CBT MAR23                         | XCBT 20230322                 | CUSIP: ADI26YTH0<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| USA COM PART/USA COM FIN                        | COMPANY GUAR 04/26 6.875      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28778.70     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                        | SR SECURED 144A 08/29 3.875   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $319375.00    | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 03/31 2.55       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $271842.19    | 0.09%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 02/27 3.75  | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18154.90     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 06/25 4.625 | CUSIP: 92564RAG0<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23968.75     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 09/26 4.5   | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94192.23     | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 02/27 5.75  | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116968.97    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 01/28 4.5   | CUSIP: 92564RAK1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45881.35     | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                          | COMPANY GUAR 144A 02/29 3.875 | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162900.27    | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES LP                              | SR UNSECURED 05/52 5.625      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    164000 | PA      | $145069.48    | 0.05%             | 2052-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                              | SR UNSECURED 05/32 5.125      | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324082.50    | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | TERM LOAN N                   | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $269992.25    | 0.09%             | 2028-01-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                              | SR UNSECURED 05/48 5.25       | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $531648.31    | 0.18%             | 2048-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                              | SR UNSECURED 06/49 4.875      | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    452000 | PA      | $381026.02    | 0.13%             | 2049-06-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                      | SR UNSECURED REGS 06/41 1.5   | CUSIP: ACI1YJCV3<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $59302.90     | 0.02%             | 2041-06-14      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| WAMU MORTGAGE PASS THROUGH CER                  | WAMU 2005 AR13 A1A1           | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327577 | PA      | $294184.49    | 0.10%             | 2045-10-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| WAMU MORTGAGE PASS THROUGH CER                  | WAMU 2005 AR15 A1A1           | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637782 | PA      | $1402516.44   | 0.48%             | 2045-11-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| WAMU MORTGAGE PASS THROUGH CER                  | WAMU 2005 AR2 2A21            | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265252 | PA      | $250581.08    | 0.09%             | 2045-01-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/32 4.279 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156725.34    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/42 5.05  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    905000 | PA      | $695781.82    | 0.24%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/52 5.141 | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    910000 | PA      | $664770.58    | 0.23%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| WASH MULTIFAM ACQ INC                           | SR SECURED 144A 04/26 5.75    | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32987.50     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PAS                  | WMALT 2006 1 3A2              | CUSIP: 93934FKP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444515 | PA      | $379555.45    | 0.13%             | 2036-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WASTE PRO USA INC                               | SR UNSECURED 144A 02/26 5.5   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154542.50    | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 06/28 VAR        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1237507.03   | 0.42%             | 2028-06-02      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 03/33 VAR        | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1086292.84   | 0.37%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 03/28 VAR        | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    655000 | PA      | $607330.90    | 0.21%             | 2028-03-24      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 07/33 VAR        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265124.15    | 0.09%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 10/30 VAR        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $417725.68    | 0.14%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 04/51 VAR        | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133063.44    | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                  | WFCM 2019 JWDR E 144A         | CUSIP: 95002NAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $236950.05    | 0.08%             | 2031-09-15      | Floating      | 3.86%                 | Yes           | 2                  | On Loan: No      |
| WHATABRANDS LLC                                 | TERM LOAN B                   | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    222750 | PA      | $215000.53    | 0.07%             | 2028-08-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                        | COMPANY GUAR 09/29 2.95       | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244481.18    | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| YUM  BRANDS TERM LOAN B 03/15/                  | 2021 TERM LOAN B              | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     39417 | PA      | $38875.17     | 0.01%             | 2028-03-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | 2022 USD INCR TL B            | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    113118 | PA      | $93410.25     | 0.03%             | 2027-03-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ZEP INC                                         | 2017 1ST LIEN TERM LOAN       | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |     91842 | PA      | $79076.17     | 0.03%             | 2024-08-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** MML SERIES INVESTMENT FUND

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO