# EDGAR Filing Document

**Accession Number:** 0000050013
**File Stem:** 0001145549-23-019237
**Filing Date:** 2023-3
**Character Count:** 1239123
**Document Hash:** 8f4a8c70a8dc45cbe222c03d1df3606a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019237.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001145549-23-019237

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INCOME FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000050013
- **IRS NUMBER:** 060867264
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01880
- **FILM NUMBER:** 23771177

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $126078438728.32

**Total Liabilities:** $4405040241.90

**Net Assets:** $121673398486.42

**Delayed Delivery Securities:** $18386026.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023985 | 6.02%                | -1.80%               | 3.18%                |
| Class ID C000023986 | 5.93%                | -1.88%               | 3.12%                |
| Class ID C000023987 | 5.93%                | -1.89%               | 3.14%                |
| Class ID C000023988 | 5.96%                | -1.85%               | 3.15%                |
| Class ID C000023989 | 5.99%                | -1.82%               | 3.19%                |
| Class ID C000023990 | 6.02%                | -1.78%               | 3.23%                |
| Class ID C000023992 | 5.94%                | -1.89%               | 3.14%                |
| Class ID C000023993 | 5.99%                | -1.82%               | 3.19%                |
| Class ID C000023994 | 5.99%                | -1.82%               | 3.19%                |
| Class ID C000023996 | 5.96%                | -1.88%               | 3.11%                |
| Class ID C000023997 | 5.97%                | -1.84%               | 3.16%                |
| Class ID C000023998 | 5.99%                | -1.78%               | 3.19%                |
| Class ID C000068581 | 5.98%                | -1.76%               | 3.19%                |
| Class ID C000077898 | 6.06%                | -1.81%               | 3.23%                |
| Class ID C000148385 | 5.95%                | -1.85%               | 3.15%                |
| Class ID C000164804 | 6.03%                | -1.81%               | 3.23%                |
| Class ID C000179951 | 6.02%                | -1.77%               | 3.18%                |
| Class ID C000189427 | 6.02%                | -1.84%               | 3.23%                |
| Class ID C000189428 | 6.02%                | -1.82%               | 3.23%                |
| Class ID C000223653 | 6.02%                | -1.83%               | 3.23%                |
| Class ID C000223654 | 6.06%                | -1.83%               | 3.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9235792.84              | $6547431818.87                             |
| Month 2  | $374952101.29            | $-3000057903.06                            |
| Month 3  | $1081949225.49           | $2400542233.67                             |

**Designated Index Information**

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

- **Index Identifier:** 65SPX35LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   8295061 | NS      | $1228581484.71  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                                      | CUMMINS INC                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |   1000000 | NS      | $249540000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS MEDIA INC                                                                | CUMULUS MEDIA INC CL A                                                                         | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |    217532 | NS      | $1457464.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                      | MLANE 22-A A 144A 6.92% 09-15-27                                                               | CUSIP: 60510MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13019000 | PA      | $12772107.68    | 0.01%             | 2027-09-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                                      | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                                                      | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |   7586901 | PA      | $7530226.49     | 0.01%             | 2029-04-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                                             | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                                                  | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  21656076 | PA      | $21413592.55    | 0.02%             | 2030-07-21      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL MFCC_21-1                                                      | MFCC 21-1A A 144A 1.54% 03-20-26                                                               | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16100000 | PA      | $16100080.50    | 0.01%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                                             | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9349654 | PA      | $8362526.50     | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 20-1 A 144A 2.09% 08-20-45/02-22-28                                                        | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7134550 | PA      | $6329109.27     | 0.01%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                        | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24928627 | PA      | $21997144.90    | 0.02%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                                      | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |   6619856 | PA      | $5941764.27     | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.25% 02-15-27                                  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |  17000000 | PA      | $15360044.00    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.625% 09-10-30                                  | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  16107000 | PA      | $13700082.67    | 0.01%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.55% 03-15-35                                                             | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6628729.50     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  25185000 | PA      | $21336732.00    | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.25% 04-15-26                                  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   8919000 | PA      | $8474414.61     | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                    | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3298660.00     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  34930000 | PA      | $32614141.00    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   8989000 | PA      | $8407951.04     | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |  80461000 | PA      | $64082761.15    | 0.05%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25820000 | PA      | $22754391.40    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.75% 03-10-23                      | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16946943.00    | 0.01%             | 2023-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  15055000 | PA      | $12699946.35    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 4.7% 11-01-42                                        | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  33265000 | PA      | $29415973.38    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                              | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8215000 | PA      | $7424141.95     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.5% 03-01-24                                    | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  35546000 | PA      | $35538713.07    | 0.03%             | 2024-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                                  | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  56614000 | PA      | $55123353.38    | 0.05%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.4% 10-15-29                                                       | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  23651000 | PA      | $23510087.34    | 0.02%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.482% 08-23-28/27                                            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14294000 | PA      | $14055876.25    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.875% 02-15-26                                                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13870000 | PA      | $14123723.91    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24                                             | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |  16610000 | PA      | $16340668.85    | 0.01%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR UNSEC 4.375% 02-01-29                                                  | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $8394809.50     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                                 | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4745000 | PA      | $4875435.31     | 0.00%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  10300000 | PA      | $11279447.60    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31                                                    | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $10122353.73    | 0.01%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 06-15-25                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1427406.75     | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 4.25% 07-01-26                                  | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  22785000 | PA      | $19798000.43    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                       | SPRINT CAPITAL CORP SR UNSEC 6.875% 11-15-28                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  50192000 | PA      | $53763261.18    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT LLC SR UNSEC 7.625% 02-15-25                                                            | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $37414836.00    | 0.03%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                                          | TEVA PHARMACEUTICAL FINANCE CO LLC SR UNSEC 6.15% 02-01-36                                     | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2255172.82     | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR UNSEC 10.5% 01-15-26                                      | CUSIP: 87422VAE8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  10925000 | PA      | $4178812.50     | 0.00%             | 2026-01-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC SR UNSEC 7.75% 08-15-25                                                      | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  33535000 | PA      | $28530236.60    | 0.02%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.125% 02-15-25                         | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5628317.65     | 0.00%             | 2025-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP FUNDING SWITZERLAND AG                                                 | UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25                                                | CUSIP: 90351DAB3<br>LEI: 506700Q800G1L95S7805 | Long             | DBT              | CORP              | CH        |   4425000 | PA      | $4336778.78     | 0.00%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 2.375% 07-22-26                                                            | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5626722.00     | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                               | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1730000 | PA      | $1678496.17     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3581939.00     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 1.654% 06-02-24/23                                                   | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6424034.50     | 0.01%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6601061.61     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AD6119 06-01-25                                                                  | CUSIP: 31418TYR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32341 | PA      | $32753.04       | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-51NV                                             | FSMT 21-5INV A2 144A FRN 07-25-51                                                              | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6865308 | PA      | $5763446.59     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    662048 | PA      | $580881.62      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6107 10-01-51                                                                  | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21041915 | PA      | $18478630.61    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6231 11-01-51                                                                  | CUSIP: 3133KM4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6093204 | PA      | $5348718.06     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0799 04-01-52                                                                  | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3283777 | PA      | $2880926.12     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0957 03-01-52                                                                  | CUSIP: 3133BAB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1815981 | PA      | $1593621.13     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4910 01-01-53                                                                  | CUSIP: 31418EN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    998256 | PA      | $875464.38      | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6633 01-01-52                                                                  | CUSIP: 3133KNLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1991682 | PA      | $1747663.10     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9000 04-01-52                                                                  | CUSIP: 3140MPAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    267008 | PA      | $243010.76      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6808 02-01-52                                                                  | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    161610 | PA      | $147077.98      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2942 03-01-52                                                                  | CUSIP: 3140MGHU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    848222 | PA      | $772080.72      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 TBA 02-01-53                                                                          | CUSIP: 21H020626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3875121 | PA      | $3350313.36     | 0.00%             | 2053-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                                  | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |  18299056 | NS      | $571442106.32   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD SER C 6.0% 09-15-23                                                        | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   1061031 | NS      | $71683254.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                             | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |   7288267 | NS      | $514154571.93   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| PUUILO OYJ                                                                       | PUUILO OYJ                                                                                     | CUSIP: N/A<br>LEI: 7437005R3SDW7XSTFN50       | Long             | EC               | CORP              | FI        |   5509640 | NS      | $37905991.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                    | VENTIA SERVICES GROUP PTY LTD                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2071647 | NS      | $3543905.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |  13709633 | NS      | $569909443.81   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC                                                                   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |   7057000 | NS      | $260121020.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP                                                                               | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    635000 | NS      | $36131500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC (USD)                                                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |   5000000 | NS      | $204850000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    861535 | NS      | $113938003.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                        | CLIF 20-3A A 144A 2.07% 10-18-45                                                               | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9243693 | PA      | $8235770.30     | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                              | CPS 21-A C 144A 0.83% 09-15-26/12-15-23                                                        | CUSIP: 12656NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650529 | PA      | $643189.54      | 0.00%             | 2026-09-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-3                                                   | DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23                                                      | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708009 | PA      | $1685838.65     | 0.00%             | 2025-04-15      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                          | FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24                                                      | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5634000 | PA      | $5547968.82     | 0.00%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 21-B AFX 144A 1.42% 04-20-62                                                              | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16363327 | PA      | $14721839.74    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26                                                       | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $8909860.00     | 0.01%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31                                                  | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7675000 | PA      | $6063288.38     | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 2.196% 02-04-26                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  29049000 | PA      | $26868320.62    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3146000 | PA      | $2642092.60     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                        | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6375000 | PA      | $5410755.75     | 0.00%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  17110000 | PA      | $16054826.30    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                      | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5623000 | PA      | $5135845.77     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.926% 05-15-37                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9351000 | PA      | $8592923.78     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.571% 04-27-33/32                                               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $25148292.00    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 3.5% 06-01-31                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $12028740.58    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                 | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5604737.60     | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND 144A SR UNSEC 7.05% 09-29-25                                    | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  20415000 | PA      | $20711323.73    | 0.02%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 6.204% 11-10-28/27                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20842000 | PA      | $21992603.45    | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                                         | CREDIT SUISSE GROUP AG SR UNSEC 3.8% 06-09-23                                                  | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |  23303000 | PA      | $23042822.01    | 0.02%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                     | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33123000 | PA      | $32325464.41    | 0.03%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  71670000 | PA      | $66208029.30    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 2.5% 01-15-27                                                     | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |  12702000 | PA      | $11329104.33    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 3.625% 01-15-32                                                   | CUSIP: 46590XAT3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   5113000 | PA      | $4277842.58     | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 5.0% 03-01-43                                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18163280.00    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  56615000 | PA      | $47636144.08    | 0.04%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  32460000 | PA      | $27260394.90    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                          | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  10603000 | PA      | $8906626.03     | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 1.9% 12-10-28                                                          | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2420173.50     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 2.2% 09-15-25                                                               | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46495.80       | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 3.1% 03-15-30                                                               | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    134000 | PA      | $117991.56      | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 4.5% 03-15-50                                                               | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230983.38      | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 2.8% 04-01-27                                                             | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $15281854.50    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25                                         | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   5455000 | PA      | $5267015.25     | 0.00%             | 2025-02-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CV 144A LIFE 1ST LIEN PIK 15.0% 07-15-23                                   | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    577576 | PA      | $577576.00      | 0.00%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| BANK_18-BN10                                                                     | BANK 2018-BN10 A4 3.428% 02-15-61                                                              | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301309 | PA      | $284989.18      | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                                       | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $458872.32      | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN12                                                                     | BANK 18-BN12 A4 FRN 05-15-61/05-17-28                                                          | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5772000 | PA      | $5658661.01     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR C 144A FRN (L+110) 06-15-38/23                                                      | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1829144 | PA      | $1763528.82     | 0.00%             | 2038-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 04-5 4A1 PT1 6.0% 09-25-34                                                                | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294997 | PA      | $285533.30      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                                            | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    481539 | PA      | $442495.68      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                       | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                                         | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10711417 | PA      | $9749221.13     | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                       | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                                       | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    603158 | PA      | $587491.19      | 0.00%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH C 144A FRN (L+170) 07-15-38/26                                                      | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4199579 | PA      | $4107360.38     | 0.00%             | 2038-07-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                                      | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4405555 | PA      | $4347653.27     | 0.00%             | 2038-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                                      | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4020936 | PA      | $3936697.15     | 0.00%             | 2038-07-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 02-W3 A5 7.5% 11-25-41/01-25-28                                                            | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     86090 | PA      | $93667.24       | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4733 09-01-52                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3663157 | PA      | $3621488.90     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4656 07-01-52                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  45511716 | PA      | $44994020.54    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0800 04-01-52                                                                  | CUSIP: 3133B93H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    862121 | PA      | $756557.26      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7868 07-01-52                                                                  | CUSIP: 3140MMW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99466 | PA      | $87211.00       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE6097 07-01-52                                                                  | CUSIP: 3133BFX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    646994 | PA      | $567910.10      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                                  | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    396421 | PA      | $348776.35      | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT2292 04-01-52                                                                  | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6975359 | PA      | $6119363.84     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7521 05-01-52                                                                  | CUSIP: 3140MMLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10947038 | PA      | $9608401.62     | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC6456 09-01-51                                                                  | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4682040 | PA      | $4266536.73     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC4360 07-01-51                                                                  | CUSIP: 3133ANZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3280403 | PA      | $2994846.89     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE4164 05-01-52                                                                  | CUSIP: 3133BDTV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997877 | PA      | $908093.75      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8235 08-01-52                                                                  | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1653190 | PA      | $1504146.32     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                              | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2562821.25     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-24 P 6.0% 03-25-37                                                                      | CUSIP: 31396P5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    469345 | PA      | $492287.48      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4                               | SARM 06-4 6A ARH10 FRN 05-25-36                                                                | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1141856 | PA      | $784889.11      | 0.00%             | 2036-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 HA FRN 01-25-56                                                                      | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6486532 | PA      | $6134313.54     | 0.01%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 MA 3.0% 01-25-56                                                                     | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    944468 | PA      | $890152.02      | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRUPO FINANCIERO BANORTE SAB DE CV                                               | GRUPO FINANCIERO BANORTE SAB DE CV O                                                           | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | EC               | CORP              | MX        |   6705000 | NS      | $55614771.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |  32377334 | NS      | $2717753415.96  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |  11847544 | NS      | $928373547.84   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |  41873729 | NS      | $281142398.93   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                                | GAMING AND LEISURE PROPERTIES INC (REIT)                                                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |  10793948 | NS      | $578123854.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                                                            | BOSTON PROPERTIES INC (REIT)                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |   2600000 | NS      | $193804000.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A D 144A 3.71% 08-20-27/26                                                           | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4217225.00     | 0.00%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 C 1.02% 06-15-27/04-15-24                                                           | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7521573 | PA      | $7372037.03     | 0.01%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                       | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                                           | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15340000 | PA      | $14796779.92    | 0.01%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                      | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8085001 | PA      | $7097490.49     | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                                             | AMERIGAS PARTNERS LP SR UNSEC 5.5% 05-20-25                                                    | CUSIP: 030981AK0<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6652754.25     | 0.01%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                     | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  20465000 | PA      | $18776637.50    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 9.0% 11-01-27                           | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1186767.30     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-45                                                             | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1157554.27     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.456% 10-22-25/24                                               | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10281031.25    | 0.01%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 01-30-28                                         | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  19194000 | PA      | $8635342.21     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.15% 05-01-30                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  67436000 | PA      | $68019253.96    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | BOSTON SCIENTIFIC CORP SR UNSEC 1.9% 06-01-25                                                  | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   9109000 | PA      | $8572452.57     | 0.01%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16324000 | PA      | $16328521.75    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                       | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4900000 | PA      | $4383211.70     | 0.00%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                      | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  31345000 | PA      | $30053899.45    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37190000 | PA      | $30270800.50    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 7.0% 03-15-27                                                    | CUSIP: 185899AM3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1292705.70     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                                          | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  15393000 | PA      | $14378308.83    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                      | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  19295000 | PA      | $18840216.85    | 0.02%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8915000 | PA      | $7810493.91     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FOX CORP                                                                         | FOX CORP SR UNSEC 4.03% 01-25-24                                                               | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1108432.64     | 0.00%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSEC 2.65% 06-01-30                                                             | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5402000 | PA      | $4713731.18     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.875% 10-01-31                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1245940.24     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                            | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  48202000 | PA      | $43167252.90    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2951748.80     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                                     | INTELSAT JACKSON HOLDINGS SA 144A LIFE SR SEC 1ST LIEN 6.5% 03-15-30                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  18565000 | PA      | $16903432.50    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                            | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    770000 | PA      | $736647.45      | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26                                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  17000000 | PA      | $15053636.00    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                     | MOODY'S CORP SR UNSEC 4.25% 08-08-32                                                           | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2171409.78     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                  | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $2714355.47     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | NUTRIEN LTD SR UNSEC 1.9% 05-13-23                                                             | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7974000 | PA      | $7903844.75     | 0.01%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                         | NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28                                                    | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  18421000 | PA      | $15950836.01    | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47845000 | PA      | $44090124.40    | 0.04%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                     | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4439472.00     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6947000 | PA      | $7103946.62     | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3500739.95     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6327648.90     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT LLC SR UNSEC 7.125% 06-15-24                                                            | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10225120.00    | 0.01%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   9998000 | PA      | $10878023.96    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                            | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2823795.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24                          | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  76069000 | PA      | $75926370.63    | 0.06%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.013% 04-04-51/50                                                   | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4097253.50     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                           | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275609.60      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.75% 04-15-25                                     | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12005000 | PA      | $12070067.10    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                     | WILLIAMS COS INC SR UNSEC 3.5% 11-15-30                                                        | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $1907611.08     | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 08-15-51                                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710100 | PA      | $1209771.60     | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.50% 11-30-28                                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8900943.00     | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF TL (TSFR3M+640) (FLR 4.0) 11.06144% 07-15-25                                   | CUSIP: N/A<br>LEI: 549300XZK6EWDBAZSY16       | Long             | LON              | CORP              | US        |  36605481 | PA      | $37795159.39    | 0.03%             | 2025-07-15      | Variable      | 11.06%                | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH D 144A FRN (L+225) 07-15-38/26                                                      | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1842075 | PA      | $1798909.38     | 0.00%             | 2038-07-15      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                                           | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33309 | PA      | $33435.67       | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 888795 11-01-36                                                                  | CUSIP: 31410GNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    598411 | PA      | $628267.61      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL2940 11-01-27                                                                  | CUSIP: 3138EKHS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137321 | PA      | $136044.40      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8285 12-01-50                                                                  | CUSIP: 3140QGF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3028956 | PA      | $2822671.97     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                                  | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3986591 | PA      | $3661803.34     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                                  | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4790218 | PA      | $4232267.50     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3422 05-01-41                                                                  | CUSIP: 3138AGYU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53902 | PA      | $55418.30       | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                     | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5862396 | PA      | $5251938.62     | 0.00%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                   | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   2086000 | NS      | $50549007.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8245 09-01-52                                                                  | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1112172 | PA      | $1099520.89     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                                  | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5920381 | PA      | $5190599.34     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 6.250% 08-15-23                                                               | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $7159212.58     | 0.01%             | 2023-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VANGUARD INTERNATIONAL SEMICONDUCTOR CORP                                        | VANGUARD INTERNATIONAL SEMICONDUCTOR CORP                                                      | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |  22093500 | NS      | $74225383.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC PFD SER K DEP SHS (1/1000TH 6.875% SER K PFD) PERP NON-CUM                       | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2145767 | NS      | $54717058.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    997810 | NS      | $251737484.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC (DRS) (NOT LISTED OR TRADING)                                                   | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6165 | NS      | $940162.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3674150 | NS      | $579891094.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 21-1 A 144A 1.95% 09-15-75                                                                | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4816707 | PA      | $4424930.37     | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                     | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9018364 | PA      | $8197882.11     | 0.01%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                | SDART 20-3 C 1.12% 01-15-26/11-15-23                                                           | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2631504 | PA      | $2611012.32     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                 | WLAKE 22-3 A2 144A 5.24% 07-15-28/12-15-23                                                     | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10868000 | PA      | $10859316.47    | 0.01%             | 2025-07-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                 | WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24                                                     | CUSIP: 96042XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1754000 | PA      | $1757902.65     | 0.00%             | 2028-01-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $6006920.30     | 0.00%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.586% 04-26-33/32                                                | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    598000 | PA      | $581030.55      | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 0.8% 02-10-24                                                  | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  11565000 | PA      | $11059505.42    | 0.01%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP SR UNSEC 4.75% 04-15-43                                                            | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2033249.85     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | CHUBB INA HOLDINGS INC SR UNSEC 3.35% 05-03-26                                                 | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    765000 | PA      | $741647.61      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                       | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4395046.50     | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.3% 05-14-36                                                              | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $954625.31      | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9855 12-01-51                                                                  | CUSIP: 3140XD5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    218977 | PA      | $192185.98      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW4143 07-01-52                                                                  | CUSIP: 3140MVS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97014 | PA      | $88255.49       | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                         | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   8990000 | PA      | $8118185.76     | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                               | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6925000 | PA      | $6243469.20     | 0.01%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 1.95% 02-01-24                                                              | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    523000 | PA      | $507283.33      | 0.00%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 2.75% 02-01-26                                                              | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16896000 | PA      | $15936746.50    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 02-01-28                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20952000 | PA      | $19573086.02    | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 2.6% 02-15-33                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8573000 | PA      | $6741532.86     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD8560 03-01-52                                                                  | CUSIP: 3133B6QM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128865 | PA      | $117429.53      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD6279 02-01-52                                                                  | CUSIP: 3133B36Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    672822 | PA      | $612433.17      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  47440000 | PA      | $41154105.12    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |  51845000 | PA      | $49429282.23    | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                                      | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    911938 | PA      | $905786.51      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8426 11-20-52                                                                       | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3441950 | PA      | $3344577.39     | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30                                                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  11418000 | PA      | $11048113.89    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                                        | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1298471.39     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                   | GLP CAPITAL LP SR UNSEC 3.35% 09-01-24                                                         | CUSIP: 361841AN9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2440722.24     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                       | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12760000 | PA      | $10606367.20    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                       | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                           | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33420000 | PA      | $29539102.50    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  37259000 | PA      | $31953541.95    | 0.03%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 6.75% 10-01-26                                    | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |  16600000 | PA      | $15894168.00    | 0.01%             | 2026-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR UNSEC 4.75% 09-15-24                                                   | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  17320000 | PA      | $16930300.00    | 0.01%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 21-GS2 A1 144A FRN 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1131822 | PA      | $1070686.75     | 0.00%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                              | TPMT 23-1 A1 144A 3.75% 01-25-63                                                               | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7839000 | PA      | $7512811.37     | 0.01%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                             | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  19670000 | PA      | $16881187.40    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 4.0% 11-15-29                                                      | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $17770740.00    | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                     | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  11829000 | PA      | $10986006.32    | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.625% 09-01-30                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4314796.20     | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 02-01-53                                                                     | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 341101074 | PA      | $286844854.97   | 0.24%             | 2053-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | US DEPT OF VETERANS OH SF 4.425% 05-01-31                                                      | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |  27765000 | PA      | $24042657.51    | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29                                      | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |  16705000 | PA      | $14452698.26    | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                          | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |  22660000 | PA      | $21703068.20    | 0.02%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 15C SF 5.25% 12-01-39                                                        | CUSIP: 167505QR0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120613.92      | 0.00%             | 2039-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 12A SF 5.0% 12-01-42                                                         | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    190000 | PA      | $189983.85      | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5324000 | PA      | $3700951.98     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 1.9% 09-01-31                                              | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6116895.00     | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-32                                                        | CUSIP: 167505UH7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $375943.75      | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   4240321 | NS      | $462788633.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                   | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |  17780000 | PA      | $14934222.10    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                   | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                    | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  22659000 | PA      | $23544287.13    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9083157.75     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25                                       | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  67990000 | PA      | $57908782.75    | 0.05%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SELVAAG BOLIG ASA                                                                | SELVAAG BOLIG ASA                                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZXIHPK59       | Long             | EC               | CORP              | NO        |   1912218 | NS      | $6168649.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYH3 03-22-23                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      3038 | NC      | $6237269.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 9.0% 12-15-25                                         | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  16475000 | PA      | $13000422.50    | 0.01%             | 2025-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                    | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |   6320000 | PA      | $3341573.60     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                        | WOODSIDE ENERGY GROUP LTD                                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |   1344966 | NS      | $34913478.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    257318 | NS      | $12060494.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO PFD CL A SER Q DEP SHS (1/1000TH 5.85% SER Q PFD) PERP NON-CUM                | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    555913 | NS      | $13575395.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.75% 11-13-28                      | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990160.00     | 0.00%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LSC COMMUNICATIONS INC                                                           | LSC COMMUNICATIONS TL-B (PRIME+450) (FLR 3.25) 7.75% 09-30-22/07-31-23                         | CUSIP: 50219CAD7<br>LEI: 5493000O7BCKOMYMHF87 | Long             | LON              | CORP              | US        |   3696925 | PA      | $11168.41       | 0.00%             | 2023-07-31      | Variable      | 7.75%                 | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY DIP TL (SOFR+1000) 14.58219% 06-18-23                                               | CUSIP: 70215EAP8<br>LEI: 5493005PYM1JS6EZN307 | Long             | LON              | CORP              | US        |  11049459 | PA      | $11166859.50    | 0.01%             | 2023-06-18      | Variable      | 14.58%                | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY CORP DIP TL (TSFR3M+475)(FLR 0.75) 9.50583% 11-13-23                              | CUSIP: 87422LAP5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |  68515000 | PA      | $69028862.50    | 0.06%             | 2023-11-13      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4208 12-01-50                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  48111763 | PA      | $40718091.89    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12289038 | PA      | $10808503.88    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-6INV                                             | FSMT 21-6INV A4 144A FRN 08-25-51                                                              | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6422494 | PA      | $5391702.71     | 0.00%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                                  | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18191986 | PA      | $16149499.28    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB5013 03-01-52                                                                  | CUSIP: 3140QQSB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58579 | PA      | $51425.46       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE9057 08-01-52                                                                  | CUSIP: 3133BKB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5473502 | PA      | $5291535.07     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV8024 08-01-52                                                                  | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8530462 | PA      | $8245988.03     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW7356 10-01-52                                                                  | CUSIP: 3140N0E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14926932 | PA      | $14429163.78    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4730 09-01-52                                                                  | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275957 | PA      | $251057.81      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4624 06-01-52                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    505389 | PA      | $459866.94      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3571 05-01-52                                                                  | CUSIP: 3140QN6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2905837 | PA      | $2549767.71     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB4281 05-01-52                                                                  | CUSIP: 3140QPXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1717417 | PA      | $1563265.30     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0761 04-01-52                                                                  | CUSIP: 3133B9Z23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1127165 | PA      | $1025636.66     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3080 05-01-52                                                                  | CUSIP: 3133BCM53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1098639 | PA      | $999676.00      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0001 04-01-52                                                                  | CUSIP: 3133B9AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122931 | PA      | $111867.31      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6804 02-01-52                                                                  | CUSIP: 3133KNRZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    856669 | PA      | $780605.46      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BD3903 175K MAX 01-20-48                                                              | CUSIP: 3617BKKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5197405 | PA      | $5082266.89     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                       | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $230305.44      | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                      | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6571000 | PA      | $5661389.61     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 783687 12-20-41                                                                       | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    340089 | PA      | $342970.83      | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP B 144A FRN (TSFR1M+142.4) 08-15-24                                                | CUSIP: 36269CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    879000 | PA      | $874732.46      | 0.00%             | 2024-08-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   3838573 | NS      | $627299599.66   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |  13873228 | NS      | $1941696990.88  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |  50850000 | NS      | $97454171.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                                   | SCANDINAVIAN TOBACCO GROUP A/S                                                                 | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |   2878531 | NS      | $50087002.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |  11302951 | NS      | $415157390.23   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                       | FASST 19-JR2 A1 144A 2.0% 04-01-69                                                             | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6233313 | PA      | $6668871.72     | 0.01%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                          | FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25                                                      | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23146000 | PA      | $21914216.17    | 0.02%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  27540000 | PA      | $25996245.30    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 5.5% 12-15-27                                    | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |  13410000 | PA      | $13273218.00    | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 1.65% 02-01-28                                                               | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $6293257.08     | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8274000 | PA      | $6429700.58     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  41000000 | PA      | $40114523.00    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                                    | BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52                                          | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1840002.45     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                              | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  11534000 | PA      | $10093864.76    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 4.3% 03-25-28                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  14910000 | PA      | $14666206.59    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.207% 06-12-24/23                                   | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9117000 | PA      | $8969641.93     | 0.01%             | 2024-06-12      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                                          | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6752783.13     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 4.85% 11-01-28                                                     | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  14860000 | PA      | $14899661.34    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-14-27                                           | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  26180000 | PA      | $26086668.30    | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.875% 04-01-27                             | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2443175.55     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                    | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 5.0% 07-15-27                                 | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |  11937000 | PA      | $11304864.23    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  24880000 | PA      | $16086164.00    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 04-15-30                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8065000 | PA      | $6836216.60     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                    | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.5% 04-01-30                                 | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4067383.68     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 1ST LIEN PIK FRN 04-22-27                            | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2085044 | PA      | $2001642.24     | 0.00%             | 2027-04-22      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.125% 03-15-27                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8130000 | PA      | $7562656.08     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                              | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    215000 | PA      | $174468.20      | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 2.75% 12-10-51                                                         | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5514000 | PA      | $3980584.17     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 2.341% 01-19-28/27                                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4517495.00     | 0.00%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27                                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5451000 | PA      | $4972473.06     | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14794425.00    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26                                                     | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   9165000 | PA      | $8985686.78     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW CORP                                                              | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   6480000 | PA      | $6181790.40     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  33742000 | PA      | $33361558.95    | 0.03%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 6.375% 05-15-29                                                           | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  19046000 | PA      | $20432091.70    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  27653000 | PA      | $25067859.30    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  19710000 | PA      | $18013698.27    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | OWL ROCK CAPITAL CORP SR UNSEC 3.75% 07-22-25                                                  | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  12473000 | PA      | $11708143.17    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.85% 01-15-26                                                              | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5631000 | PA      | $5772186.06     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   4014400 | NS      | $89311577.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 7.15% 01-15-51                                                              | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    352000 | PA      | $393273.06      | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SUB 3.9% 04-29-24                                             | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971101.00     | 0.00%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $2911626.00     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $1665298.19     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24                                                   | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16860000 | PA      | $16101485.46    | 0.01%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23                                                     | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9923000 | PA      | $9652211.25     | 0.01%             | 2034-09-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                        | CSMC 21-RPL3 A1 144A FRN 01-25-60                                                              | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5737865 | PA      | $5065656.80     | 0.00%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4                                  | CWALT 07-HY4 3A1 ARH7 FRN 06-25-47                                                             | CUSIP: 02150QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975096 | PA      | $820084.62      | 0.00%             | 2047-06-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                                   | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                                  | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267735 | PA      | $266608.22      | 0.00%             | 2041-10-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0828 02-01-41                                                                  | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34571 | PA      | $33393.97       | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 C 1.01% 01-19-27/04-21-25                                                           | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3382000 | PA      | $3106695.05     | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                                    | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                                                    | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |   6423745 | PA      | $6322725.56     | 0.01%             | 2030-10-16      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60559 200K MAX 04-01-46                                                             | CUSIP: 31335ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6156324 | PA      | $6079080.36     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 947554 40YR 10-01-47                                                                  | CUSIP: 31413KE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135053 | PA      | $145051.02      | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                        | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                                                 | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14610000 | PA      | $14508241.35    | 0.01%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-26                          | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  16985000 | PA      | $16373455.08    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                                       | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34359 | PA      | $36887.73       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076                              | FHMS K076 A2 (MF) 3.9% 04-25-28                                                                | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4164056 | PA      | $4149240.29     | 0.00%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                                          | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5388891 | PA      | $5040768.62     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AB5377 06-01-42                                                                  | CUSIP: 31417B6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12352849 | PA      | $11934779.22    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.75% 07-15-27                                   | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  12675000 | PA      | $11926389.15    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                        | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  21796000 | PA      | $20457333.27    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AU3742 08-01-43                                                                  | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8000061 | PA      | $7723979.08     | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BC0157 01-01-46                                                                  | CUSIP: 3140EUE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20535688 | PA      | $19707853.69    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 878099 04-01-36                                                                  | CUSIP: 31409TRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123960 | PA      | $131097.58      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 932274 12-01-39                                                                  | CUSIP: 31412QXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4783313 | PA      | $4865045.14     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                             | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5532000 | PA      | $4086244.99     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                              | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $13066602.70    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 21-11INV A4 144A FRN 11-25-51                                                             | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7379018 | PA      | $6185520.85     | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07189 03-01-42                                                                      | CUSIP: 3128M9KA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    446616 | PA      | $454534.55      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO                                                        | ARCHER-DANIELS-MIDLAND CO                                                                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   2078000 | NS      | $172162300.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                          | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  22699000 | PA      | $22103037.76    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.61% 09-29-26/25                                                       | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $18040869.25    | 0.01%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07221 06-01-42                                                                      | CUSIP: 3128M9LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    817082 | PA      | $831990.27      | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1734 05-01-52                                                                  | CUSIP: 3140MS4U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    998128 | PA      | $909155.54      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                           | AGNICO EAGLE MINES LTD                                                                         | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |   2169600 | NS      | $122523575.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | BECTON DICKINSON AND CO CV PFD SER B DEPOSITORY SHRS (REP 1/20) 6.00% 06-01-23                 | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |   2467280 | NS      | $124252220.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                                  | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1096891 | PA      | $1101165.26     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                                          | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1148133 | PA      | $1153760.89     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | FRANKLIN RESOURCES INC                                                                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   5303503 | NS      | $165469293.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                                                        | BUNGE LIMITED                                                                                  | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | US        |   4263175 | NS      | $422480642.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                                       | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9891000 | PA      | $10781457.06    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25                                     | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3335085.60     | 0.00%             | 2025-04-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA GROUP PLC                                                         | DOMINO'S PIZZA GROUP PLC                                                                       | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |  30671123 | NS      | $118776892.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   4751460 | NS      | $703073536.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 HA FRN 08-25-56                                                                      | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6913171 | PA      | $6534640.39     | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 MA 3.0% 08-25-56                                                                     | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6980152 | PA      | $6590247.78     | 0.01%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                           | ACAR 21-3 C 144A 0.98% 11-15-27/07-13-22                                                       | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6741000 | PA      | $6563394.87     | 0.01%             | 2027-11-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                           | ACAR 21-3 D 144A 1.34% 11-15-27/05-13-22                                                       | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2531000 | PA      | $2381392.59     | 0.00%             | 2027-11-15      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  35555000 | PA      | $30743164.08    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 2.125% 04-24-25                                | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2600000 | PA      | $2404664.60     | 0.00%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                   | DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24                                                     | CUSIP: 23344GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1232000 | PA      | $1189732.54     | 0.00%             | 2026-10-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 D 1.4% 04-15-27/27                                                                   | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8065000 | PA      | $7473754.85     | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37                                | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                                        | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |   6015000 | PA      | $5782297.70     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                                        | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $458066.88      | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                             | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17050939 | PA      | $15299705.21    | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 2.5% 06-30-25                                        | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  16668000 | PA      | $15869652.80    | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54                                | WFCM 19-C54 A4 3.146% 12-15-52                                                                 | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405000 | PA      | $2177794.84     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                      | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                                | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13994000 | PA      | $14023877.19    | 0.01%             | 2027-11-15      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                          | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  25200000 | PA      | $22799649.60    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| LINDE INC                                                                        | LINDE INC SR UNSEC 1.1% 08-10-30                                                               | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   4407000 | PA      | $3532814.26     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                          | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                                              | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367563 | PA      | $1312103.23     | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9                          | AMXCA 18-9 A FRN (L+38) 04-15-26/09-15-23                                                      | CUSIP: 02582JJK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20011060.00    | 0.02%             | 2026-04-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP 144A LIFE SR UNSEC 3.3% 07-15-25                                                      | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  17950000 | PA      | $17139772.90    | 0.01%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.219% 06-09-26/25                                        | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7800000 | PA      | $7274404.80     | 0.01%             | 2026-06-09      | Variable      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A                                       | AESOP 18-1A A 144A 3.7% 09-20-24/23                                                            | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671000 | PA      | $1657436.49     | 0.00%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SUB 5.7% 10-22-23                                                            | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  16825000 | PA      | $16818236.35    | 0.01%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1                                | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                                        | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |   5605089 | PA      | $5411012.90     | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 7.35% 07-01-35                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    350000 | PA      | $377629.00      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |   1000000 | NS      | $233060000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                                         | KONE OYJ CL B                                                                                  | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |   9340141 | NS      | $510031513.54   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $8269702.91     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                     | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 4.5% 04-01-27                           | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $6911808.90     | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                             | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        | 137211139 | NS      | $468770163.55   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.18606% 01-24-23/01-24-33 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $35728.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC SR UNSEC 5.25% 04-01-25                                                          | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  13940000 | PA      | $12720110.60    | 0.01%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 4.625% 10-15-27                                                  | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $11957145.60    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 5.0% 10-15-26                                         | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  23690000 | PA      | $22121366.65    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                         | CUSIP: 05530QAP5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7662360.00     | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA                                                                                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |  16516306 | NS      | $50239228.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |  35151684 | NS      | $1201484559.12  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                        | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9986000 | PA      | $8043093.88     | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                     | PIONEER NATURAL RESOURCES CO SR UNSEC 2.15% 01-15-31                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4718197.46     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                            | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $9917205.97     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                                | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  28085000 | PA      | $554678.75      | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                      | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1381081.33     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                       | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  26358000 | PA      | $20121828.99    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC SR UNSEC 2.5% 01-15-25                                                            | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1525064.00     | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  25589000 | PA      | $24286468.72    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                     | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26                          | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |  17810000 | PA      | $16967319.85    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   8245000 | PA      | $7252879.15     | 0.01%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.542% 08-01-26                                              | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  32520000 | PA      | $30910260.00    | 0.03%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                                        | GRIFOLS ESCROW ISSUER SA 144A LIFE SR UNSEC 4.75% 10-15-28                                     | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |  14480000 | PA      | $12612224.80    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.282% 04-02-50                                                      | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1432163.30     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                        | BANK OF NOVA SCOTIA SR UNSEC 1.625% 05-01-23                                                   | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7937792.00     | 0.01%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                        | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36216000 | PA      | $36633027.24    | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.625% 11-24-27                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $7923530.00     | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 10-15-28                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15493000 | PA      | $13284116.51    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS LP                                                         | HOLLY ENERGY PARTNERS LP 144A LIFE SR UNSEC 6.375% 04-15-27                                    | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4251513.13     | 0.00%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                             | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1625609.70     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.705% 05-01-40                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  23854000 | PA      | $24436323.85    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $276874.08      | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP SR UNSEC 2.875% 02-06-24                                                        | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6744079.89     | 0.01%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.014% 01-25-26/25                                                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6069000 | PA      | $5709696.99     | 0.00%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.25% 05-15-30                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  29625000 | PA      | $23942628.75    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4482000 | PA      | $3637053.36     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1279280.88     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                        | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.75% 07-21-28                                    | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  11330000 | PA      | $10214618.15    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MASTEC INC 144A LIFE SR UNSEC 4.5% 08-15-28                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |  19290000 | PA      | $17896934.07    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                                       | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5445659.39     | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.85% 03-15-52                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $4448073.85     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP SR UNSEC 5.25% 08-15-28                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4790394.00     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                      | MONEYGRAM INTERNATIONAL INC 144A LIFE SR SEC 1ST LIEN 5.375% 08-01-26                          | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5975965.24     | 0.00%             | 2026-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54874000 | PA      | $49019877.06    | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                                     | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7546032.00     | 0.01%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                               | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |  14104000 | PA      | $11886004.96    | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25                                                | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $6535802.00     | 0.01%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25                                          | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  11545000 | PA      | $11186573.93    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                          | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $13044539.52    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                       | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7628000 | PA      | $6783404.96     | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29                                              | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |  22525000 | PA      | $20194788.75    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.943% 01-21-33/32                                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  30404000 | PA      | $25988031.83    | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.638% 03-15-25                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  17133000 | PA      | $16527828.17    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG                                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    897900 | NS      | $55694189.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2319 12-01-51                                                                  | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4859443 | PA      | $4315350.52     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                                  | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2341170 | PA      | $2079038.38     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.05% 08-16-23                                               | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5967816.00     | 0.00%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                         | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5136069.59     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G04805 12-01-35                                                                      | CUSIP: 3128M6U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2530339 | PA      | $2563552.68     | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AO9140 07-01-42                                                                  | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4067553 | PA      | $3929752.56     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                             | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    152827 | NS      | $291899.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   6952266 | NS      | $1228187311.56  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.669% 09-13-33/32                                         | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8925000 | PA      | $9229806.60     | 0.01%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 11-29-27                      | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6669062.23     | 0.01%             | 2027-11-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                                  | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1089494 | PA      | $967506.80      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8257 10-01-52                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  26716263 | PA      | $26412365.72    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                     | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3403991.95     | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                                    | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  35360000 | PA      | $35268594.40    | 0.03%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                                | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  16020000 | PA      | $14213568.78    | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  19362000 | PA      | $16363871.75    | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                                  | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2231229 | PA      | $1956556.09     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF2890 11-01-52                                                                  | CUSIP: 3133BQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    880994 | PA      | $851615.30      | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                        | CALIFORNIA RESOURCES CORP                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    104121 | NS      | $4449090.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                                           | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7972000 | PA      | $7148970.72     | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  21782000 | PA      | $18417007.73    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26                                                    | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1139506.97     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1630 09-01-51                                                                  | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44690 | PA      | $39294.69       | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD8337 03-01-52                                                                  | CUSIP: 3133B6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    649132 | PA      | $590795.55      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 B 0.69% 01-19-27/08-19-24                                                           | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3042000 | PA      | $2866744.30     | 0.00%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                       | AESOP 20-1A D 144A 3.34% 08-20-26/25                                                           | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7676928.00     | 0.01%             | 2026-08-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  19951000 | PA      | $21447624.27    | 0.02%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                        | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2835741.00     | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29                                                      | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  28045000 | PA      | $27861249.16    | 0.02%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17H SF 5.0% 12-01-46                                                         | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    390000 | PA      | $391466.79      | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                        | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547700 | PA      | $1360406.54     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                        | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117173 | PA      | $100793.23      | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  15392000 | PA      | $12942640.26    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 5.0% 08-01-27                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4791000 | PA      | $4540191.15     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |   3457312 | NS      | $591269498.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC                                                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |  51990964 | NS      | $2295920970.24  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                    | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                                      | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |  12680527 | PA      | $10981069.85    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64437000 | PA      | $56216965.22    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 10-15-25                                                                | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6195852 | PA      | $5943175.20     | 0.00%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.125% 08-31-23                                                               | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1890400 | PA      | $1841215.95     | 0.00%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.375% 02-15-42                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72717000 | PA      | $58791818.12    | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 4.0% 11-15-42                                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26251500 | PA      | $27102623.51    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP                                                        | PRINCIPAL FINANCIAL GROUP                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    900000 | NS      | $83295000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |  14224460 | NS      | $883727409.78   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                                   | VZMT 23-1 A 4.49% 01-22-29/01-20-26                                                            | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17018000 | PA      | $17035715.74    | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | LUMEN TECHNOLOGIES INC SR UNSEC 7.65% 03-15-42                                                 | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    270000 | PA      | $179822.70      | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUH3 03-31-23                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      7194 | NC      | $1583642.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |  10235137 | NS      | $1187378243.37  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13485000 | PA      | $12867521.85    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $4436176.40     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |  13635000 | NS      | $494814150.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS TL-B 1ST LIEN (L+350) (FLR 1.0) 8.32529% 06-13-24                                        | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |  16779642 | PA      | $15827917.81    | 0.01%             | 2024-06-13      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                              | PGT INNOVATIONS INC 144A LIFE SR UNSEC 4.375% 10-01-29                                         | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |  19090000 | PA      | $16497100.75    | 0.01%             | 2029-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 2.75% 10-21-51                                                            | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   6891000 | PA      | $5117077.43     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND FOREIGN ASSET CO SR SEC 1ST LIEN PIK 9.0% 04-22-27                                     | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1888796 | PA      | $1813244.16     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.35% 04-09-25                                        | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2110734.55     | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR4                                       | FASST 19-JR4 A 144A 2.0% 11-25-69                                                              | CUSIP: 31740BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2171716 | PA      | $2170078.93     | 0.00%             | 2069-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                       | FHMS K143 A2 (MF) 2.35% 06-25-32                                                               | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  35930000 | PA      | $31357584.13    | 0.03%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 2.625% 10-21-41                                                           | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $9756675.00     | 0.01%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY HOLDINGS INC BACKSTOP (UNFUNDED) DELAYED DRAW 0.0% 09-29-23                         | CUSIP: N/A<br>LEI: 5493005PYM1JS6EZN307       | Long             | DBT              | CORP              | US        |   5150333 | PA      | $5150333.00     | 0.00%             | 2023-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUB 4.25% 03-14-24                                                           | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $8921448.00     | 0.01%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                           | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  19400000 | PA      | $18011930.00    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                                    | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4215162 | PA      | $4089373.16     | 0.00%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                                  | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6362430 | PA      | $5870124.40     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.1% 04-01-24                                    | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4777280.00     | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 07-15-24                                          | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5642000 | PA      | $5571672.47     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                                  | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7360454 | PA      | $6919732.35     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8399 08-01-51                                                                  | CUSIP: 3140XCKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25264 | PA      | $22298.78       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  61765000 | PA      | $51395521.21    | 0.04%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                 | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   3490000 | PA      | $3084475.96     | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC4415 07-01-51                                                                  | CUSIP: 3133AN3Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    499057 | PA      | $455101.37      | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC3826 07-01-51                                                                  | CUSIP: 3133ANHB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    137286 | PA      | $125102.19      | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                          | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                           | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8780625 | PA      | $8770307.77     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                           | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315674.80      | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                        | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19215000 | PA      | $16565155.43    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS BORROWER ESCROW LLC 144A LIFE SR UNSEC 5.0% 06-01-29                    | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |  17560000 | PA      | $15728404.20    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0303 01-01-52                                                                  | CUSIP: 3140XFKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2926810 | PA      | $2664787.42     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC6749 07-01-51                                                                  | CUSIP: 3133ARQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4061894 | PA      | $3730196.00     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                                   | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2864053.02     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  17450000 | PA      | $15637643.00    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.584% 05-22-28/27                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    281000 | PA      | $267218.64      | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                         | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248178.00      | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8225 07-01-52                                                                  | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    249109 | PA      | $226670.13      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR7857 05-01-51                                                                  | CUSIP: 3140L6WT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34713 | PA      | $30566.90       | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.125% 09-16-24                              | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7279626.85     | 0.01%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  43590000 | PA      | $51385635.60    | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV8156 04-01-52                                                                  | CUSIP: 3140MNB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    700713 | PA      | $614692.89      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV7870 07-01-52                                                                  | CUSIP: 3140MMW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95370 | PA      | $80361.67       | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                 | BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 02-27-26                                   | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |  12375000 | PA      | $11725312.50    | 0.01%             | 2026-03-31      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 11.12500% 06-04-29                                 | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |   3525000 | PA      | $2584998.83     | 0.00%             | 2029-06-04      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                  | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 8.0% 04-01-29                               | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |  41410000 | PA      | $42079806.75    | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17725000 | PA      | $18138736.95    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                       | DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4855976 | PA      | $4320361.41     | 0.00%             | 2026-11-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| NESTLE SKIN HEALTH SA                                                            | SUNSHINE LUXEMBOURG TL-B3 1ST LIEN (L+375)(FLR 0.75) 8.47986% 10-01-26                         | CUSIP: N/A<br>LEI: 549300XE8DVCIZTGCX55       | Long             | LON              | CORP              | CH        |  45682915 | PA      | $44858064.01    | 0.04%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4622 06-01-52                                                                  | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119215 | PA      | $100367.93      | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                      | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                                    | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2054102 | PA      | $2002589.47     | 0.00%             | 2038-10-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 21-1R A1 144A FRN 10-25-48                                                                | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100817 | PA      | $2631133.03     | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                                       | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7624000 | PA      | $7439697.42     | 0.01%             | 2036-09-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 02-01-53                                                                     | CUSIP: 01F062622<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  39100000 | PA      | $40465450.20    | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 02-01-53                                                                     | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13371000 | PA      | $12915557.00    | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                  | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $17247826.75    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.25% 07-01-36                                                            | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1197818.70     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 02-01-53                                                                     | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44620000 | PA      | $45355516.08    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 02-01-53                                                                     | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20000000 | PA      | $18175000.00    | 0.01%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26                                                    | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9946000 | PA      | $9597611.51     | 0.01%             | 2036-10-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                                    | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11621000 | PA      | $11264827.97    | 0.01%             | 2036-10-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                              | SIX FLAGS ENTERTAINMENT CORP 144A LIFE SR UNSEC 4.875% 07-31-24                                | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  11570000 | PA      | $11337674.40    | 0.01%             | 2024-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  19690000 | PA      | $17891672.92    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 02-01-53                                                                     | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  66877884 | PA      | $58582819.41    | 0.05%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17D SF 5.0% 12-01-31                                                         | CUSIP: 167505SX5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103833.70      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4657162.40     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5656000 | PA      | $4900132.16     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 4.873% 01-26-29/28                                              | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9055026.00     | 0.01%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 3.7% 01-30-24                                                              | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9893600.00     | 0.01%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                        | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $328073.55      | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                            | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $415092.15      | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 18A 5.0% 12-01-26                                                            | CUSIP: 167505US3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104054.20      | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-29                                                        | CUSIP: 167505UE4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    300000 | PA      | $324254.10      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SUB 5.861% 06-19-32/27                                                 | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  23729000 | PA      | $22075064.97    | 0.02%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 8.0% 11-01-26                                         | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  22165000 | PA      | $22712807.98    | 0.02%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18C 5.0% 12-01-28                                                        | CUSIP: 167505VU7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    800000 | PA      | $871635.20      | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                      | MCDERMOTT INTERNATIONAL LTD                                                                    | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | US        |    120017 | NS      | $46806.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                  | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $1795599.87     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27                         | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  39575000 | PA      | $38833562.38    | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0167 02-01-57                                                                     | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    869680 | PA      | $793297.09      | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS RA2596 05-01-50                                                                      | CUSIP: 3133KH3D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15382486 | PA      | $13699764.85    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 AS8554 12-01-36                                                                  | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11108671 | PA      | $10628742.85    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3286 JN PAC 5.5% 02-15-37                                                                  | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    775970 | PA      | $782434.68      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 929964 09-01-38                                                                  | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300095 | PA      | $316472.28      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9911 04-01-52                                                                  | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11791240 | PA      | $10345587.00    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1749 04-01-52                                                                  | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1988169 | PA      | $1744838.96     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                  | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    574459 | PA      | $504062.14      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93772 125K MAX 12-01-36                                                              | CUSIP: 3132LQCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    358175 | PA      | $343029.99      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93766 175K MAX 12-01-36                                                              | CUSIP: 3132LQCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    429603 | PA      | $411436.77      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1995 02-01-52                                                                  | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1309156 | PA      | $1148972.65     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3164 03-01-52                                                                  | CUSIP: 3140QNQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1995946 | PA      | $1751408.39     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV2851 03-01-52                                                                  | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9825304 | PA      | $8619935.74     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV0762 01-01-52                                                                  | CUSIP: 3140MDZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2994561 | PA      | $2627437.15     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW2935 06-01-52                                                                  | CUSIP: 3140MUHM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449153 | PA      | $408835.01      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                             | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1356341 | PA      | $1348558.38     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733                              | FHMS K733 A2 (MF) 3.75% 08-25-25                                                               | CUSIP: 3137FJXQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5912611 | PA      | $5820114.11     | 0.00%             | 2025-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0803 01-01-52                                                                  | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    420557 | PA      | $382557.53      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP C 144A FRN (TSFR1M+191.9) 08-15-24                                                | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1362000 | PA      | $1345636.93     | 0.00%             | 2024-08-15      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8150 07-20-52                                                                       | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25609 | PA      | $24884.77       | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32283808 | PA      | $27184935.50    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3417 04-01-52                                                                  | CUSIP: 3140QNYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24903493 | PA      | $23387119.13    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                      | LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24                                                    | CUSIP: 55066WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2856000 | PA      | $2753655.24     | 0.00%             | 2038-10-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                      | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                                          | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6238529 | PA      | $5671914.24     | 0.00%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8677 03-01-52                                                                  | CUSIP: 3133B6UA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10964970 | PA      | $9621574.78     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9645 05-01-52                                                                  | CUSIP: 3140MPWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    499097 | PA      | $454191.85      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 17-3 HA FRN 07-25-56                                                                      | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6639993 | PA      | $6320715.26     | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALITAS CONTROLADORA SAB DE CV                                                  | QUALITAS CONTROLADORA SAB CV                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |  10711900 | NS      | $59081699.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM INC                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    747000 | NS      | $99507870.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |   1139982 | NS      | $33483844.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4694 04-01-52                                                                  | CUSIP: 3140MJGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    411959 | PA      | $374978.39      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8242 09-01-52                                                                  | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5182691 | PA      | $4715300.77     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU7526 12-01-51                                                                  | CUSIP: 3140M9LG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1033088 | PA      | $941027.79      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18C 5.0% 12-01-29                                                        | CUSIP: 167505VV5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    550000 | PA      | $595069.75      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |   2298200 | NS      | $840704542.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| INWIDO AB                                                                        | INWIDO AB                                                                                      | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |   2500000 | NS      | $27230405.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                       | AESOP 18-2A A 144A 4.0% 03-20-25/24                                                            | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9400000 | PA      | $9279924.40     | 0.01%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                                           | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22756000 | PA      | $21190114.13    | 0.02%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 11-01-26                           | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |  30865000 | PA      | $29459315.31    | 0.02%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP SR UNSEC 4.25% 01-15-30                                                            | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4461747.90     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP SR UNSEC 5.35% 07-01-49                                                            | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  32840000 | PA      | $27238809.60    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.534% 02-01-29/28                                       | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8997372.00     | 0.01%             | 2029-02-01      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.705% 02-01-34/33                                       | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  11369000 | PA      | $11329970.22    | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-25                      | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |  12729000 | PA      | $12876910.98    | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                  | CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45                                             | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338720.90      | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                             | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $9986160.00     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                      | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                         | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |  44192000 | PA      | $39188846.91    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24                                                    | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5799729.50     | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-33                                                    | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $3664073.09     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        | 117666000 | PA      | $110115608.11   | 0.09%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.35% 10-01-24                                               | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4306076.40     | 0.00%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                                      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  30661000 | PA      | $28946160.93    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.75% 04-06-23                                      | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002640.00     | 0.00%             | 2023-04-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.875% 09-01-25                                             | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  26705000 | PA      | $27062579.95    | 0.02%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $10785909.59    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  11445000 | PA      | $12163837.56    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27                                                   | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2238451.12     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | OWL ROCK CAPITAL CORP SR UNSEC 3.4% 07-15-26                                                   | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $5850091.28     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |  20510000 | PA      | $18294920.00    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                                                             | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR SEC 1ST LIEN 5.5% 08-15-26                           | CUSIP: 89686QAA4<br>LEI: 7245008KGK6ZIU5L8334 | Long             | DBT              | CORP              | NL        |   6997000 | PA      | $6725656.34     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 144A LIFE SR UNSEC 4.25% 02-15-30                                                | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |  11680000 | PA      | $11497908.80    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25                                             | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   9270000 | PA      | $9325045.26     | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   7314349 | NS      | $645271868.78   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3748586 | NS      | $652328935.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   5548580 | NS      | $353111631.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                         | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3260 | NS      | $1366416.88     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |  20824110 | NS      | $226265206.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                              | CPS 21-A D 144A 1.16% 12-15-26/01-15-25                                                        | CUSIP: 12656NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883000 | PA      | $841090.17      | 0.00%             | 2026-12-15      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                                          | FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25                                                      | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3540981.80     | 0.00%             | 2031-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.125% 02-21-26                                 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |  17179000 | PA      | $15375479.86    | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  21489000 | PA      | $19407253.13    | 0.02%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  21627000 | PA      | $21676828.61    | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                  | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                      | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $11286348.30    | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 144A LIFE SR SEC 1ST LIEN 4.25% 01-31-31                            | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  25888000 | PA      | $21651687.68    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $3831958.13     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                      | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6021000 | PA      | $5445675.39     | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                                    | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1287937 | PA      | $1297379.94     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                                                   | BB SEGURIDADE PARTICIPACOES SA                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   3300000 | NS      | $24560014.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44400 200K MAX 11-01-46                                                             | CUSIP: 3132WH3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4131249 | PA      | $4076853.15     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82662 200K MAX 10-01-46                                                             | CUSIP: 3132L75X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4531353 | PA      | $4474498.04     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   1878218 | NS      | $81364403.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                                 | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |  11822070 | NS      | $725646128.97   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3257 PA PACS 5.5% 12-15-36                                                                 | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   1047618 | PA      | $1087837.21     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 254767 06-01-33                                                                  | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103718 | PA      | $108290.35      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |  11470000 | NS      | $680744500.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A B 144A 1.63% 08-20-27/26                                                           | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699000 | PA      | $1479531.68     | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2A C 144A 4.25% 02-20-27/26                                                           | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4605000 | PA      | $4312112.79     | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                                          | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1948000 | PA      | $1792752.19     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5                                  | CCCIT 17-A5 A5 FRN (L+62) 04-22-26/24                                                          | CUSIP: 17305EGD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9919000 | PA      | $9951564.08     | 0.01%             | 2026-04-22      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                    | CWHEL 06-I 2A FRN FSA (L+14) 01-15-37                                                          | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273717 | PA      | $254025.92      | 0.00%             | 2037-01-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                    | CWHEL 07-B A FRN FSA (L+15) 02-15-37                                                           | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480661 | PA      | $445956.98      | 0.00%             | 2037-02-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                                           | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744000 | PA      | $1603571.38     | 0.00%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                                           | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3534000 | PA      | $3276007.40     | 0.00%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                         | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $498119.47      | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                         | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2760000 | PA      | $2667305.40     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.668% 07-24-28/27                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663492.20      | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3610000 | PA      | $3065402.62     | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46420000 | PA      | $42115937.60    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                 | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $7054979.40     | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                    | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1371802.71     | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26                     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $4035755.89     | 0.00%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.75% 10-13-35                                     | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   8250000 | PA      | $7378816.50     | 0.01%             | 2035-10-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.2% 04-15-27                                                      | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2368958.90     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENEL GENERACION CHILE SA                                                         | ENEL GENERACION CHILE SA SR UNSEC 4.25% 04-15-24                                               | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $892777.50      | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                     | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  16194000 | PA      | $16477233.06    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 3.9% 12-06-28                                                          | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1136157.45     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    601000 | PA      | $580527.54      | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 2.0% 02-15-31                                                              | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4027787.40     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 3.125% 02-15-51                                                            | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $1564402.48     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                                | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2262409.23     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 21-1 C 0.94% 12-15-26/02-18-25                                                           | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313000 | PA      | $283910.09      | 0.00%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 21-1 D 1.28% 07-15-27/02-18-25                                                           | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307000 | PA      | $274158.06      | 0.00%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM1231 11-01-31                                                                  | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131139 | PA      | $129278.79      | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                                  | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3460688 | PA      | $3499475.84     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-27                 | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34240000 | PA      | $32740630.40    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  25134000 | PA      | $21984835.47    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                              | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                                   | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |  12714000 | PA      | $11887145.01    | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY CORP 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-23/24                                | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $60457.50       | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                                  | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    644804 | PA      | $574559.41      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV2360 02-01-52                                                                  | CUSIP: 3140MFTS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    289423 | PA      | $253955.41      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0381 01-01-52                                                                  | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1064424 | PA      | $933599.49      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW8981 10-01-52                                                                  | CUSIP: 3140N16T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4582078 | PA      | $4529957.26     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7304 05-01-51                                                                  | CUSIP: 3140XBDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    281321 | PA      | $247091.12      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BX1202 10-01-52                                                                  | CUSIP: 3140N5KQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94888 | PA      | $91723.86       | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE5759 07-01-52                                                                  | CUSIP: 3133BFMG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    818464 | PA      | $791170.51      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2896 02-01-52                                                                  | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11058148 | PA      | $10064783.12    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.875% 10-25-24                                                          | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15444858.00    | 0.01%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                   | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2181669.76     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   3798052 | NS      | $1231214516.84  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC                                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    146500 | NS      | $30542320.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI SECURITIES LTD                                                             | ICICI SECURITIES LTD                                                                           | CUSIP: N/A<br>LEI: 335800RT5NJ3UPWK7351       | Long             | EC               | CORP              | IN        |   2337232 | NS      | $14072698.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                   | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   3231878 | NS      | $63021146.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   2200000 | NS      | $389862000.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYH3 03-22-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      9597 | NC      | $-6174591.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                                           | NGL ENERGY PARTNERS LP SR UNSEC 6.125% 03-01-25                                                | CUSIP: 62913TAM4<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |  26098000 | PA      | $23190291.33    | 0.02%             | 2025-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 3.625% 06-15-25                                                 | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279468.65      | 0.00%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |  32200000 | PA      | $27870710.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.75% 01-15-26                                                     | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7932224.00     | 0.01%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |  18028000 | PA      | $16505895.96    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                           | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |   1820000 | PA      | $1690689.00     | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 7.25% 02-01-30                                                               | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7561322.50     | 0.01%             | 2030-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                                   | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398143.60      | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 144A LIFE SR UNSEC 4.95% 07-15-29                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  11768000 | PA      | $10650604.86    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                               | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  38659000 | PA      | $38324522.33    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26                                                     | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6451857.48     | 0.01%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                   | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1555823.28     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                               | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.25% 11-15-29                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  25850000 | PA      | $25950815.00    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8826000 | PA      | $6950307.31     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        | 110196000 | PA      | $106965053.28   | 0.09%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49395000 | PA      | $44979087.00    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1265709.21     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 BE4703 12-01-36                                                                  | CUSIP: 3140FQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    552679 | PA      | $528798.08      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                  | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49388000 | PA      | $42413426.64    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29/28                                                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5750000 | PA      | $5575970.50     | 0.00%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.95% 04-01-41                                                         | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $14269362.50    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.375% 09-01-26                                                               | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9741806.80     | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                                  | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    405546 | PA      | $415667.41      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 17-M3 A2 (MF) FRN 12-25-26                                                                 | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  12612263 | PA      | $11805847.34    | 0.01%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 1.75% 03-01-26                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2004424.40     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 0.849% 09-08-24/23                                         | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5200000 | PA      | $5051311.20     | 0.00%             | 2024-09-08      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 936999 07-01-37                                                                  | CUSIP: 31412WNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    337951 | PA      | $350764.39      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8206 04-01-52                                                                  | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3539019 | PA      | $3220967.02     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.979% 09-08-31/30                                         | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4100000 | PA      | $3262837.40     | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  90595000 | PA      | $86404075.30    | 0.07%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  12815000 | PA      | $11037751.73    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28                                           | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   9935000 | PA      | $9574458.85     | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  72935000 | PA      | $68947060.07    | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $25605944.00    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4600 05-01-52                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1529600 | PA      | $1436115.43     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4623 06-01-52                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155718 | PA      | $136565.22      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.125% 01-15-49                                                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9698667.00     | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                       | SELECT MEDICAL CORP 144A LIFE SR UNSEC 6.25% 08-15-26                                          | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |  18853000 | PA      | $18437008.56    | 0.02%             | 2026-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 2.65% 07-15-30                                                | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3563248.50     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                                             | SUMMIT MATERIALS LLC 144A SR UNSEC 5.25% 01-15-29                                              | CUSIP: 86614RAN7<br>LEI: 549300C97P3BW8QROE16 | Long             | DBT              | CORP              | US        |  12425000 | PA      | $11681985.00    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC9944 11-01-51                                                                  | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2122354 | PA      | $1862864.28     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    411856 | PA      | $361452.14      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $6142601.08     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26                          | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  20585000 | PA      | $18641776.00    | 0.02%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8291 11-01-52                                                                  | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1214304 | PA      | $1064861.68     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7473 02-01-52                                                                  | CUSIP: 3140KTJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1123267 | PA      | $985618.48      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.7% 03-11-28                          | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  11475000 | PA      | $10171072.80    | 0.01%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  57450000 | PA      | $51209781.00    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                                                          | SPCM SA 144A LIFE SR UNSEC 3.375% 03-15-30                                                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   3990000 | PA      | $3382023.75     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WHEEL PROS INC                                                                   | WHEEL PROS INC 144A LIFE SR UNSEC 6.5% 05-15-29                                                | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20451000 | PA      | $8277726.31     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV3393 03-01-52                                                                  | CUSIP: 3140MGXX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    357738 | PA      | $325946.02      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9990 06-01-52                                                                  | CUSIP: 3140MQC49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    974269 | PA      | $854527.10      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                                        | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $371257.60      | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                     | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15768621 | PA      | $14297849.74    | 0.01%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6871 04-01-51                                                                  | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    211064 | PA      | $186323.54      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6806 02-01-52                                                                  | CUSIP: 3133KNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    732016 | PA      | $666257.20      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT3032 10-01-51                                                                  | CUSIP: 3140LRLN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    502734 | PA      | $441355.04      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 21-2 A 144A 1.901% 12-17-26                                                                | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6443876 | PA      | $5767771.57     | 0.00%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5                                     | INDX 06-AR5 2A1 ARH10 FRN 05-25-36                                                             | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1341955 | PA      | $1154888.01     | 0.00%             | 2036-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18                          | JPMBB 14-C18 A5 4.0793% 02-15-47/02-16-24                                                      | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7735000 | PA      | $7587447.14     | 0.01%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AD5692 05-01-25                                                                  | CUSIP: 31418TKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36452 | PA      | $36911.17       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                  | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2946292 | PA      | $2960266.35     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26                                                          | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4604925.65     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                                       | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510000 | PA      | $1437735.93     | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV2655 03-01-52                                                                  | CUSIP: 3140MF5R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5928492 | PA      | $5202180.64     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2535 08-01-52                                                                  | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1992205 | PA      | $1748600.58     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1735000 | PA      | $1452675.60     | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 03-01-53                                                                     | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 381700926 | PA      | $321225376.39   | 0.26%             | 2053-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8778 10-01-51                                                                  | CUSIP: 3133ATXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2963257 | PA      | $2602281.81     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD2923 12-01-51                                                                  | CUSIP: 3133B0G80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24327 | PA      | $21353.82       | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 03-01-53                                                                     | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 154900000 | PA      | $149654001.70   | 0.12%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 03-01-53                                                                     | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  83400000 | PA      | $78263977.80    | 0.06%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25                                                   | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  23140000 | PA      | $20471726.60    | 0.02%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0176 01-01-52                                                                  | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    960767 | PA      | $843484.17      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD1623 12-01-51                                                                  | CUSIP: 3133AXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     80091 | PA      | $70479.12       | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 TBA 02-01-53                                                                          | CUSIP: 21H030625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  90000000 | PA      | $82715670.00    | 0.07%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 TBA 02-01-53                                                                          | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  46166000 | PA      | $45848608.75    | 0.04%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 02-01-53                                                                          | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1800000 | PA      | $1747969.20     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 03-01-53                                                                          | CUSIP: 21H040632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2233964.70     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PN                                                                    | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |  23190207 | NS      | $115715766.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                                             | LAMAR ADVERTISING CO CL A (REIT)                                                               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |   2003322 | NS      | $213433925.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   4183700 | NS      | $1938140862.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                          | BANK LEUMI LE-ISRAEL BM                                                                        | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   3793008 | NS      | $33498561.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MANPOWERGROUP INC                                                                | MANPOWERGROUP INC                                                                              | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |   2722832 | NS      | $237322037.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  28878166 | NS      | $1136355832.10  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |   1878932 | NS      | $27253583.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES - UTICA LLC                                                     | ASCENT RESOURCES - UTICA LLC PP CL A (PHYSICAL) (NOT LISTED OR TRADING)                        | CUSIP: N/A<br>LEI: 549300XIJBVTOE7Q8Q14       | Long             | EC               | CORP              | US        | 110214618 | NS      | $22042923.60    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP (NEW)                                                   | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     73434 | NS      | $5824050.54     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                                         | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                                                     | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  19316821 | PA      | $19130935.46    | 0.02%             | 2030-07-27      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                            | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11497000 | PA      | $11575984.39    | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                    | EART 20-3A D 1.73% 07-15-26/04-15-24                                                           | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1786000 | PA      | $1726678.01     | 0.00%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                    | EART 20-3A C 1.32% 07-15-25/08-15-23                                                           | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810678 | PA      | $802826.26      | 0.00%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                | EDVES 21-A A 144A 1.8% 11-25-45                                                                | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608100 | PA      | $1402935.79     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                      | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15131315 | PA      | $13355035.02    | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                                      | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2856803 | PA      | $2460350.09     | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                       | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515786 | PA      | $434646.02      | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.9% 05-01-49                                                               | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $2450366.01     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.0% 01-15-28                                         | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   7120000 | PA      | $3270885.28     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  60725000 | PA      | $39115401.50    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $6312590.78     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5990000 | PA      | $4879609.74     | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2157891.33     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12595000 | PA      | $11254917.19    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FINANCE DAC                                                  | CASTLELAKE AVIATION FINANCE DAC 144A LIFE SR UNSEC 5.0% 04-15-27                               | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |  26060000 | PA      | $23384289.50    | 0.02%             | 2027-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6575000 | PA      | $6673993.20     | 0.01%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP SR UNSEC 5.5% 07-15-28                                               | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  19665000 | PA      | $18163970.55    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.2% 09-01-48                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4551445.88     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | ENTERGY CORP SR UNSEC 2.8% 06-15-30                                                            | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $5795275.50     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27                                     | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  38110000 | PA      | $37471276.40    | 0.03%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.25% 07-01-25                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  37810000 | PA      | $37702165.88    | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                              | GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27                                           | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  17880000 | PA      | $16290736.20    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 06-10-31                                         | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13156000 | PA      | $10615721.12    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                      | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27                                      | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   1889000 | PA      | $1711906.25     | 0.00%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25679000 | PA      | $25687782.22    | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP                                                                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    246538 | NS      | $65179716.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50                                                | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205688.50      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SUB 3.875% 09-10-24                                                        | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147794.55      | 0.00%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.2% 06-01-33                                                       | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  11443000 | PA      | $11414941.76    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL CORP SR UNSEC 2.8% 05-01-30                                             | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1074214.80     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                                         | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1693019.47     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 144A LIFE SR SEC 1ST LIEN 6.0% 05-15-25                                           | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |  10820000 | PA      | $10739683.14    | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                      | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3149794.80     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 4.125% 03-31-29                                  | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   6725000 | PA      | $6236966.75     | 0.01%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28                                   | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   6553000 | PA      | $5737013.89     | 0.00%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AMERISOURCEBERGEN CORP SR UNSEC 0.737% 03-15-23                                                | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4360742.92     | 0.00%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 4.875% 10-01-29                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  30055000 | PA      | $27535489.35    | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  40848500 | PA      | $33899271.48    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |  13360000 | PA      | $11972350.24    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                        | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10282000 | PA      | $8617477.87     | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31780000 | PA      | $28840477.12    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SUB 4.582% 12-10-25                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6838083.00     | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 1.5% 02-15-28                                                              | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   8605000 | PA      | $7338352.61     | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                                       | LONGFOR GROUP HOLDINGS LTD                                                                     | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |   3664658 | NS      | $12195045.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24                                              | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  21489000 | PA      | $20180577.77    | 0.02%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR UNSEC 0.898% 05-28-24                                                      | CUSIP: 251526CJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7090020.00     | 0.01%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-C                                                          | CPS 19-C D 144A 3.17% 06-16-25/05-15-23                                                        | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460075 | PA      | $458689.14      | 0.00%             | 2025-06-16      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 21-MHC A 144A FRN (L+80.1) 04-15-26                                                        | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6365000 | PA      | $6258990.93     | 0.01%             | 2026-04-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD                                          | PING AN INSURANCE GROUP CO OF CHINA LTD H                                                      | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |  71680000 | NS      | $559501726.35   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE GROUP CO LTD                                             | CHINA PACIFIC INSURANCE GROUP COMPANY H                                                        | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |  18545200 | NS      | $51129384.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                                           | PAR PHARMACEUTICAL INC 144A LIFE SR SEC 1ST LIEN 7.5% 04-01-27                                 | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |  63387000 | PA      | $49672588.68    | 0.04%             | 2027-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8545000 | PA      | $7979363.73     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  11940000 | PA      | $11114038.56    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 144A LIFE SR UNSEC 8.1% 12-15-96                                      | CUSIP: 465077AE5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   4905000 | PA      | $5823534.83     | 0.00%             | 2096-12-15      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                                | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        | 127909564 | NS      | $1351814765.95  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   4377056 | NS      | $187486133.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                      | MLANE 21-A A 144A 1.59% 09-15-26/07-17-23                                                      | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3039000 | PA      | $2957731.06     | 0.00%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.5% 04-01-25                                    | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  81086000 | PA      | $79945363.24    | 0.07%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9160000 | PA      | $9132886.40     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                              | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   8320000 | PA      | $7491744.00     | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                                       | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3349000 | PA      | $3214102.28     | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                     | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3369000 | PA      | $2968695.42     | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27                                                        | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  49187000 | PA      | $47067040.30    | 0.04%             | 2027-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 2.8% 07-21-23                          | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $11358607.50    | 0.01%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                                      | KAISER ALUMINUM CORP 144A LIFE SR UNSEC 4.625% 03-01-28                                        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20295000 | PA      | $18549630.00    | 0.02%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26587000 | PA      | $24168247.68    | 0.02%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                   | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                                                  | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |  18143574 | PA      | $17977633.24    | 0.01%             | 2030-10-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                      | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23592000 | PA      | $20631180.41    | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27                               | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15070000 | PA      | $13153924.85    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.25% 06-15-23                                     | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    971000 | PA      | $967295.64      | 0.00%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 100615000 | PA      | $90396540.60    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3295 10-01-51                                                                  | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3631989 | PA      | $3188911.96     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 C 0.9% 06-15-26/05-15-24                                                            | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7703000 | PA      | $7532001.10     | 0.01%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 21-3 D 1.33% 09-15-27/06-16-25                                                           | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3708000 | PA      | $3478478.51     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 21-3 C 0.95% 09-15-27/07-15-24                                                           | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4974000 | PA      | $4823695.67     | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                             | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568579 | PA      | $477933.95      | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.976% 08-11-33/32                                           | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9295000 | PA      | $9089106.46     | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                       | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                          | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19695000 | PA      | $16518294.98    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3666 02-01-52                                                                  | CUSIP: 3140QPCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8981312 | PA      | $7881738.88     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0392 01-01-52                                                                  | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2831542 | PA      | $2486792.88     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                                      | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3937000 | PA      | $3315824.08     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.95% 10-01-51                                                     | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   5668000 | PA      | $4178528.95     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                        | SCOTTS MIRACLE-GRO CO SR UNSEC 4.375% 02-01-32                                                 | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |  21605000 | PA      | $17636377.55    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.25% 12-15-27                                       | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   9492000 | PA      | $10067452.50    | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  25835000 | PA      | $22748234.20    | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                   | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  20134000 | PA      | $16722172.90    | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28                                             | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  28890000 | PA      | $29176011.00    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  16425000 | PA      | $17160774.30    | 0.01%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                     | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  14745000 | PA      | $12384472.95    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                       | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                  | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |  17050000 | PA      | $14178439.00    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  26645000 | PA      | $21923506.00    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22338000 | PA      | $19755615.51    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                     | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7746000 | PA      | $7899951.75     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC                                                               | WYNN LAS VEGAS LLC 144A LIFE SR UNSEC 4.25% 05-30-23                                           | CUSIP: 983130AU9<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |  15648000 | PA      | $15624528.00    | 0.01%             | 2023-05-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                    | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6548655.00     | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| EDP FINANCE BV                                                                   | EDP FINANCE BV 144A LIFE SR UNSEC 3.625% 07-15-24                                              | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |  10175000 | PA      | $9994444.63     | 0.01%             | 2024-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20170000 | PA      | $20137485.96    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                                         | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3076101.00     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  22350000 | PA      | $20882230.80    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                     | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4507524.00     | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $5578871.03     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                            | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |  21085000 | PA      | $18686581.25    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                           | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   7941000 | PA      | $7418625.14     | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                                             | BMARK 18-B7 A4 FRN 05-15-53/10-17-28                                                           | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1844000 | PA      | $1822318.25     | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                                        | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1485425.40     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 144A LIFE SR UNSEC 7.125% 08-15-28                                     | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |  13485000 | PA      | $11809353.90    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SUB (H) 5.625% 06-15-43/23                                            | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1842997.75     | 0.00%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  32220000 | PA      | $25088747.40    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26                                            | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9546873.00     | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $868244.70      | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                                       | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5996000 | PA      | $5830954.10     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN16                                                                | BANK 19-BN16 A4 4.005% 02-15-52                                                                | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1748514.30     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24                                                | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21994000 | PA      | $20608597.94    | 0.02%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 3.0% 02-02-29                                                     | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   9210000 | PA      | $7916777.85     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                               | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $11398423.50    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30                                                | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  39660000 | PA      | $36993856.50    | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  59000000 | PA      | $57857052.00    | 0.05%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25                                                 | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14738430.00    | 0.01%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                                       | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $228010.08      | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3495 05-01-52                                                                  | CUSIP: 3140QN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6028142 | PA      | $5485018.24     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $6330237.03     | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 5.125% 11-01-27                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  13695000 | PA      | $13196638.95    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2443 05-01-52                                                                  | CUSIP: 3140MFWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    392946 | PA      | $357431.12      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1449 06-01-52                                                                  | CUSIP: 3140MSTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    503706 | PA      | $458216.43      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 4.875% 05-15-29                       | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $12640037.60    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $6635149.62     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33                                              | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9888430.50     | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.25% 01-15-25                                                             | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43992900 | PA      | $42465360.00    | 0.03%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4698 08-01-52                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119458 | PA      | $108679.44      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV8809 05-01-52                                                                  | CUSIP: 3140MNYF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74746 | PA      | $68004.15       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD7947 03-01-52                                                                  | CUSIP: 3133B5ZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3001354 | PA      | $2732171.89     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB5015 10-01-52                                                                  | CUSIP: 3140QQSD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1494642 | PA      | $1360139.47     | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD7714 02-01-52                                                                  | CUSIP: 3133B5SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1497459 | PA      | $1362890.00     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC7504 09-01-51                                                                  | CUSIP: 3133ASKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169697 | PA      | $155065.99      | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                  | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1908510 | PA      | $1682990.88     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 14-M9 A2 (MF) 3.103% 07-25-24                                                              | CUSIP: 3136AKXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   4198905 | PA      | $4078404.86     | 0.00%             | 2024-07-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 01-50 BA 7.0% 10-25-2041                                                                   | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     93838 | PA      | $96849.14       | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG NAMEN                                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |   3081300 | NS      | $478728322.45   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                                                  | UPM-KYMMENE OYJ                                                                                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |   7813526 | NS      | $283366281.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 04-30-23                                                                | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9955346.00     | 0.01%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 19-BN19 A3 3.183% 08-15-61                                                                | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2403000 | PA      | $2196644.78     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB                                 | CWALT 05-54CB 2A5 LCF 5.5% 11-25-35                                                            | CUSIP: 12668APJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1739278 | PA      | $1036719.29     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD4927 06-01-40                                                                  | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1321418 | PA      | $1359332.13     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                                  | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4153178 | PA      | $3669436.75     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G08353 07-01-39                                                                      | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207381 | PA      | $211060.64      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8275 12-01-52                                                                  | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  97367808 | PA      | $96260248.97    | 0.08%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BV5628 06-01-52                                                                  | CUSIP: 3140MKHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    301404 | PA      | $297975.44      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1892 02-01-52                                                                  | CUSIP: 3140LQC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1459249 | PA      | $1280887.73     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9291 02-01-51                                                                  | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7640364 | PA      | $6726660.64     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                  | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7102312 | PA      | $6230737.44     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                                  | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4882037 | PA      | $4283137.75     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8480 01-01-51                                                                  | CUSIP: 3140QGM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  72978376 | PA      | $65572019.76    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD3414 12-01-51                                                                  | CUSIP: 3133B0YK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10315557 | PA      | $9054985.40     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY HOLDINGS INC SR UNSEC BACKSTOP (UNFUNDED) 0.0% 09-29-23                             | CUSIP: N/A<br>LEI: 5493005PYM1JS6EZN307       | Long             | DBT              | CORP              | US        |   5899127 | PA      | $5899127.00     | 0.00%             | 2023-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                            | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |   8840000 | PA      | $7745519.60     | 0.01%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28                                       | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  35255000 | PA      | $21382686.33    | 0.02%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28925000 | PA      | $24778890.50    | 0.02%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8284 01-01-53                                                                  | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1083424 | PA      | $985488.86      | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV2515 06-01-52                                                                  | CUSIP: 3140MFYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    948886 | PA      | $832467.77      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.164% 08-04-33/32                                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5975876.52     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.8% 03-08-27                                                         | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   1727000 | PA      | $1511002.38     | 0.00%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1788 06-01-52                                                                  | CUSIP: 3140MS7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1497055 | PA      | $1363607.09     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV0924 06-01-52                                                                  | CUSIP: 3140MEA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    998048 | PA      | $908352.07      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2 INC                                                       | REAL HERO MERGER SUB 2 INC 144A LIFE SR UNSEC 6.25% 02-01-29                                   | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20218000 | PA      | $15041383.28    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 1.15% 06-07-24                           | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $3681683.46     | 0.00%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD1374 03-01-52                                                                  | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2034296 | PA      | $1851862.51     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QE9819 09-01-52                                                                  | CUSIP: 3133BK4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    784570 | PA      | $788290.87      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2534 01-01-52                                                                  | CUSIP: 3140XHY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4859533 | PA      | $4269429.84     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ CO (THE)                                                             | KRAFT HEINZ CO (THE)                                                                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |  12974240 | NS      | $525845947.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                                                | KIMCO REALTY CORP (REIT)                                                                       | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3048000 | NS      | $68458080.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDRED GROUP PLC                                                                | KINDRED GROUP PLC SDR                                                                          | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |   2759589 | NS      | $27818116.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  50565000 | PA      | $42041510.78    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                     | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $783605.23      | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5378000 | PA      | $5057471.20     | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6039000 | PA      | $4842335.92     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                                       | SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24                                            | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |  11420000 | PA      | $11239404.12    | 0.01%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7545 09-01-51                                                                  | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4223697 | PA      | $3757371.34     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                       | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                         | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  55717000 | PA      | $52708282.00    | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 144A LIFE SR SEC 1ST LIEN 6.125% 02-15-28                                         | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3174910.20     | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.375% 03-15-29                                                          | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9299000 | PA      | $8424215.17     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.625% 03-15-32                                                          | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11552307.00    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  36865000 | PA      | $32736304.33    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                              | VIAVI SOLUTIONS INC 144A LIFE SR UNSEC 3.75% 10-01-29                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4085248.75     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV8459 04-01-52                                                                  | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229314 | PA      | $208705.11      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                     | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |  21311900 | NS      | $396782630.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.5 AE0443 10-01-39                                                                  | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107974 | PA      | $114534.22      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8212 05-01-52                                                                  | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1735527 | PA      | $1522613.88     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7520 03-01-52                                                                  | CUSIP: 3140MMLA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    486688 | PA      | $427246.94      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8692 09-01-51                                                                  | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1346617 | PA      | $1183894.64     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0327 04-01-52                                                                  | CUSIP: 3133B9LG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1245511 | PA      | $1092872.01     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8281 12-01-52                                                                  | CUSIP: 3132DWFW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    613132 | PA      | $635406.96      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6209 08-01-51                                                                  | CUSIP: 3133AQ3S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    220049 | PA      | $193699.73      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD1710 10-01-52                                                                  | CUSIP: 3132DN3T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    655194 | PA      | $660665.85      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT6781 10-01-51                                                                  | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8189498 | PA      | $7193319.56     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  32916006 | NS      | $3431164465.44  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   2581165 | NS      | $427002125.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| POLYMETAL INTERNATIONAL PLC                                                      | POLYMETAL INTERNATIONAL PLC                                                                    | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | RU        |   6162000 | NS      | $17774777.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI                                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   1584600 | NS      | $155713358.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   2353000 | NS      | $148756660.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA                                                                                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |   8027297 | NS      | $244579516.89   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                                                    | AKZO NOBEL NV                                                                                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |   2155420 | NS      | $160322319.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS ENERGY CORP                                                                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   1715700 | NS      | $108415083.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                                       | AMERICOLD REALTY TRUST INC                                                                     | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |   3362200 | NS      | $105606702.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |  11615860 | NS      | $1415624858.20  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A A 144A 1.38% 08-20-27/26                                                           | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29959000 | PA      | $26637206.00    | 0.02%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28                                                      | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14334205 | PA      | $11903367.31    | 0.01%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 D 1.45% 01-16-29/11-15-24                                                           | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6079000 | PA      | $5727724.99     | 0.00%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                                      | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1247000 | PA      | $1159903.29     | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                            | PPMC 22-6 A CLO 144A FRN (TSFR3M+245) 01-20-31                                                 | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  19894000 | PA      | $19934543.97    | 0.02%             | 2031-01-20      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                       | STRAS 22-3 A CLO 144A FRN (TSFR3M+215) 10-20-31                                                | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  15189000 | PA      | $15209474.77    | 0.01%             | 2031-10-20      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                                      | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6751935 | PA      | $6247444.27     | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                       | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4641740 | PA      | $4142441.95     | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A B 144A 2.54% 02-20-46                                                                | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202800 | PA      | $168967.08      | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A A 144A 1.65% 02-20-46                                                                | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5636995 | PA      | $4820538.28     | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                    | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                                      | CUSIP: 88315LAN8<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |    545871 | PA      | $465129.87      | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                         | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  30090000 | PA      | $31126901.40    | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   6066000 | PA      | $5232034.19     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 144A LIFE SR SEC 2ND LIEN PIK 8.5% 10-15-26                                | CUSIP: 253651AH6<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |  55773848 | PA      | $28584097.10    | 0.02%             | 2026-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                    | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  64175000 | PA      | $66781467.63    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                                                      | CHINA MERCHANTS BANK CO LTD A (SSE NORTH)                                                      | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |  11656300 | NS      | $71428993.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.81% 01-09-24                                               | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15305000 | PA      | $15008465.63    | 0.01%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.875% 11-01-24                                     | CUSIP: 36120RAA7<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  40869000 | PA      | $36899761.85    | 0.03%             | 2024-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GLOBALWAFERS CO LTD                                                              | GLOBALWAFERS CO LTD                                                                            | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |   2423000 | NS      | $42803302.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A A 144A 1.42% 11-17-33                                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    833074 | PA      | $779436.17      | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                        | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    989000 | PA      | $888778.70      | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                       | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740241.00      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.65% 03-01-28                             | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1090238.99     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 2.25% 03-01-31                             | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2806804.26     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                     | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354374 | PA      | $1047751.78     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                | SDART 20-3 D 1.64% 11-16-26/09-16-24                                                           | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4422000 | PA      | $4270453.64     | 0.00%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26                                             | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |  36537000 | PA      | $34063627.79    | 0.03%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                        | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |  17000000 | PA      | $16545828.00    | 0.01%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                         | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   9300000 | PA      | $8620411.80     | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27                                           | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  10665000 | PA      | $10055068.65    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                 | WLAKE 23-1 A2A 144A 5.51% 06-15-26/08-15-24                                                    | CUSIP: 96042XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4244000 | PA      | $4252080.58     | 0.00%             | 2026-06-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                 | WLAKE 20-3A D 144A 1.65% 02-17-26                                                              | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6549000 | PA      | $6239199.56     | 0.01%             | 2026-02-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28                                            | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  17489000 | PA      | $16651451.79    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 3.5% 09-01-25                                                 | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3643447.50     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49                                                     | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |  10414000 | PA      | $8307945.54     | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                        | SIX FLAGS THEME PARKS INC 144A LIFE SR SEC 1ST LIEN 7.0% 07-01-25                              | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1781318.88     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 4.329% 09-21-28                                            | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  14870000 | PA      | $14676303.38    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                  | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  18760000 | PA      | $16797141.20    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28                                                | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $8154227.40     | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 7.375% 09-01-25                                       | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   9919000 | PA      | $9742511.23     | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                           | ARDAGH METAL PACKAGING FINANCE USA LLC 144A LIFE SR UNSEC 4.0% 09-01-29                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |  13540000 | PA      | $11216942.20    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                        | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN SF 5.5% 04-20-26                               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7905000 | PA      | $7758441.30     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                                | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |  36495000 | PA      | $35578683.54    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  37710000 | PA      | $31389804.00    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                      | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                   | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543172 | NS      | $58119404.00    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ARES CLO LTD ARES_17-42A                                                         | ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28                                                    | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-O            | CORP              | US        |   9671454 | PA      | $9606964.98     | 0.01%             | 2028-01-22      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SUB 5.15% 07-21-24                                                           | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18160000 | PA      | $17972788.56    | 0.01%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIONS PLC SR UNSEC (B) 9.625% 12-15-30                                    | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   4011000 | PA      | $5062267.06     | 0.00%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                          | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 126935000 | PA      | $87185431.69    | 0.07%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-28                              | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   9340000 | PA      | $9770172.38     | 0.01%             | 2028-06-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25                                | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  13039000 | PA      | $12681183.76    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  94990000 | PA      | $95035405.22    | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32                                                  | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $6294240.00     | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UPC HOLDING BV                                                                   | UPC HOLDING BV 144A LIFE SR SEC 1ST LIEN 5.5% 01-15-28                                         | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |   7975000 | PA      | $7287953.75     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  34040000 | PA      | $34678250.00    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5000000 | PA      | $4820830.00     | 0.00%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.7% 05-09-23                                         | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4757499.63     | 0.00%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.0% 10-06-26                                         | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1799367.93     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25                                                     | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4643196.16     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.95% 08-16-25                                             | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5222584.24     | 0.00%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.691% 06-05-28/27                                            | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7633304.00     | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 2.65% 09-15-29                                                       | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396887.85      | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                   | DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24                                                     | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671000 | PA      | $620393.85      | 0.00%             | 2026-11-16      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.95% 01-15-42                                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $9067778.67     | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.548% 07-22-28/27                                                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8991054.00     | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30                                                  | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10519500.00    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE8989 08-01-52                                                                  | CUSIP: 3133BJ7A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    417627 | PA      | $366229.75      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT2188 03-01-52                                                                  | CUSIP: 3140LQNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1614239 | PA      | $1416123.79     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7773 04-01-52                                                                  | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2993787 | PA      | $2628470.12     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD2075 12-01-51                                                                  | CUSIP: 3133AYJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1090753 | PA      | $957480.61      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.8% 10-01-60                                       | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4106000 | PA      | $2960155.00     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 1.8% 01-15-31                                               | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   8925000 | PA      | $7173370.58     | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                    | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    975000 | PA      | $937840.80      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.75% 02-21-28                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $8620960.00     | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3360 04-01-52                                                                  | CUSIP: 3140QNWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    512888 | PA      | $466794.35      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2531 06-01-52                                                                  | CUSIP: 3140MFY56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    875764 | PA      | $796974.63      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSC COMMUNICATIONS INC                                                           | LSC COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23                                | CUSIP: 502ESCAA4<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |  25849727 | PA      | $78092.03       | 0.00%             | 2023-10-15      | Fixed         | 8.75%                 | Yes           |                  3 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                                    | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |  21205000 | PA      | $19133271.50    | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW1201 09-01-52                                                                  | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81590 | PA      | $81978.60       | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6992 03-01-52                                                                  | CUSIP: 3133KNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1308153 | PA      | $1190535.36     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.887% 11-01-51                                                          | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11570000 | PA      | $8094649.68     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                   | CENTRAL PARENT INC 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-29                                    | CUSIP: 15477CAA3<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |  14625000 | PA      | $14606031.38    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4781 10-01-52                                                                  | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248400 | PA      | $225949.81      | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  33025000 | PA      | $29809025.50    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC 144A LIFE SR UNSEC 8.25% 11-01-29                                                     | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  14070000 | PA      | $11827593.75    | 0.01%             | 2029-11-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                   | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10260000 | PA      | $9929135.52     | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26                      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14225000 | PA      | $12815530.10    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |  13743000 | PA      | $12847643.55    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                                       | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286854.40      | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27                              | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6706616.05     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3951298.45     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.017% 06-26-24                                              | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        | 149555000 | PA      | $145955360.71   | 0.12%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                     | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |  71325000 | PA      | $68540115.38    | 0.06%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.05% 01-28-27/26                                                      | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6600451.83     | 0.01%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 144A LIFE SR SEC 1ST LIEN 7.875% 08-15-26           | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  10395000 | PA      | $10498950.00    | 0.01%             | 2026-08-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                               | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                            | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $18291550.80    | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32             | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45895000 | PA      | $39854162.42    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24                                                   | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5040493.69     | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.625% 07-22-32                                             | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   3326000 | PA      | $3379714.90     | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  49330000 | PA      | $45445755.80    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 1.85% 05-01-28                                                         | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8037000 | PA      | $7089493.96     | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 2.875% 10-15-26                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |  12990000 | PA      | $11598641.10    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4616148.95     | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.25% 06-01-29                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  35940000 | PA      | $32053987.50    | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  73515000 | PA      | $63353021.55    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3208636.30     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP SR UNSEC 4.0% 04-01-29                                                      | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5802612.00     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41                                                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8325000 | PA      | $6659783.55     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                 | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5379000 | PA      | $4216404.46     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50                                                     | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   7275000 | PA      | $6044899.35     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.2% 09-26-26                       | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8003000 | PA      | $7543659.81     | 0.01%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                  | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   3621000 | PA      | $3174031.00     | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                             | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                 | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |  40810000 | PA      | $40258860.95    | 0.03%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $18097044.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.164% 02-11-26/25                                                   | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11326560.00    | 0.01%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| WEWORK COMPANIES LLC                                                             | WEWORK COS LLC 144A LIFE SR UNSEC 5.0% 07-10-25                                                | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |  41600000 | PA      | $17668518.40    | 0.01%             | 2025-07-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  75547000 | PA      | $71881081.83    | 0.06%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                   | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13850000 | PA      | $11947190.05    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8482 08-01-41                                                                  | CUSIP: 3138ANM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54985 | PA      | $56562.65       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25                                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4687000 | PA      | $4580352.00     | 0.00%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 1.75% 03-15-27                                                        | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2611006.30     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI5571 07-01-41                                                                  | CUSIP: 3138AKFM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44190 | PA      | $45351.24       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7028 09-01-50                                                                  | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2758604 | PA      | $2472520.66     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.375% 11-15-40                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149316400 | PA      | $103167971.63   | 0.08%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 01-15-31                                                                | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43716021 | PA      | $39887443.48    | 0.03%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                                  | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15628494 | PA      | $13219486.77    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7747 08-01-52                                                                  | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11759128 | PA      | $10315612.46    | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.25% 03-15-24                                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13329257.20    | 0.01%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.125% 11-15-32                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 637483000 | PA      | $670279205.41   | 0.55%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.5% 01-31-30                                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157626000 | PA      | $157015640.60   | 0.13%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                                  | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44554305 | PA      | $39613366.54    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0520 05-01-51                                                                  | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42342 | PA      | $37305.87       | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3169 03-01-52                                                                  | CUSIP: 3140QNQX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    840153 | PA      | $764542.37      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                                  | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    801580 | PA      | $716623.75      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                                     | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22644411 | PA      | $22614429.63    | 0.02%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE9625 09-01-52                                                                  | CUSIP: 3133BKVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7068177 | PA      | $6832467.69     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW1210 10-01-52                                                                  | CUSIP: 3140MSKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17800512 | PA      | $17206900.13    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0983 04-01-52                                                                  | CUSIP: 3140XGCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    110598 | PA      | $100661.91      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2758 02-01-52                                                                  | CUSIP: 3140QNB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    158040 | PA      | $143842.73      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF3364 11-01-52                                                                  | CUSIP: 3133BQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10897729 | PA      | $10534344.22    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BN7466 10-01-50                                                                  | CUSIP: 3140JQJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    145000 | PA      | $122705.20      | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.1645% 01-24-23/01-24-25 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-10530.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                        | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |    975000 | NS      | $73241328.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 14-M2 A2 (MF) 3.513% 12-25-23                                                              | CUSIP: 3136AJDU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2721352 | PA      | $2679258.09     | 0.00%             | 2023-12-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 14-M3 A2 (MF) 3.46% 01-25-24                                                               | CUSIP: 3136AJLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   1906574 | PA      | $1874736.12     | 0.00%             | 2024-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   1657500 | NS      | $214281600.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    774800 | NS      | $222654276.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 01-4 GA WAC FRN 04-17-25                                                                   | CUSIP: 31359SGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |        53 | PA      | $54.52          | 0.00%             | 2025-04-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 03-01-53                                                                     | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  68030000 | PA      | $68274499.82    | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S37 5Y (CE) 5.0% 12-20-26 0.30 REC ICE                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $2396060.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA                                                                                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   4220000 | NS      | $128199560.86   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| EVONIK INDUSTRIES AG                                                             | EVONIK INDUSTRIES AG                                                                           | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |   1251800 | NS      | $27713960.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.4% 10-29-33                                              | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   4678000 | PA      | $3859452.92     | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                      | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  11401000 | PA      | $12516052.00    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.55% 07-15-27                                                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2386440.63     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 144A SR UNSEC 7.0% 08-15-25                                                | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    435000 | PA      | $428340.15      | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27                                  | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  21570000 | PA      | $20627930.25    | 0.02%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $2906434.63     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                          | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11245000 | PA      | $10088148.14    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                               | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3999000 | PA      | $3423551.90     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 7.125% 08-01-30                                                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6960195.60     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28                 | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  27840000 | PA      | $25794177.60    | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.976% 11-05-30/29                                                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2113046.40     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                                | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $11165530.22    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27                                    | CUSIP: 25277LAC0<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |  27190000 | PA      | $577787.50      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 3.25% 10-01-49                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2309506.20     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 144A LIFE SR UNSEC 3.625% 05-01-29                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $25616220.00    | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                            | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  15835000 | PA      | $14214113.57    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                             | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    828000 | PA      | $613921.43      | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSEC 6.875% 05-01-25                                                  | CUSIP: 443201AA6<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2902884.30     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  62215000 | PA      | $57708767.55    | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.25% 09-18-23                                      | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7561000 | PA      | $7373018.42     | 0.01%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                       | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1707396.02     | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                             | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  20825000 | PA      | $19335762.60    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    755000 | PA      | $624862.92      | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $12509604.80    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |  20520000 | NS      | $784770791.57   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 2.7% 06-03-60                                                          | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $5446144.60     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $7804953.31     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $3435802.12     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  11875000 | PA      | $9184220.00     | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 5.7% 01-23-25                                                  | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  13213000 | PA      | $13115884.45    | 0.01%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 6.35% 02-09-35                                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1149000 | PA      | $1222301.60     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24                      | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4697811.41     | 0.00%             | 2024-09-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 4.375% 03-15-42                                                          | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4259625.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  43165000 | PA      | $42438748.88    | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                          | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130554.06      | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3458850.06     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |  21790000 | PA      | $18684707.10    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.45% 04-01-44                                         | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1066403.25     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO KINGDOM OF 144A LIFE 3.0% 12-15-32                                                     | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $4810170.00     | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO KINGDOM OF 144A LIFE 4.0% 12-15-50                                                     | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $4139400.00     | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 4.875% 05-19-33                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6545000 | PA      | $6296460.17     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVT 1.862% 12-01-32                                                                      | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8550000 | PA      | $6408977.40     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI J38387 01-01-33                                                                           | CUSIP: 31307VJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30982 | PA      | $29811.07       | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AI6180 07-01-26                                                                  | CUSIP: 3138AK2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31935 | PA      | $32048.86       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BJ6249 09-01-33                                                                  | CUSIP: 3140H75K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143347 | PA      | $143851.13      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                                  | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  85888381 | PA      | $82027955.82    | 0.07%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM3280 05-01-49                                                                  | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22419848 | PA      | $21424787.81    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA8146 06-01-52                                                                  | CUSIP: 3133KQBP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1238231 | PA      | $1086231.87     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8271 10-01-52                                                                  | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2616429 | PA      | $2294697.21     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0546 02-01-52                                                                  | CUSIP: 3140XFTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7090547 | PA      | $6222982.83     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF1305 10-01-52                                                                  | CUSIP: 3133BNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    424514 | PA      | $426542.48      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                  | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  30195561 | PA      | $27478745.28    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.5% 03-01-28                                          | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  29990000 | PA      | $28374138.80    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3364 04-01-52                                                                  | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3313011 | PA      | $3014498.62     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QF0925 09-01-52                                                                  | CUSIP: 3133BNA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    869196 | PA      | $790838.17      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1261448.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  61145300 | NS      | $1078737108.65  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D HOLDINGS INC                                                                 | T&D HOLDINGS INC                                                                               | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |  24100600 | NS      | $386984246.09   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   6106742 | NS      | $902271130.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                       | GCI 20-1 A 144A 2.82% 10-18-45/30                                                              | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3878076 | PA      | $3507188.27     | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                        | PART 19-1A C 144A 2.7% 10-15-24/01-17-23                                                       | CUSIP: 74113NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    942270 | PA      | $939764.37      | 0.00%             | 2024-10-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                        | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                                                     | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822478 | PA      | $817068.85      | 0.00%             | 2029-04-20      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                                    | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6050456 | PA      | $5292231.15     | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORP LTD 144A LIFE SR UNSEC 7.75% 02-15-29                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |  10560000 | PA      | $9094430.40     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |   4990000 | NS      | $414120100.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   3371450 | NS      | $1972331964.50  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                               | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6200616.25     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.0% 04-13-28                                      | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7887836.70     | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   1505000 | NS      | $46916029.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                                   | DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24                                                      | CUSIP: 23345RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14240060 | PA      | $14298245.13    | 0.01%             | 2026-10-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10200000 | PA      | $10035066.00    | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                                             | FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24                                                      | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6544000 | PA      | $6589925.79     | 0.01%             | 2026-09-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48                                      | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663438.30      | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                   | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2153851.88     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                       | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431000 | PA      | $423441.55      | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2                                | SDART 19-2 D 3.22% 07-15-25/06-15-23                                                           | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1971859 | PA      | $1959713.89     | 0.00%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AG MERGER SUB II INC                                                             | ADVISOR GROUP HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                  | CUSIP: 00791GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47972000 | PA      | $49557570.54    | 0.04%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4258348.48     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1                                | SDART 20-1 C 4.11% 12-15-25/01-16-24                                                           | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12292927 | PA      | $12231142.41    | 0.01%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                     | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16393636 | PA      | $14874470.29    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                        | COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27                                                    | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   1554000 | PA      | $1474800.39     | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27                                                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |  18549000 | PA      | $18125099.70    | 0.01%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13250000 | PA      | $12390340.00    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                            | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2339407.50     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                                | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1511925.80     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE FINANCE LLC                                                            | COMMSCOPE INC 144A LIFE SR UNSEC 8.25% 03-01-27                                                | CUSIP: 20338QAA1<br>LEI: 549300NGP3QQM94T9A69 | Long             | DBT              | CORP              | US        |  24681000 | PA      | $21027841.79    | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $12568204.40    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CIT GROUP INC                                                                    | FIRST-CITIZENS BANK & TRUST CO SR UNSEC 3.929% 06-19-24/23                                     | CUSIP: 125581HA9<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |  11575000 | PA      | $11511545.85    | 0.01%             | 2024-06-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE FINANCE LLC                                                            | COMMSCOPE INC 144A LIFE SR SEC 1ST LIEN 6.0% 03-01-26                                          | CUSIP: 20338QAD5<br>LEI: 549300NGP3QQM94T9A69 | Long             | DBT              | CORP              | US        |  29931000 | PA      | $28694101.43    | 0.02%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                         | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  33190000 | PA      | $19385449.25    | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                               | CREDIT SUISSE AG SR UNSEC 7.95% 01-09-25                                                       | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $18190075.75    | 0.01%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                               | CREDIT SUISSE AG SR UNSEC 7.5% 02-15-28                                                        | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9450819.00     | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                         | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  13746000 | PA      | $10668655.49    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51                                                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3405438.00     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 0.75% 03-01-24                      | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2438388.66     | 0.00%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8935000 | PA      | $7855071.23     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                      | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1709756.80     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 5.0% 05-15-50                                                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7353000 | PA      | $6429272.02     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26                                        | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2133958.24     | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 01-08-31                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17998000 | PA      | $14394476.44    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.099% 06-04-26/25                                                  | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14000000 | PA      | $12980436.00    | 0.01%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  17985000 | PA      | $17717203.35    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 6.125% 02-01-25                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  16935000 | PA      | $17120522.93    | 0.01%             | 2025-02-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FS ENERGY AND POWER FUND                                                         | FS ENERGY AND POWER FUND 144A LIFE SR SEC 1ST LIEN 7.5% 08-15-23                               | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |  42570000 | PA      | $42470173.35    | 0.03%             | 2023-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                      | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10575000 | PA      | $9351514.80     | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  26324000 | PA      | $26258848.10    | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 1ST LIEN 5.875% 11-01-29                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12195000 | PA      | $9955754.10     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9875000 | PA      | $8123076.25     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  38589000 | PA      | $39189444.84    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 5.875% 11-15-28                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  39267000 | PA      | $40834892.04    | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                 | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   6433000 | PA      | $6213358.08     | 0.01%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27                                                       | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1532263.78     | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  71850000 | PA      | $70500154.05    | 0.06%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10999000 | PA      | $10177165.72    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                         | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4645030.00     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP SR UNSEC 3.25% 01-15-28                                                  | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $8548704.08     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27                                   | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3125000 | PA      | $2818275.00     | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 4.375% 01-15-27                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  25050000 | PA      | $22514940.00    | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.375% 06-01-26                                           | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |  16763000 | PA      | $16531922.05    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $4971248.10     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 2.3% 05-01-31                                                          | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   6742000 | PA      | $5753305.93     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.25% 11-10-24                                                            | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    850000 | PA      | $832875.90      | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SUB 5.5% 11-15-27                                                                | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  55399000 | PA      | $52966485.31    | 0.04%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.986% 06-29-41                                | CUSIP: 89153VAX7<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |   7401000 | PA      | $5907863.05     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.55% 01-15-37                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $3680620.02     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR TELEVISION GROUP INC 144A LIFE SR SEC 1ST LIEN 4.125% 12-01-30                        | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $8877462.75     | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $8412252.75     | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 04-15-29                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4045695.63     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S39 5Y 12-20-27 0.30 REC ICE                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12047168.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |  27891305 | NS      | $1256224377.20  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                               | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54585000 | PA      | $48105487.58    | 0.04%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                     | SUBURBAN PROPANE PARTNERS LP 144A LIFE SR UNSEC 5.0% 06-01-31                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5337086.13     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.7% 03-15-32                                                        | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $5734739.40     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.5% 02-15-25                                            | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1257669.60     | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4094778.98     | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SOUTH32 TREASURY (USA) LTD                                                       | SOUTH32 TREASURY LTD 144A LIFE SR UNSEC 4.35% 04-14-32                                         | CUSIP: 84055BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2793000 | PA      | $2518436.93     | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5211199.50     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                              | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8061830.00     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                                  | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310945 | PA      | $297995.49      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 257036 40YR 11-01-47                                                                  | CUSIP: 31371NPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9235 | PA      | $9921.18        | 0.00%             | 2047-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                                      | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    668882 | PA      | $641400.11      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-10INV                                            | FSMT 21-10INV A3 144A FRN 10-25-51                                                             | CUSIP: 33851RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2904883 | PA      | $2438657.59     | 0.00%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE4483 09-01-40                                                                  | CUSIP: 31419E6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1212269 | PA      | $1198860.31     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4564 03-01-52                                                                  | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    132373 | PA      | $120480.56      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.18306% 01-24-23/01-24-25 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-442533.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                           | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |   5091500 | NS      | $14332350.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3063 03-01-52                                                                  | CUSIP: 3140QNMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17743003 | PA      | $15572413.06    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7081 12-01-51                                                                  | CUSIP: 3133KN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11492618 | PA      | $10089093.77    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                         | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 214795000 | PA      | $216298565.00   | 0.18%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 4.5% 12-01-29                                    | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  18020000 | PA      | $15522626.22    | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD3226 12-01-51                                                                  | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1141062 | PA      | $1001690.19     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD0293 11-01-51                                                                  | CUSIP: 3133AWKE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     50285 | PA      | $44136.05       | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                      | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33               | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10003461 | PA      | $8849061.60     | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 3.3% 03-28-24                                       | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   7634000 | PA      | $7483426.98     | 0.01%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW0015 07-01-52                                                                  | CUSIP: 3140MRAR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185758 | PA      | $179601.84      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF2807 11-01-52                                                                  | CUSIP: 3133BQDL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    216451 | PA      | $217484.76      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX1761 11-01-52                                                                  | CUSIP: 3140N55X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144596 | PA      | $145286.86      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                            | VERUS 23-1 A1 144A FRN 12-25-67/01-25-27                                                       | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2209000 | PA      | $2213236.86     | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                                | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                                        | CUSIP: 95000DBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185000 | PA      | $171509.06      | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                               | WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26                                                       | CUSIP: 95000CBD4<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $140506.20      | 0.00%             | 2059-01-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                                       | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4227269.95     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.375% 07-22-27                                             | CUSIP: 872882AM7<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   2935000 | PA      | $2946229.31     | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | GENERAL ELECTRIC CO PFD PRP SER D JR SUB (H) FRN 12-31-79                                      | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  95170000 | PA      | $95193792.50    | 0.08%             | 2049-12-31      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                                  | FEDERAL REALTY INVESTMENT TRUST (REIT)                                                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |   2100000 | NS      | $234213000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   4097800 | NS      | $705395292.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K067 A2 (MF) 3.194% 07-25-27                                                              | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   7695000 | PA      | $7435824.71     | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8199 03-01-52                                                                  | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3549998 | PA      | $2991735.74     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   8333900 | NS      | $511034748.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                                              | TOURMALINE OIL CORP                                                                            | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |   9300220 | NS      | $433434776.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 880426 04-01-36                                                                  | CUSIP: 31409WD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57117 | PA      | $58737.47       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                                  | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  40744800 | PA      | $34043135.99    | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |  18371344 | NS      | $791574274.94   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                                         | TRYG A/S                                                                                       | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |   8288203 | NS      | $190036592.47   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2765 02-01-52                                                                  | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31469777 | PA      | $26734519.38    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2239 07-01-52                                                                  | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19888462 | PA      | $17448645.28    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0926 07-01-51                                                                  | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    428422 | PA      | $378640.78      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3665 05-01-52                                                                  | CUSIP: 3140QPCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7066344 | PA      | $6200101.83     | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV8117 04-01-52                                                                  | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1958878 | PA      | $1782322.71     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1380 12-01-52                                                                  | CUSIP: 3140MSRA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    499395 | PA      | $493714.43      | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4806 11-01-52                                                                  | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118565 | PA      | $119127.16      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA8137 05-01-52                                                                  | CUSIP: 3133KQBE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1525212 | PA      | $1387698.94     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 03-01-53                                                                     | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  88162116 | PA      | $77295958.88    | 0.06%             | 2053-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 03-01-53                                                                     | CUSIP: 01F062630<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $620015.40      | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ISLANDSBANKI HF                                                                  | ISLANDSBANKI HF                                                                                | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               | CORP              | IS        |  54814905 | NS      | $45743682.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                        | PACKAGING CORP OF AMERICA                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |   1294900 | NS      | $184782230.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   9753500 | NS      | $307159466.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                                    | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |  99956000 | NS      | $255191726.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC (NON-VOTING)                                                                    | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |   2929100 | NS      | $281076436.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP CV PFD SER B CUMULATIVE 5.00% 04-15-23                                            | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |     82100 | NS      | $110342400.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   2713965 | NS      | $278045714.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                      | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12105510 | PA      | $10449076.44    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                            | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5344644 | PA      | $4763803.83     | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                            | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5870277 | PA      | $5001587.50     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 B 144A 0.62% 07-15-26                                                               | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5157000 | PA      | $4998050.95     | 0.00%             | 2026-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                                       | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2924000 | PA      | $2730021.84     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.875% 09-16-46                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $2378572.33     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSEC 5.9% 02-01-27                                                    | CUSIP: 013817AJ0<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5246536.75     | 0.00%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50                                      | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3233865.80     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.25% 05-30-29                                        | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $594376.45      | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.55% 02-15-50                                       | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8265940.00     | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                        | TOKIO MARINE HOLDINGS INC                                                                      | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |   3327000 | NS      | $69638561.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   1793100 | NS      | $123544590.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.75% 02-01-50                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1390748.89     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                          | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  21515000 | PA      | $17428548.48    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA                                                                                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |  11950000 | NS      | $70337884.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                 | WLAKE 20-3A C 144A 1.24% 11-17-25                                                              | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3374000 | PA      | $3294144.17     | 0.00%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 4.875% 05-01-25                                                             | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  55978000 | PA      | $56005429.22    | 0.05%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.805% 05-01-50                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  33779000 | PA      | $34527779.09    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                     | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2026800.00     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                                      | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   4459000 | PA      | $3889924.58     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.85% 10-29-41                                             | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   6777000 | PA      | $5297851.98     | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.0% 10-29-28                                              | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  27689000 | PA      | $24423525.47    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5053460.40     | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                                      | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  14109000 | PA      | $13874325.00    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.6% 05-01-34                                                               | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7727247.00     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR UNSEC 1.323% 01-13-27/26                                           | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12125000 | PA      | $10877434.50    | 0.01%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  58860000 | PA      | $57958559.10    | 0.05%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                    | CEDAR FAIR LP 144A LIFE SR SEC 1ST LIEN 5.5% 05-01-25                                          | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |  29490000 | PA      | $29307397.92    | 0.02%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                            | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  34027000 | PA      | $31289085.50    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 02-22-24                      | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   9360000 | PA      | $9232357.68     | 0.01%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 144A LIFE SR UNSEC 3.625% 05-15-31                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1853882.10     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                             | ENTEGRIS ESCROW CORP 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29                                  | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9145000 | PA      | $8584356.63     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-30                                     | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  11535000 | PA      | $11535403.73    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.664% 09-08-24                                              | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11380000 | PA      | $10967725.36    | 0.01%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46                                                      | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12743231.95    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.625% 09-01-28                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20915000 | PA      | $21297284.37    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 3.0% 05-15-32                                                | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   9000000 | PA      | $7145685.00     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  14360000 | PA      | $14051260.00    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.375% 01-15-31                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3879648.50     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 3.75% 01-15-28                         | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5308518.60     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.141% 03-15-52                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7732000 | PA      | $6432219.87     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.2% 03-15-40                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517460.00     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                               | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $5651247.19     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 3.45% 03-15-29                                                             | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4634524.80     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.4% 07-01-46                                                             | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1883065.80     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                             | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3583776.00     | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.625% 04-15-29                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  18680000 | PA      | $17067449.00    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                                 | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5633000 | PA      | $5101898.23     | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  24503000 | PA      | $23892164.71    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | EMIRATE OF ABU DHABI 144A LIFE 3.875% 04-16-50                                                 | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   5350000 | PA      | $4608265.30     | 0.00%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | EMIRATE OF ABU DHABI 144A LIFE 1.7% 03-02-31                                                   | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1700000 | PA      | $1423382.80     | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA REP OF 7.5% 02-02-34                                                                  | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8970000 | PA      | $8875420.32     | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 04-15-26                                                                | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70241738 | PA      | $66768075.00    | 0.05%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.25% 08-31-24                                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 153693000 | PA      | $150925988.07   | 0.12%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                                    | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386595 | PA      | $358985.10      | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AD8191 09-01-25                                                                  | CUSIP: 31418WC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49369 | PA      | $49070.84       | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    215310 | NS      | $54344244.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    646000 | NS      | $144309940.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 Q63663 05-01-49                                                                      | CUSIP: 3132VQB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5112697 | PA      | $4715542.67     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0264 05-01-58                                                                     | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13206739 | PA      | $12517254.63    | 0.01%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA                                                                                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |   7247760 | NS      | $135401697.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                    | DIAMOND OFFSHORE DRILLING INC                                                                  | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |   2199292 | NS      | $25203886.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                                  | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  48833761 | PA      | $43814919.76    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4732 09-01-52                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  57905288 | PA      | $55974262.03    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                        | CLIF 20-1A A 144A 2.08% 09-18-45                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   1468246 | PA      | $1303554.33     | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                                     | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $7448436.60     | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9612 04-01-52                                                                  | CUSIP: 3140MPVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1198550 | PA      | $1053683.48     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9764 11-01-51                                                                  | CUSIP: 3140XDZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7985364 | PA      | $7007684.10     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BX0509 10-01-52                                                                  | CUSIP: 3140N4R74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6318170 | PA      | $6107471.67     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5826 09-01-51                                                                  | CUSIP: 3133KMPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142725 | PA      | $125328.44      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                     | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   9947884 | PA      | $8128893.86     | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                      | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23207223 | PA      | $23149042.11    | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8360 08-01-51                                                                  | CUSIP: 3140XCJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22576 | PA      | $19890.53       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                  | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  55958376 | PA      | $51380981.18    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                            | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19203070 | PA      | $18605316.65    | 0.02%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $899599.03      | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8211 05-01-52                                                                  | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3059570 | PA      | $2579474.31     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD9791 04-01-52                                                                  | CUSIP: 3133B72Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4466068 | PA      | $3763166.53     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25                                                     | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $7502376.00     | 0.01%             | 2025-01-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                        | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  13189000 | PA      | $11967342.50    | 0.01%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 TBA 03-01-53                                                                          | CUSIP: 21H042638<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  45800000 | PA      | $45470835.40    | 0.04%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 M45T 4.5% 06-25-57                                                                   | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3031853 | PA      | $2957678.84     | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32                                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $6088680.79     | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7401832.00     | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 MT 3.5% 06-25-57                                                                     | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1440493 | PA      | $1361181.06     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO 19A 4.0% 04-01-23                                                               | CUSIP: 4521523N9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $11981604.00    | 0.01%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC SR UNSEC 4.0% 10-01-23                                                            | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2630000 | PA      | $2611845.11     | 0.00%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 6.1% 08-19-32                                                           | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  28695000 | PA      | $28191632.31    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.125% 12-14-23                    | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8700912.00     | 0.01%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP SR UNSEC 4.125% 12-01-26                                             | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2750218.28     | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    784000 | NS      | $51304960.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36                                                       | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5351406.62     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  17125000 | PA      | $16290070.63    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.3% 04-06-29                                         | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5895546.30     | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 4.625% 03-15-52                                                          | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4747000 | PA      | $4009591.53     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR UNSEC 5.25% 05-15-27                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5459289.83     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.054% 03-15-29                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5051156.00     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.391% 03-15-62                                         | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3203000 | PA      | $2670421.18     | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27                                                      | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $25258454.00    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 3.625% 03-01-29                                         | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $5614825.65     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 5.25% 12-15-25                                  | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13660000 | PA      | $11167050.00    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                                        | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2550374.03     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | UPC BROADBAND FINCO BV 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-31                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |  48900000 | PA      | $43088479.50    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.375% 04-15-26                                  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7319042.50     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.839% 02-01-34/33                                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8957592.00     | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                               | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7772992.00     | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                                   | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |   8225000 | PA      | $6127625.00     | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24                                             | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4258229.81     | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                         | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2820000 | PA      | $2569237.14     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.25% 11-13-23                      | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7305210.93     | 0.01%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25                     | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2549239.70     | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VM FUND                                                                          | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                     | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16924129 | PA      | $16670267.07    | 0.01%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                                   | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15386610.00    | 0.01%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.875% 11-15-46                                                               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27970000 | PA      | $24053181.89    | 0.02%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 07-31-23                                                                | CUSIP: 912828Y61<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16300000 | PA      | $16143366.78    | 0.01%             | 2023-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS TL 2ND LIEN (L+725) (FLR 1.00) 12.07529% 06-13-25                                        | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |  46175000 | PA      | $36676156.05    | 0.03%             | 2025-06-13      | Variable      | 12.08%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4854 11-01-52                                                                  | CUSIP: 31418EMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155544 | PA      | $136396.02      | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  30463000 | PA      | $27192583.71    | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33                                                     | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2997507.75     | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR4996 02-01-51                                                                  | CUSIP: 3140L3RS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    254067 | PA      | $224045.26      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW7326 09-01-52                                                                  | CUSIP: 3140N0D85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7331454 | PA      | $7086971.58     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF0671 09-01-52                                                                  | CUSIP: 3133BMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3413041 | PA      | $3374217.51     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1274 11-01-52                                                                  | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127389 | PA      | $129642.65      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99298 | PA      | $101016.46      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA7130 04-01-52                                                                  | CUSIP: 3133KN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    992473 | PA      | $904494.69      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD1156 04-01-52                                                                  | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    821149 | PA      | $747241.10      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH1                                               | SEMT 18-CH1 A1 144A 4.0% 02-25-48                                                              | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-CBDO         | CORP              | US        |    196879 | PA      | $185916.66      | 0.00%             | 2048-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                          | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                         | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16750000 | PA      | $14699213.75    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 4.875% 05-15-25                                                  | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2293993.50     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 18-2 A1 3.5% 11-25-28                                                                     | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2436191 | PA      | $2353862.40     | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 19-2 MA 3.5% 08-25-58                                                                     | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8369008 | PA      | $8049177.81     | 0.01%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.125% 07-01-30                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  19300000 | PA      | $16575129.50    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $5813645.00     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 19-4 MA 3.0% 02-25-59                                                                     | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4882809 | PA      | $4604098.12     | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                                         | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19555000 | PA      | $19117652.43    | 0.02%             | 2039-01-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26                                                  | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8247000 | PA      | $7324300.90     | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SUB 4.625% 01-15-29                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $8918334.60     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                              | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130821 | PA      | $2149892.31     | 0.00%             | 2042-09-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   5472114 | NS      | $370352675.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  98070000 | PA      | $91205100.00    | 0.07%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                   | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $6009499.53     | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP                                                                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   2316800 | NS      | $114426752.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                                | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   1543000 | NS      | $143082390.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNH3 03-22-23                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      4746 | NC      | $11575668.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26                                                 | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10508000 | PA      | $10298922.32    | 0.01%             | 2038-11-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9914690 | PA      | $9864541.72     | 0.01%             | 2037-04-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                      | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1373761.44     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8205 04-01-52                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  69192683 | PA      | $60709659.92    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                                  | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11684916 | PA      | $9890685.47     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT3056 11-01-51                                                                  | CUSIP: 3140LRME5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    973536 | PA      | $854671.09      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9879 03-01-52                                                                  | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12894065 | PA      | $11315225.34    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BX3451 09-01-52                                                                  | CUSIP: 3140N7ZR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2907452 | PA      | $2552086.08     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0831 03-01-52                                                                  | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2378850 | PA      | $2165521.77     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9819 05-01-52                                                                  | CUSIP: 3140MP4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    499147 | PA      | $454030.32      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                           | MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24                                                       | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4810901 | PA      | $4682676.06     | 0.00%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C22                                           | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                       | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $919955.52      | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                                       | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $932059.00      | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                        | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $553661.62      | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_22-J1                                                              | OBX 22-J1 A2 144A FRN 02-25-52                                                                 | CUSIP: 67116WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5556562 | PA      | $4664750.20     | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP                                                                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   1000000 | NS      | $140030000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP                                                | NIPPON TELEGRAPH & TELEPHONE CORP                                                              | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  17285600 | NS      | $517606487.45   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV-CVA                                                                           | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |   9765620 | NS      | $161714542.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEMENT LTD A (USD)                                                        | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |   3712805 | NS      | $121223083.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 C 0.98% 06-15-26/26                                                                  | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5579000 | PA      | $5396990.70     | 0.00%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                                          | EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25                                                       | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11419149 | PA      | $11139334.15    | 0.01%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                                             | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                                                      | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   2291926 | PA      | $2284094.57     | 0.00%             | 2029-04-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                                                     | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6869728 | PA      | $6822065.44     | 0.01%             | 2030-07-25      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29                                                    | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16152523 | PA      | $16026759.06    | 0.01%             | 2029-10-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                        | PART 19-1A D 144A 3.01% 08-15-25/05-15-23                                                      | CUSIP: 74113NAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895000 | PA      | $1877130.15     | 0.00%             | 2025-08-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                   | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6061611 | PA      | $5463790.60     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                  | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                     | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7918036 | PA      | $6764853.01     | 0.01%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                        | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                      | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16730981 | PA      | $14866129.16    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.1% 09-01-28                                                          | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5043213.80     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30                                             | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15450000 | PA      | $13769627.10    | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  11419000 | PA      | $8438252.75     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 5.125% 10-01-31                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  15485000 | PA      | $14088020.73    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24                                                   | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  20475000 | PA      | $19933579.58    | 0.02%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27                                         | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15668000 | PA      | $14077478.65    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27                                                       | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  52582000 | PA      | $51985457.21    | 0.04%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                      | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 4.5% 05-29-29                                       | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |   1241000 | PA      | $1057952.50     | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25                                                | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  23150000 | PA      | $21784566.70    | 0.02%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.522% 04-22-31/30                                                | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3507554.10     | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.182% 06-01-28/27                                                | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3947944.00     | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51                                                | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5704432.50     | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-29                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  14125000 | PA      | $12905588.75    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 02-01-38                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9331000 | PA      | $10014943.64    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                           | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.127% 05-29-50                                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   8100000 | PA      | $6198338.70     | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC 144A LIFE SR SEC 1ST LIEN 8.875% 06-01-24                                    | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  18608000 | PA      | $18913171.20    | 0.02%             | 2024-06-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 04-15-26                                                      | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5811050.00     | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                       | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1521211.81     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                       | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $10114994.48    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.45% 05-15-30                        | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    790000 | PA      | $787282.40      | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.8% 05-15-50                         | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   2310000 | PA      | $2099318.76     | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                          | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |  23100000 | PA      | $19838280.00    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                           | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   7941000 | PA      | $6850843.64     | 0.01%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | EMIRATE OF ABU DHABI 144A LIFE 3.125% 04-16-30                                                 | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   7800000 | PA      | $7312882.20     | 0.01%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6597 09-01-51                                                                  | CUSIP: 3133ARKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    994119 | PA      | $872963.66      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0292 04-01-52                                                                  | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    865200 | PA      | $759170.12      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1793 10-01-51                                                                  | CUSIP: 3140QL7F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4458793 | PA      | $3915386.53     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUANGDONG INVESTMENT LTD                                                         | GUANGDONG INVESTMENT LTD                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |  52919000 | NS      | $57615741.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CO LTD                                              | POSTAL SAVINGS BANK OF CHINA CO LTD H                                                          | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        | 435068000 | NS      | $295727987.66   | 0.24%             |  |  |  | No            |                  2 | On Loan: —       |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |  20636900 | NS      | $564941705.08   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU1062 10-01-51                                                                  | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1014418 | PA      | $890972.85      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8303 01-01-53                                                                  | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1100037 | PA      | $964655.35      | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 22-4A C 4.92% 12-15-28                                                                    | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3484000 | PA      | $3429991.03     | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                           | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18275144 | PA      | $15566146.06    | 0.01%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD1626 12-01-51                                                                  | CUSIP: 3133AXYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73959 | PA      | $64919.90       | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0322 04-01-52                                                                  | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1212515 | PA      | $1063902.22     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8803 02-01-52                                                                  | CUSIP: 3140MAX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1929172 | PA      | $1756694.73     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC7440 09-01-51                                                                  | CUSIP: 3133ASHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    187041 | PA      | $164186.07      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6996 08-01-51                                                                  | CUSIP: 3133ARXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88645 | PA      | $78353.40       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU7257 12-01-51                                                                  | CUSIP: 3140M9B30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239940 | PA      | $210934.46      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 21-G A 144A 1.58% 04-15-70                                                               | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10700501 | PA      | $9464379.07     | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 D 1.35% 07-15-27/04-15-25                                                           | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4938000 | PA      | $4646100.01     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT7263 09-01-51                                                                  | CUSIP: 3140LWB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    325208 | PA      | $285723.48      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8107198 | PA      | $7017704.09     | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                            | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492056 | PA      | $1250854.70     | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                        | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 5.125% 07-15-29                                     | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  71512000 | PA      | $56223449.52    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                               | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                          | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |  10665000 | PA      | $9172699.88     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP                        | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9565000 | PA      | $7708003.08     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                    | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.125% 02-15-29                               | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |  17495000 | PA      | $14499068.73    | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                             | COVANTA HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |  19365000 | PA      | $16947182.93    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 4.5% 11-15-52                                                                | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8368074.00     | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25                                         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8922618.00     | 0.01%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                               | CREDIT SUISSE AG SR UNSEC 3.625% 09-09-24                                                      | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2854176.26     | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                                        | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  13102000 | PA      | $14731168.19    | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4185852.00     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 2.9% 05-15-25                                                      | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3006662.40     | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                     | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  37412000 | PA      | $33904625.00    | 0.03%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  22105000 | PA      | $20552565.85    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                      | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  17135000 | PA      | $16589935.65    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                             | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5886907.50     | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                            | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15018837.00    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 5.75% 04-01-33                                               | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |  27150000 | PA      | $26690079.00    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                            | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  22090000 | PA      | $19366303.00    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  12427000 | PA      | $11815442.48    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   7398000 | PA      | $8413264.53     | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 3.7% 10-23-24                                                          | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589950.00      | 0.00%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL SR UNSEC 6.0% 03-15-23                                               | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5358914.51     | 0.00%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN FRN 07-15-25                                 | CUSIP: 702150AE3<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |   6270000 | PA      | $752400.00      | 0.00%             | 2025-07-15      | Variable      | 10.13%                | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  43225000 | PA      | $40943757.40    | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26                                       | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10101000 | PA      | $9011213.21     | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                      | PENSKE AUTOMOTIVE GROUP INC SUB 3.75% 06-15-29                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6161168.40     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                    | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.875% 09-01-31                               | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $5259448.25     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.528% 11-18-27                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4438000 | PA      | $3833087.29     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  17045000 | PA      | $12434804.76    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.85% 11-15-23                                     | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8616036.52     | 0.01%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  19310000 | PA      | $17361138.25    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                   | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1926224.05     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 03-15-26                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  61602000 | PA      | $61649926.36    | 0.05%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27                               | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  84119000 | PA      | $87654942.17    | 0.07%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25                        | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  26880000 | PA      | $27277824.00    | 0.02%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.45% 01-11-24                                               | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  25283000 | PA      | $24274461.13    | 0.02%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                                | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11003000 | PA      | $9956636.71     | 0.01%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.25% 02-15-26                                                       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7426000.00     | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 02-15-29                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $4889583.73     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  26123000 | PA      | $22363247.23    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-28                          | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |  22665000 | PA      | $22576153.20    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                             | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  17345000 | PA      | $15131170.93    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                            | ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30                                            | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |  21600000 | PA      | $17881128.00    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                 | ZIPRECRUITER INC 144A LIFE SR UNSEC 5.0% 01-15-30                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14812015.00    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                            | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  14525000 | PA      | $13427127.88    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                            | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7583000 | PA      | $5959411.45     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.0 BJ5674 01-01-33                                                                  | CUSIP: 3140H7JU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155317 | PA      | $150648.97      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2092 12-01-49                                                                  | CUSIP: 3140X5KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13536893 | PA      | $13002700.08    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                                     | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  68741805 | PA      | $62707443.12    | 0.05%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                                  | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22562688 | PA      | $19322595.69    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                                  | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6003233 | PA      | $5750814.91     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7525 10-01-50                                                                  | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15555929 | PA      | $13942654.33    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 945832 08-01-37                                                                  | CUSIP: 31413HHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66319 | PA      | $69599.60       | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                                      | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4888015 | PA      | $4977221.44     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1005 04-01-52                                                                  | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9239058 | PA      | $8107069.84     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1134 07-01-51                                                                  | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1922126 | PA      | $1688274.05     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8282 01-01-53                                                                  | CUSIP: 3132DWFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1923213 | PA      | $1993081.56     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8867 03-01-52                                                                  | CUSIP: 3133B6Z86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1996008 | PA      | $1752860.70     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU2803 11-01-51                                                                  | CUSIP: 3140M4DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    998081 | PA      | $875892.35      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                  | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    204736 | PA      | $203355.29      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890407 02-01-42                                                                  | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280681 | PA      | $278789.23      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                  | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104959 | PA      | $104251.95      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                                      | NOVARTIS AG                                                                                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |   4789328 | NS      | $433149941.39   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP                                                                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |   1972453 | NS      | $484848671.93   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO                                                                     | ORGANON & CO                                                                                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    264123 | NS      | $7958025.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC                                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   5257819 | NS      | $325616730.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   6024489 | NS      | $857766743.82   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                     | PIONEER NATURAL RESOURCES CO                                                                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |   1089700 | NS      | $251012395.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                       | SAMSUNG ELECTRONICS CO LTD PREF                                                                | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |   1565200 | NS      | $70529858.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                              | FHMS K734 A2 (MF) 3.208% 02-25-26                                                              | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11055000 | PA      | $10739446.08    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                                     | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7264000 | PA      | $6934570.34     | 0.01%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A A 144A 1.95% 08-17-41                                                              | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |  22882492 | PA      | $20286816.43    | 0.02%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A B 144A 2.49% 08-17-41                                                              | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |   2147564 | PA      | $1851741.56     | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 B 0.59% 09-15-25/07-17-23                                                           | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702025 | PA      | $700729.54      | 0.00%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  22866000 | PA      | $19589073.54    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 144A LIFE SR UNSEC 4.125% 12-15-28                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   3975000 | PA      | $3565952.63     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26                                                 | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  10098000 | PA      | $9126441.13     | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   5612000 | PA      | $4940490.53     | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   9090000 | PA      | $8013016.80     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  32135000 | PA      | $28233778.87    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 3.95% 08-08-52                                                              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4497120.00     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC 144A LIFE SR UNSEC 5.5% 08-11-32                                           | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  23490000 | PA      | $23588446.59    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 4.5% 03-15-49                                                                | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3523085.57     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $3669906.24     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24325944.00    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 4.9% 07-15-43                                          | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |  14785000 | PA      | $14772329.26    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 9.375% 07-15-25                                  | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |  88594000 | PA      | $58362626.41    | 0.05%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9238000 | PA      | $8052866.22     | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6523000 | PA      | $5453860.73     | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24                                          | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1730000 | PA      | $1654563.35     | 0.00%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.559% 04-23-24/23                                                | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5380317.00     | 0.00%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 5.5% 01-15-30                                                | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1120000 | PA      | $1089653.60     | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24                                                | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238063.00      | 0.00%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.069% 06-01-29/28                                                | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20593000 | PA      | $17857219.95    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 5.25% 10-01-25                         | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4330463.34     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1500753.15     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  64037000 | PA      | $59789489.83    | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 4.0% 12-01-27                                               | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  19239000 | PA      | $17820604.73    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                          | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9399775.20     | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 0.75% 09-11-25                                                  | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6575000 | PA      | $5944976.93     | 0.00%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                 | TARGA RESOURCES PARTNERS LP SR UNSEC 5.5% 03-01-30                                             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22550000 | PA      | $22030989.20    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.0% 04-06-27                                                             | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7000000 | PA      | $6696900.00     | 0.01%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                      | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.375% 02-24-30                                     | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |   2995000 | PA      | $2335962.23     | 0.00%             | 2030-02-24      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 4.75% 05-15-25                        | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   3060000 | PA      | $3037946.58     | 0.00%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  18955000 | PA      | $19007600.13    | 0.02%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVT 2.78% 12-01-60                                                                       | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  12800000 | PA      | $7788659.20     | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GLOBAL 3.298% 01-19-33                                                                  | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   7940000 | PA      | $6647328.30     | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.75% 08-15-41                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17045000 | PA      | $12405158.39    | 0.01%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A96488 01-01-41                                                                      | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17009 | PA      | $17474.51       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                  | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    379645 | PA      | $345525.86      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4562 03-01-52                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1983649 | PA      | $1670940.33     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2314 04-01-52                                                                  | CUSIP: 3133BBSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4990479 | PA      | $4375806.96     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD4799 01-01-52                                                                  | CUSIP: 3133B2KL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7984814 | PA      | $7006578.18     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3410 03-01-52                                                                  | CUSIP: 3140QNYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1673029 | PA      | $1522458.06     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC5996 08-01-51                                                                  | CUSIP: 3133AQUV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142720 | PA      | $131042.24      | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW7491 11-01-52                                                                  | CUSIP: 3140N0KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    854354 | PA      | $858437.18      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BV0958 09-01-52                                                                  | CUSIP: 3140MEB47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    840557 | PA      | $844543.68      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5189 08-01-51                                                                  | CUSIP: 3133APXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40297 | PA      | $35404.21       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-31                                                        | CUSIP: 167505UG9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $376652.50      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   9030232 | NS      | $969937219.12   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   6478093 | NS      | $630512791.69   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                     | NEWMONT CORP                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   1250000 | NS      | $66162500.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |   4237617 | NS      | $517122551.71   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                                                      | CHINA MERCHANTS BANK CO LTD H                                                                  | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |  35272500 | NS      | $228967885.31   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                        | SHIN-ETSU CHEMICAL CO LTD                                                                      | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |    350000 | NS      | $52130913.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 C 144A 0.89% 07-15-26                                                               | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6654000 | PA      | $6299687.81     | 0.01%             | 2026-07-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 D 144A 1.23% 12-15-26                                                               | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4413000 | PA      | $4082819.34     | 0.00%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                               | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $10580611.28    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $7580323.80     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27                                          | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2428512.00     | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF1464 10-01-52                                                                  | CUSIP: 3133BNTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6779075 | PA      | $6553020.12     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A B 144A 0.81% 01-15-27/09-15-23                                                     | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1744140.24     | 0.00%             | 2027-01-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24                                                      | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1847000 | PA      | $1768927.31     | 0.00%             | 2027-02-16      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                             | DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28                                                  | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  19638913 | PA      | $19523553.74    | 0.02%             | 2028-04-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6                                   | DCENT 18-A6 A6 FRN (L+39) 03-15-26/09-15-23                                                    | CUSIP: 254683CJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26000000 | PA      | $26004186.00    | 0.02%             | 2026-03-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                          | FORDR 18-2 A 3.47% 01-15-30                                                                    | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10105000 | PA      | $10025503.97    | 0.01%             | 2030-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR1                                       | FASST 19-JR1 A 144A 2.0% 03-25-69                                                              | CUSIP: 31739FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5726727 | PA      | $6183450.63     | 0.01%             | 2069-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 144A LIFE SR SEC 1ST LIEN 10.5% 05-15-27                              | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |  11630000 | PA      | $10006510.15    | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 1.875% 02-01-33                                   | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   7073000 | PA      | $5473554.22     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28                          | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6217682.38     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26                                             | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3978000 | PA      | $3577335.84     | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.75% 12-01-27                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26486725.00    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 6.0% 06-15-25                                    | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1384328.20     | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SUB 4.6% 03-09-26                                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1293034.60     | 0.00%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                    | CAESARS RESORT COLLECTION LLC 144A LIFE SR SEC 1ST LIEN 5.75% 07-01-25                         | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5026701.70     | 0.00%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 144A LIFE SR UNSEC 7.125% 07-01-28                                               | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  10809000 | PA      | $8481238.61     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43950000 | PA      | $36665287.50    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                                | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35400000 | PA      | $31951756.80    | 0.03%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND OFFSHORE DRILLING SR UNSEC PIK UNFUNDED BACKSTOP 0.0% 03-22-27                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   1857934 | PA      | $1783616.64     | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 3.1% 03-01-41                              | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1518101.38     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $9640954.75     | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |  35685000 | PA      | $29757864.24    | 0.02%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA D WTS @USD 0.01 06-10-71 (NOT LISTED OR TRADING)         | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |        28 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  34095000 | PA      | $30478202.40    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27                                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11184151.90    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING)                            | CUSIP: 62929P110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75844 | NS      | $2213074.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3                           | ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23                                                       | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188354 | PA      | $2169247.30     | 0.00%             | 2026-06-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                           | ACAR 21-1 C 144A 0.83% 03-15-27/02-13-24                                                       | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422666 | PA      | $1396585.29     | 0.00%             | 2027-03-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                           | ACAR 21-1 D 144A 1.14% 03-15-27/05-13-24                                                       | CUSIP: 02528BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1201000 | PA      | $1141094.12     | 0.00%             | 2027-03-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3515000 | PA      | $3183651.50     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5829000 | PA      | $5877106.74     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24                                                | CUSIP: 251526CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  58600000 | PA      | $56783458.60    | 0.05%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.2% 01-17-25                      | CUSIP: 233853AN0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5483000 | PA      | $5513348.41     | 0.00%             | 2025-01-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.3% 02-10-25                                                | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  13475000 | PA      | $12511645.30    | 0.01%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                | CUSIP: 345397B93<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14202803.00    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.25% 08-15-27                              | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |  21050000 | PA      | $18879745.00    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $8411571.00     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  57170000 | PA      | $54629822.56    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                          | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2756440.80     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.125% 03-25-24                                                          | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  29960000 | PA      | $29921801.00    | 0.02%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2922689.25     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.522% 09-17-25                                         | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $755602.40      | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10211000 | PA      | $9701808.06     | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.25% 08-01-23                                     | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10355030.40    | 0.01%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                          | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-26                               | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |  90719000 | PA      | $8108010.63     | 0.01%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                          | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $6842031.15     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                                        | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  10365000 | PA      | $9840613.92     | 0.01%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                       | SPRINT CAPITAL CORP SR UNSEC 8.75% 03-15-32                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  20210000 | PA      | $24986633.50    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.9% 08-08-28                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   1352000 | PA      | $1329928.60     | 0.00%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.625% 08-08-25                                                       | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   8676000 | PA      | $8634441.96     | 0.01%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.125% 03-15-24                                                  | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $20151810.00    | 0.02%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  72940000 | PA      | $64633957.50    | 0.05%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6552187.05     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                        | SCOTTS MIRACLE-GRO CO SR UNSEC 4.5% 10-15-29                                                   | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |  18840000 | PA      | $16273897.80    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9510 12-01-51                                                                  | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1872667 | PA      | $1665078.51     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                                  | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28427239 | PA      | $26202835.95    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4399 08-01-51                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52156 | PA      | $45873.63       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8193 02-01-52                                                                  | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    694914 | PA      | $585674.82      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                                  | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  54141837 | PA      | $45820777.78    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27                    | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9037470.00     | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.5% 11-01-23                                   | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5371623.00     | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 995674 05-01-38                                                                  | CUSIP: 31416CCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    507089 | PA      | $536935.96      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 256308 07-01-36                                                                  | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139949 | PA      | $147912.08      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                   | STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29                                              | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |  29450000 | PA      | $26166914.00    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 144A LIFE SR SEC 1ST LIEN 3.875% 01-15-29                                | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7300000 | PA      | $6106829.60     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 4.3% 01-08-26                                                         | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   8325000 | PA      | $7905694.73     | 0.01%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  10990000 | PA      | $8534910.93     | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q01746 07-01-41                                                                      | CUSIP: 3132GE5F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146608 | PA      | $148230.46      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02849 08-01-41                                                                      | CUSIP: 3132GGEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    267307 | PA      | $269885.79      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  10135000 | PA      | $8946772.60     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                          | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4329553.88     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW9348 09-01-52                                                                  | CUSIP: 3140N2L66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6362915 | PA      | $6151386.09     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4159 07-01-52                                                                  | CUSIP: 3140QPTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6771460 | PA      | $6545658.70     | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 4.625% 03-01-30                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4895527.00     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.3% 02-01-30                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  13900000 | PA      | $12750192.00    | 0.01%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                     | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |  33465000 | PA      | $30905630.27    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5075000 | PA      | $3658684.23     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                                     | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7496586 | PA      | $7124455.39     | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                                  | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6394189 | PA      | $6266382.28     | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1877 05-01-52                                                                  | CUSIP: 3140XHCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2987612 | PA      | $2719285.31     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40                                               | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  11385000 | PA      | $10622011.46    | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                                  | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  57519176 | PA      | $56401635.74    | 0.05%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                                  | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14107611 | PA      | $12498426.52    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |  42441421 | NS      | $539848481.82   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0396 05-01-51                                                                  | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    409502 | PA      | $360320.43      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2401 12-01-51                                                                  | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    997886 | PA      | $876049.04      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4839 12-01-52                                                                  | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    995399 | PA      | $962206.57      | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1598 04-01-52                                                                  | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    210935 | PA      | $177712.19      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV5578 05-01-52                                                                  | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197162 | PA      | $179402.64      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8945 04-01-52                                                                  | CUSIP: 3140MA5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2991291 | PA      | $2721844.92     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2759 02-01-52                                                                  | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238055 | PA      | $216866.36      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2954 03-01-52                                                                  | CUSIP: 3140MGH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    838863 | PA      | $765018.19      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH                                                              | GUAM INTL AIRPORT TAXABLE 21A SF 3.839% 10-01-36                                               | CUSIP: 40064REK1<br>LEI: N/A                  | Long             | DBT              | MUN               | GU        |    400000 | PA      | $334495.20      | 0.00%             | 2036-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34                            | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $664685.41      | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.293% 06-01-42                            | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1472602.88     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS COMPANY                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     14300 | NS      | $562276.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                            | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   4508000 | NS      | $113014573.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |   9971287 | NS      | $143919490.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   2279641 | NS      | $422257902.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT                                                             | VEOLIA ENVIRONNEMENT                                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |   8253285 | NS      | $244915977.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVA WINE GROUP AB                                                               | VIVA WINE GROUP AB                                                                             | CUSIP: N/A<br>LEI: 549300XZE8FG96FTL804       | Long             | EC               | CORP              | SE        |   4081633 | NS      | $17659419.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                    | BACCT 22-A2 A2 5.0% 04-17-28/11-17-25                                                          | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14798000 | PA      | $15090260.50    | 0.01%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                    | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17183 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-3                                                   | DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23                                                      | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1961000 | PA      | $1910033.61     | 0.00%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                    | EART 22-6 A2 5.73% 11-17-25/02-15-24                                                           | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2933000 | PA      | $2936211.64     | 0.00%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18858000 | PA      | $16712223.61    | 0.01%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  26229000 | PA      | $22870140.49    | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2                                    | EART 19-2 D 144A 3.71% 03-17-25/06-15-23                                                       | CUSIP: 30167LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3935332 | PA      | $3899623.27     | 0.00%             | 2025-03-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3                                    | EART 19-3A D 144A 3.11% 08-15-25/23                                                            | CUSIP: 30167EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4419308 | PA      | $4358104.77     | 0.00%             | 2025-08-15      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                       | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  17037000 | PA      | $15287811.21    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  32983000 | PA      | $31324548.79    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1                                    | EART 20-1A D 144A 2.73% 12-15-25/03-15-24                                                      | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1352553 | PA      | $1325539.45     | 0.00%             | 2025-12-15      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                     | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1607881.25     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28837000 | PA      | $25232375.00    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | LUMEN TECHNOLOGIES INC 144A LIFE SR SEC 1ST LIEN 4.0% 02-15-27                                 | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  45226000 | PA      | $38201859.49    | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                       | HERTZ 21-A B 144A 3.65% 06-30-23                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |  10370000 | PA      | $10317113.00    | 0.01%             | 2023-06-30      | Fixed         | 3.65%                 | Yes           |                  3 | On Loan: No      |
| AMERICAN AIRLINES 2013-2 CLASS A PASS THROUGH TRUST                              | AMERICAN AIRLINES 2013-2 CLASS A PASS THROUGH TRUST SR SEC 1ST LIEN SF 4.95% 07-15-24          | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1506342 | PA      | $1506341.94     | 0.00%             | 2024-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                   | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  24910000 | PA      | $21126743.93    | 0.02%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.106% 04-08-26/25                                                      | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7002386.30     | 0.01%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.375% 06-15-29                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |  14760000 | PA      | $13727833.20    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2293940.70     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 6.0% 01-15-29                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   8870000 | PA      | $7797262.20     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  74775000 | PA      | $67382743.50    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9408000 | PA      | $8340144.96     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.8% 10-01-41                                                      | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   8586000 | PA      | $6664925.43     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.15% 10-29-23                                             | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $8735778.00     | 0.01%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                      | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7371990.00     | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 3.75% 03-15-29                 | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2230087.50     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                            | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5255000 | PA      | $4540094.04     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                           | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7289000 | PA      | $6646030.02     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                                           | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3907000 | PA      | $3351170.65     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24                    | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5193146.40     | 0.00%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 3.773% 03-28-25/24                                       | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  25000000 | PA      | $24397500.00    | 0.02%             | 2025-03-28      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                                          | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1409636.41     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.658% 05-24-28/27                                                      | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  49628000 | PA      | $49136831.68    | 0.04%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  10885000 | PA      | $10844344.53    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                       | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1533972.90     | 0.00%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 7.5% 01-01-30                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |  11063000 | PA      | $11325746.25    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                  | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  15093000 | PA      | $15089528.61    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31                                                   | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $1712951.10     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  40257000 | PA      | $33086020.59    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4084720.00     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                        | EDGEWELL PERSONAL CARE CO 144A LIFE SR UNSEC 5.5% 06-01-28                                     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2318287.88     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KIA CORP                                                                         | KIA CORP 144A LIFE SR UNSEC 2.375% 02-14-25                                                    | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   4825000 | PA      | $4536098.30     | 0.00%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME SR UNSEC 7.25% 07-15-30                                                                | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $10291757.08    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  23458000 | PA      | $21408779.49    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                  | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2314076.28     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                                      | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2577756.64     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                             | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2400000 | PA      | $2436650.40     | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   2303000 | PA      | $1873674.74     | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $13888563.00    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25                               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23360000 | PA      | $22383341.76    | 0.02%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2731397.30     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 3.5% 06-07-24                                              | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $10990203.75    | 0.01%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                            | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2833509.00     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                     | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                         | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |  28670000 | PA      | $25966419.00    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5974000 | PA      | $5025627.50     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $1805638.16     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  34805000 | PA      | $28736052.15    | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 144A LIFE SR UNSEC 4.625% 05-01-30                                               | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   5545000 | PA      | $4773562.97     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 1.7% 11-15-23                                      | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6770474.55     | 0.01%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                                          | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8968131.00     | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8969373.00     | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24                                      | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4383210.37     | 0.00%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                                   | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  25655000 | PA      | $26408230.80    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 4.625% 11-02-31                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | USGA              | CO        |    970000 | PA      | $768254.55      | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                                           | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   5265000 | PA      | $5121981.54     | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 20-BN26 A4 2.403% 03-15-63/02-15-30                                                       | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3772000 | PA      | $3266223.84     | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                                             | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1386660 | PA      | $1322205.73     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 09-21-38                                    | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1547334.25     | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4578 04-01-52                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    122123 | PA      | $107150.99      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                                             | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2181600 | PA      | $1996883.66     | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                                       | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11508818 | PA      | $11237198.75    | 0.01%             | 2038-06-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5287 05-01-51                                                                  | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  20841462 | PA      | $17641234.71    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4784 10-01-52                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7009148 | PA      | $6929419.13     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR B 144A FRN (L+87) 06-15-38/23                                                       | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2026648 | PA      | $1956817.56     | 0.00%             | 2038-06-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3541 12-01-33                                                                  | CUSIP: 31418C5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139243 | PA      | $138868.69      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7021 03-01-52                                                                  | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    994979 | PA      | $873160.00      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU8885 03-01-52                                                                  | CUSIP: 3140MA2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33864 | PA      | $29717.81       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87873 08-01-39                                                                      | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216850 | PA      | $222259.38      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 995265 01-01-24                                                                  | CUSIP: 31416BTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1342 | PA      | $1340.57        | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1624 09-01-51                                                                  | CUSIP: 3140QLYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135735 | PA      | $119193.94      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0674 09-01-51                                                                  | CUSIP: 3132DMXB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    121259 | PA      | $106649.34      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10073617 | PA      | $9161541.93     | 0.01%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 195874567 | PA      | $165574730.02   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8980 09-01-51                                                                  | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242396 | PA      | $212800.01      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2088 11-01-51                                                                  | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    142513 | PA      | $125178.36      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2372 12-01-51                                                                  | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2339575 | PA      | $2077624.06     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4836 06-01-41                                                                  | CUSIP: 3138AJLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47145 | PA      | $48471.23       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU0341 09-01-51                                                                  | CUSIP: 3140M1LX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    495220 | PA      | $434814.83      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX1076 12-01-52                                                                  | CUSIP: 3140N5FS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    663013 | PA      | $666181.83      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4466 11-01-51                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    262960 | PA      | $230909.82      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7551 01-01-52                                                                  | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  65425377 | PA      | $60086469.74    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC0416 04-01-51                                                                  | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2865709 | PA      | $2524500.32     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-4 NA WAC FRN 10-25-25                                                                 | CUSIP: 31359SGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |         9 | PA      | $9.62           | 0.00%             | 2025-10-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY PARENT LLC                                                          | JONAH ENERGY PARENT LLC (DRS) (NOT LISTED OR TRADING)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    275936 | NS      | $16313336.32    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                  | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38091 | PA      | $37669.08       | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8204 04-01-52                                                                  | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  45602096 | PA      | $38432306.27    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR7222 04-01-51                                                                  | CUSIP: 3140L6AY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86542 | PA      | $76324.83       | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5605 07-01-51                                                                  | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    998033 | PA      | $877317.97      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9335 10-01-51                                                                  | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362966 | PA      | $318895.84      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A                                       | AESOP 19-3A A 144A 2.36% 03-20-26/25                                                           | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $2958140.63     | 0.00%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2A B 144A 2.96% 02-20-27/26                                                           | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1341905.07     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9248 10-01-51                                                                  | CUSIP: 3140XDH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    991342 | PA      | $878927.08      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW7780 09-01-52                                                                  | CUSIP: 3140N0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    402203 | PA      | $365852.03      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2 A 144A 2.02% 02-20-27/26                                                            | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5663000 | PA      | $5184742.66     | 0.00%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                        | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                                               | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  18876561 | PA      | $18879128.24    | 0.02%             | 2031-01-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF1569 10-01-52                                                                  | CUSIP: 3133BNW66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    872599 | PA      | $876769.45      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF2008 10-01-52                                                                  | CUSIP: 3133BPGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    952313 | PA      | $956950.10      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8070000 | PA      | $7248231.90     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 1.343% 12-06-24/23                                         | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  13075000 | PA      | $12633888.73    | 0.01%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0302 01-01-52                                                                  | CUSIP: 3140XFKQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69723 | PA      | $63579.75       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 03-01-53                                                                     | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  41657000 | PA      | $42747247.00    | 0.04%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27835000 | PA      | $23698858.18    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.65% 04-05-27                                          | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  22661000 | PA      | $21672073.96    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE CAB NATL 98B1 0.0% 12-01-31                                                     | CUSIP: 167501UM5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $246449.35      | 0.00%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39                                           | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  54555000 | PA      | $50788086.36    | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.5% 04-04-25                                           | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   9248000 | PA      | $8941262.34     | 0.01%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25                                                      | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1866226.56     | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17G SF 5.0% 12-01-44                                                         | CUSIP: 167505TH9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140923.86      | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                 | INTERPUBLIC GROUP OF COMPANIES INC                                                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   7883500 | NS      | $287432410.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   1315000 | NS      | $179300250.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   8279420 | NS      | $647255054.62   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 3.8% 12-01-23                                                       | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4054168.76     | 0.00%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                                          | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $21794175.00    | 0.02%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                             | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    134000 | NS      | $18652800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                                        | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6217447.50     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                       | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4134331.50     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24                                       | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $9857202.60     | 0.01%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.043% 09-15-23                                         | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $393691.60      | 0.00%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  56875000 | PA      | $51412440.63    | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                         | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                               | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        | 161084000 | PA      | $153203609.64   | 0.13%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 3.2% 04-01-52                                         | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $3625669.98     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                              | ROCKET SOFTWARE INC 144A LIFE SR UNSEC 6.5% 02-15-29                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $11274309.00    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  12085000 | PA      | $10757438.58    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.125% 03-01-48                                  | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  11242000 | PA      | $9574845.13     | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT LLC SR UNSEC 7.625% 03-01-26                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  29760000 | PA      | $31514113.92    | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.7% 08-01-25                                    | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438485.85      | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                                             | SUMMIT MATERIALS LLC 144A LIFE SR UNSEC 6.5% 03-15-27                                          | CUSIP: 86614RAM9<br>LEI: 549300C97P3BW8QROE16 | Long             | DBT              | CORP              | US        |   9760000 | PA      | $9741358.40     | 0.01%             | 2027-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29                                           | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   9385000 | PA      | $9648906.20     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                                  | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1874530 | PA      | $1750428.28     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                                  | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1578146 | PA      | $1480426.73     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR3                                       | FASST 19-JR3 A 144A 2.0% 09-25-69                                                              | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1926280 | PA      | $1994763.04     | 0.00%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1131 07-01-51                                                                  | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21591 | PA      | $18990.75       | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU8730 06-01-52                                                                  | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1766622 | PA      | $1548967.22     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR9366 05-01-51                                                                  | CUSIP: 3140L8MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3611520 | PA      | $3172457.10     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1030 03-01-52                                                                  | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27763222 | PA      | $25273499.29    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF1925 10-01-52                                                                  | CUSIP: 3133BPD62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997129 | PA      | $963877.21      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD8673 03-01-52                                                                  | CUSIP: 3133B6T67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1038470 | PA      | $945099.03      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17C SF 5.0% 12-01-30                                                         | CUSIP: 167505SL1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    220000 | PA      | $229466.60      | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17H SF 5.0% 12-01-36                                                         | CUSIP: 167505TJ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102083.90      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 17C 5.0% 12-01-26                                                            | CUSIP: 167505SJ6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114459.62      | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-33                                                        | CUSIP: 167505UJ3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $214221.60      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-30                                                        | CUSIP: 167505UF1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215437.00      | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP CV PFD EQUITY UNITS 6.875% 02-15-24 (1 PC + 1/10 CV PFD)                              | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   1043000 | OU      | $104133120.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    456106 | NS      | $146186534.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |  10792800 | NS      | $1412112043.59  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                          | CARLYLE GROUP INC (THE)                                                                        | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |   2217000 | NS      | $79745490.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP (NEW)                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    797242 | NS      | $69136826.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE (CAD)                                                       | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |   6667000 | NS      | $304350516.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   6690800 | NS      | $778608396.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MYT HOLDING LLC                                                                  | MYT HOLDING CO CL B (NOT LISTED OR TRADING)                                                    | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2070418 | NS      | $3105627.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC (NOT LISTED OR TRADING)                                                         | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61091 | NS      | $9316377.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                    | VENTIA SERVICES GROUP PTY LTD 144A (AFTERMARKET SHARES)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   5882353 | NS      | $10062768.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 B 4.43% 03-15-27/04-15-25                                                           | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2542000 | PA      | $2510535.12     | 0.00%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 A2 3.98% 01-15-25/09-15-23                                                          | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8401058 | PA      | $8370192.54     | 0.01%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                                          | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3973000 | PA      | $3988296.05     | 0.00%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24039743 | PA      | $21748731.76    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                            | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16643915 | PA      | $14592236.50    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                            | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646397 | PA      | $548314.54      | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                                     | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26480921 | PA      | $23305037.77    | 0.02%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                                       | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13029713 | PA      | $11298871.59    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 21-2A A 144A 2.23% 04-20-46                                                               | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16696900 | PA      | $14708532.97    | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAPITAL DAC SR UNSEC 4.5% 09-15-23                                              | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9946150.00     | 0.01%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.5% 02-01-26                                        | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  19835000 | PA      | $19250879.09    | 0.02%             | 2026-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                     | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    834000 | PA      | $813294.28      | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.95% 02-27-23                                                    | CUSIP: 251526BR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5345000 | PA      | $5339318.27     | 0.00%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC SR UNSEC 5.625% 06-15-28                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1230590.21     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                      | GLAXOSMITHKLINE CAPITAL INC SR UNSEC 3.625% 05-15-25                                           | CUSIP: 377372AM9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   4625000 | PA      | $4555435.38     | 0.00%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25                                                     | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $10080489.30    | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29                                                   | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8409000 | PA      | $8212902.12     | 0.01%             | 2029-10-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.4% 02-04-41                                                        | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $5989338.00     | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.75% 06-20-25                                        | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9636000 | PA      | $9096730.90     | 0.01%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                                         | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  24440000 | PA      | $21739013.40    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4687000 | PA      | $4287855.08     | 0.00%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1713142.00     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 5.75% 01-15-31                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  11330000 | PA      | $11137763.89    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50                                                   | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3196511.70     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 3.625% 06-15-29                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $5886017.37     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HARSCO CORP                                                                      | HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  25420000 | PA      | $21544721.00    | 0.02%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 4.625% 09-21-23                                                   | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4243000 | PA      | $4207528.52     | 0.00%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  28189000 | PA      | $22769298.29    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR SEC 1ST LIEN 3.75% 03-01-31                                          | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  12570000 | PA      | $10496113.41    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CENTERFIELD MEDIA PARENT INC                                                     | MILLENNIUM ESCROW CORP 144A LIFE SR SEC 1ST LIEN 6.625% 08-01-26                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11255000 | PA      | $7845522.85     | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12645000 | PA      | $11300077.80    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                    | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.625% 09-01-29                               | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $6373203.60     | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 5.0% 01-15-29                                                                | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $6293335.83     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  59824000 | PA      | $61449118.96    | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                           | ROLLER BEARING CO OF AMERICA INC 144A LIFE SR UNSEC 4.375% 10-15-29                            | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2761099.20     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                            | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  21920000 | PA      | $16465427.20    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                       | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2139250.00     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50                                                        | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $10852281.25    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  22135000 | PA      | $19856290.29    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 108360000 | PA      | $100063958.40   | 0.08%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53                                                  | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2168793.46     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3788000 | PA      | $3801788.32     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC SR UNSEC BACKSTOP (UNFUNDED) (RIGHTS) 0.0% 05-25-23                    | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | DBT              | CORP              | US        |   5478632 | PA      | $7122221.60     | 0.01%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                        | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4589000 | PA      | $3354090.92     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                  | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2198501.18     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 2.9% 08-15-24                                               | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  13065000 | PA      | $12537056.42    | 0.01%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.375% 01-15-30                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  10985000 | PA      | $9781153.85     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.875% 01-01-26                                          | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        | 106640000 | PA      | $103987330.00   | 0.09%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5686551.00     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME CORP                                                        | OWL ROCK CORE INCOME CORP SR UNSEC 4.7% 02-08-27                                               | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  17775000 | PA      | $16278451.65    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.25% 01-15-30                                       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6626557.80     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30                                                      | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1702402.43     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)                       | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP SR UNSEC 4.4% 03-15-24                                | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1472447.49     | 0.00%             | 2024-03-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1954 11-01-49                                                                  | CUSIP: 3140X5E41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4938525 | PA      | $4699322.89     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                                                             | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR UNSEC 8.5% 08-15-27                                  | CUSIP: 89686QAB2<br>LEI: 7245008KGK6ZIU5L8334 | Long             | DBT              | CORP              | NL        |   5615000 | PA      | $5409322.55     | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC 144A SR SEC 2ND LIEN 6.25% 09-15-24                                          | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  40765000 | PA      | $39407117.85    | 0.03%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                      | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |  51235000 | PA      | $47342062.23    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                           | WR GRACE HOLDINGS LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $7904380.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1589 09-01-49                                                                  | CUSIP: 3140X4XT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3165692 | PA      | $3013340.09     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 932119 11-01-24                                                                  | CUSIP: 31412QSG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73474 | PA      | $74387.52       | 0.00%             | 2024-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44                                                     | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6668871 | PA      | $5598537.15     | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                  | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9379445 | PA      | $8735545.72     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0967 06-01-39                                                                  | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85305 | PA      | $82312.74       | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                                  | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  25431465 | PA      | $24923166.02    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0235 01-01-52                                                                  | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19507535 | PA      | $17122192.69    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9975 06-01-52                                                                  | CUSIP: 3140MQCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1941181 | PA      | $1703000.07     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                                  | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  37078449 | PA      | $35709438.15    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4802 12-01-49                                                                  | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27822787 | PA      | $26810983.49    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1552 09-01-51                                                                  | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    560796 | PA      | $492443.97      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8246 09-01-52                                                                  | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 178199277 | PA      | $179044475.81   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4804 12-01-49                                                                  | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24416119 | PA      | $23452634.29    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AD6392 05-01-25                                                                  | CUSIP: 31418UC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63477 | PA      | $64247.10       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW1385 12-01-52                                                                  | CUSIP: 3140MSRF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    399230 | PA      | $385917.16      | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2555 01-01-52                                                                  | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    943689 | PA      | $828678.17      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6433 12-01-51                                                                  | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    457186 | PA      | $401289.73      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0547 02-01-52                                                                  | CUSIP: 3140XFTD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    329386 | PA      | $290198.57      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8942 03-01-52                                                                  | CUSIP: 3133B65B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3250376 | PA      | $2851620.23     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5527 08-01-51                                                                  | CUSIP: 3133AQD87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4013188 | PA      | $3525934.37     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD9327 03-01-52                                                                  | CUSIP: 3133B7LG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    212188 | PA      | $193074.88      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |   1138000 | NS      | $346338920.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB 5.95% 03-01-23                                                      | CUSIP: 452152DQ1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    595000 | PA      | $595478.38      | 0.00%             | 2023-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        | 155890000 | PA      | $154970093.11   | 0.13%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE 13B 4.91% 04-01-27                                                      | CUSIP: 452152QU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3230000 | PA      | $3207551.50     | 0.00%             | 2027-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | NY ST DORM DASNY PIT TAXABLE 21C ETM 1.187% 03-15-26                                           | CUSIP: 64990FD50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4635000 | PA      | $4237196.49     | 0.00%             | 2026-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                    | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $2713167.22     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | KELLOGG CO                                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   1770000 | NS      | $121386600.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | EMERSON ELECTRIC CO                                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   2025800 | NS      | $182767676.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                                      | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7390034 | PA      | $6426595.58     | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                                          | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1363000 | PA      | $1309044.28     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 20-2A A 144A 2.03% 09-15-45                                                               | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3508437 | PA      | $3107625.84     | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-2                                                   | DTAOT 19-2A D 144A 3.48% 02-18-25/11-15-22                                                     | CUSIP: 26252TAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835811 | PA      | $2823673.31     | 0.00%             | 2025-02-18      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3                                          | DRIVE 19-3 D 3.18% 10-15-26/03-15-23                                                           | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11163848 | PA      | $11060504.44    | 0.01%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15680000 | PA      | $13544776.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  27250000 | PA      | $23775625.00    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                             | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  23694000 | PA      | $21326637.68    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.222% 08-15-24                                                      | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7784376.00     | 0.01%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2842152.10     | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.5% 03-01-39                                                               | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5544000 | PA      | $4340547.29     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.1% 05-01-26                                                               | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1384482.81     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  50425000 | PA      | $48431195.50    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  44100000 | PA      | $38837106.00    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 144A LIFE SR UNSEC 3.375% 02-15-31                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  18725000 | PA      | $13083251.13    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                   | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1748556.00     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  15235000 | PA      | $13082446.85    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 3.875% 09-12-23                                          | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   9604000 | PA      | $9512646.75     | 0.01%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.7% 05-30-24                                                     | CUSIP: 251526BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8653000 | PA      | $8456897.06     | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27                                                   | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   6745000 | PA      | $6919135.67     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1792987.35     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25                                              | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  52275000 | PA      | $51433111.13    | 0.04%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19180000 | PA      | $16523685.08    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30                                      | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2924000 | PA      | $2435808.96     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 4.875% 01-15-29                                                      | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21525000 | PA      | $20281629.90    | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 15.5% 11-01-23                               | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55988950 | PA      | $19457615.84    | 0.02%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  23370000 | PA      | $20950153.35    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  21177000 | PA      | $17508825.95    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                          | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3230277.60     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49                                                       | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  11583000 | PA      | $10966216.83    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6969000 | PA      | $7441595.77     | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSEC 4.25% 03-15-42                                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2206660.35     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39                                                        | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  16525000 | PA      | $15944195.83    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | GTCR AP FINANCE INC 144A LIFE SR UNSEC 8.0% 05-15-27                                           | CUSIP: 40060QAA3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  22939000 | PA      | $22559474.25    | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 3.125% 06-15-26                                            | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    502000 | PA      | $477338.25      | 0.00%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC SR SEC 1ST LIEN 4.375% 12-15-24                                              | CUSIP: 690732AE2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  32762000 | PA      | $32012077.82    | 0.03%             | 2024-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.2% 07-15-48                                                               | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    636000 | PA      | $576352.10      | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | OWL ROCK CAPITAL CORP SR UNSEC 2.875% 06-11-28                                                 | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1464582.88     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                            | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  48446000 | PA      | $45388088.48    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  15160000 | PA      | $10135945.68    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                         | RYAN SPECIALTY GROUP LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  23070000 | PA      | $20820675.00    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29                           | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  11457000 | PA      | $11985224.99    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 1.2% 02-08-28                                                               | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14798075.00    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP SR UNSEC 6.0% 01-15-37                                                             | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3381046.00     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                               | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 8.625% 07-01-25                          | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  13280000 | PA      | $13546131.20    | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                                    | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |  35247000 | PA      | $29931399.93    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                         | ARETEC ESCROW ISSUER INC 144A LIFE SR UNSEC 7.5% 04-01-29                                      | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51178000 | PA      | $45487518.18    | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | ANTERO RESOURCES CORP 144A LIFE SR UNSEC 5.375% 03-01-30                                       | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48558.38       | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ATKORE INC                                                                       | ATKORE INC 144A LIFE SR UNSEC 4.25% 06-01-31                                                   | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |  12215000 | PA      | $10733625.88    | 0.01%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.05% 08-18-29                                                              | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5704332.40     | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP AND SUPERIOR GENERAL PARTNER INC                                | SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29                                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3825000 | PA      | $3385679.63     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                        | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2102418.53     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                            | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  17500000 | PA      | $18119062.50    | 0.01%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 5.3% 02-01-28                                                          | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12985232.00    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERGY CO PJSC                                                | ABU DHABI NATIONAL ENERGY CO PJSC 144A LIFE SR UNSEC 4.375% 06-22-26                           | CUSIP: 00388WAC5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $199948.00      | 0.00%             | 2026-06-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP                                                                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   6729711 | NS      | $275581665.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP SR UNSEC 5.1% 09-01-40                                                             | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2190685.13     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SUB 3.071% 08-15-24                                                        | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2475167.70     | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | EMIRATE OF ABU DHABI 144A LIFE 2.5% 04-16-25                                                   | CUSIP: 29135LAG5<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   7800000 | PA      | $7514169.00     | 0.01%             | 2025-04-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.25% 12-31-24                                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $249976875.00   | 0.21%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.95% 06-15-28                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3184489.60     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                         | ENEL SPA 144A LIFE SUB (H) 8.75% 09-24-73/23                                                   | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |  37337000 | PA      | $37655036.57    | 0.03%             | 2073-09-24      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25                                      | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  27917000 | PA      | $26563835.09    | 0.02%             | 2025-02-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23                                     | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21815000 | PA      | $21798180.64    | 0.02%             | 2023-02-10      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.875% 12-31-27                                                               | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 245000000 | PA      | $247739149.00   | 0.20%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.875% 01-15-26                                                               | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 235671000 | PA      | $235615758.72   | 0.19%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.5% 09-01-30                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20534000 | PA      | $18417149.94    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                                | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                             | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |  31175000 | PA      | $26069470.25    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | TREASURY NOTE 3.5% 01-31-28                                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 486232300 | PA      | $483894154.74   | 0.40%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                                      | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1833600 | PA      | $1706217.90     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |  37385000 | PA      | $31817999.65    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $892960.05      | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                                  | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1197357 | PA      | $1115842.14     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                                  | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32834119 | PA      | $31587308.99    | 0.03%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30                                                     | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $574760.24      | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                         | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409248.90      | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                  | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19846751 | PA      | $19124944.39    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0145 03-01-57                                                                     | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15528050 | PA      | $14659752.42    | 0.01%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $907793.06      | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 1.15% 06-10-25                                                   | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12367000 | PA      | $11412873.58    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |  35800000 | PA      | $34862398.00    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 5.75% 05-15-24                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4272333.36     | 0.00%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                  | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31430130 | PA      | $29333331.60    | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8283 11-01-52                                                                  | CUSIP: 3132DWFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    330640 | PA      | $289947.45      | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                             | VENATOR FINANCE SARL 144A LIFE SR SEC 1ST LIEN 9.5% 07-01-25                                   | CUSIP: 9226ALAA2<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |  27717000 | PA      | $22035015.00    | 0.02%             | 2025-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FINANCE PLC 144A LIFE SR SEC 1ST LIEN 4.5% 08-15-30                       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |  26070000 | PA      | $22519657.05    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4887 11-01-52                                                                  | CUSIP: 31418END8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    441189 | PA      | $387091.81      | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7830 07-01-52                                                                  | CUSIP: 3140MMVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140587 | PA      | $123314.35      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VERISIGN INC SR UNSEC 2.7% 06-15-31                                                            | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2598096.94     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |  63530000 | PA      | $64207865.10    | 0.05%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6411 11-01-51                                                                  | CUSIP: 3133KNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136882 | PA      | $120236.77      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1629 04-01-52                                                                  | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3984710 | PA      | $3497144.70     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.25% 07-15-29                                                             | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4946448 | PA      | $4635169.00     | 0.00%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 02-15-50                                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $14252856.00    | 0.01%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW7323 06-01-52                                                                  | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1992860 | PA      | $1749003.84     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8966 03-01-52                                                                  | CUSIP: 3133B66B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9976791 | PA      | $8753626.68     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.5% 02-15-30                                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31651000 | PA      | $27779471.84    | 0.02%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 04-30-27                                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $963169.60      | 0.00%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8218 06-01-52                                                                  | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380786 | PA      | $320828.08      | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QE2346 05-01-52                                                                  | CUSIP: 3133BBTB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    839045 | PA      | $706605.39      | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 21-5 A1 144A FRN 11-26-66                                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2863776 | PA      | $2487002.88     | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE0768 04-01-52                                                                  | CUSIP: 3133B9Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8711148 | PA      | $8179001.18     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA7065 03-01-52                                                                  | CUSIP: 3133KNZ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    863000 | PA      | $727450.14      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3394 04-01-52                                                                  | CUSIP: 3140QNXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21571337 | PA      | $18186298.36    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE9564 09-01-52                                                                  | CUSIP: 3133BKTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     44101 | PA      | $42630.57       | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE6590 08-01-52                                                                  | CUSIP: 3133BGKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22818 | PA      | $22059.11       | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2613 01-01-52                                                                  | CUSIP: 3140QM3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135165 | PA      | $113998.67      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2852 11-01-51                                                                  | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    183819 | PA      | $155174.53      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA4920 02-01-53                                                                  | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1299870 | PA      | $1336749.91     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA8029 09-01-52                                                                  | CUSIP: 3133KP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26336 | PA      | $22186.75       | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4189 12-01-41                                                                  | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121101 | PA      | $120284.58      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.158% 06-01-26                             | CUSIP: 38122NC59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $1984833.90     | 0.00%             | 2026-06-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU8729 06-01-52                                                                  | CUSIP: 3140MAVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50108 | PA      | $42246.16       | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNGT 01-T10 A1 7.0% 12-25-41                                                                   | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    109593 | PA      | $113407.79      | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | NY ST DORM DASNY PIT TAXABLE 21C 1.748% 03-15-28                                               | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   7675000 | PA      | $6818769.33     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | ILLINOIS TOOL WORKS INC                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    399000 | NS      | $94179960.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL2745 03-01-42                                                                  | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    846610 | PA      | $840902.53      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4154 11-01-41                                                                  | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106731 | PA      | $106011.43      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                  | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |    117000 | NS      | $42138771.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MYT HOLDING LLC                                                                  | MYT HOLDINGS LLC PFD SERIES A 10.0% 6-6-29                                                     | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1427896 | NS      | $1356501.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.2015% 01-19-23/01-19-33 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-98872.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.1205% 01-20-23/01-20-33 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $623233.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TISCO FINANCIAL GROUP PCL                                                        | TISCO FINANCIAL GROUP PCL FR                                                                   | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |  10000000 | NS      | $31274355.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USH3 03-22-23                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       686 | NC      | $2012834.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE INC                                                                          | BCE INC                                                                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |  10984188 | NS      | $519263030.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                                                    | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |  29787186 | NS      | $1049956050.81  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    207530 | NS      | $7720116.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                    | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2441552 | PA      | $2243297.76     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-B                                                          | CPS 19-B D 144A 3.69% 03-17-25/12-15-22                                                        | CUSIP: 22412AAD5<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |     95141 | PA      | $95059.28       | 0.00%             | 2025-03-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                      | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091000 | PA      | $4051902.31     | 0.00%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERGY CO PJSC                                                | ABU DHABI NATIONAL ENERGY CO PJSC 144A LIFE SR UNSEC 4.375% 04-23-25                           | CUSIP: 00388WAF8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   5800000 | PA      | $5775483.40     | 0.00%             | 2025-04-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.95% 07-01-24                                  | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |  22645000 | PA      | $21950681.66    | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | ANTERO RESOURCES CORP 144A LIFE SR UNSEC 7.625% 02-01-29                                       | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5258317.03     | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                                              | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  12254000 | PA      | $10295185.85    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24                                             | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  25275000 | PA      | $23654316.45    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  48325000 | PA      | $42705769.00    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                       | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                            | CUSIP: 00840KAA7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  20131000 | PA      | $20835585.00    | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24/23                                                | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21775000 | PA      | $21318312.93    | 0.02%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3392539.80     | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 4.5% 08-15-32                                                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12233338.40    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                                | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  17500000 | PA      | $17710805.00    | 0.01%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.625% 10-01-29                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $1927607.23     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.6% 10-15-32                                                       | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $27686288.00    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 11-01-28                                          | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3846860.00     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                     | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2106178.27     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  22520000 | PA      | $19546459.20    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                       | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8038800.00     | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 01-10-28                                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7931000 | PA      | $6727034.55     | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENTERTAINMENT                                                   | MOHEGAN TRIBAL GAMING AUTHORITY 144A LIFE SR SEC 1ST LIEN 8.0% 02-01-26                        | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   8440000 | PA      | $8028929.80     | 0.01%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP SR UNSEC 2.921% 03-17-52                                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4594356.00     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                        | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                                  | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2442186.00     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                                      | MIDWEST GAMING BORROWER LLC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-29                          | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |  13870000 | PA      | $12155834.44    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9869000 | PA      | $8866585.93     | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26                                     | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4699154.25     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                             | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |  16520000 | PA      | $16477163.64    | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  34891000 | PA      | $30743157.92    | 0.03%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 3.625% 03-19-50                                                           | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $2732537.41     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                               | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $12168633.60    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $7963408.50     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 9.25% 04-15-25                                        | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |  23525000 | PA      | $24167703.00    | 0.02%             | 2025-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.5% 07-15-27                                             | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4857243.90     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                               | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   5254000 | PA      | $5011869.41     | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                          | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $13334087.20    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERITAS US INC                                                                   | VERITAS US INC 144A LIFE SR SEC 1ST LIEN 7.5% 09-01-25                                         | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |   6665000 | PA      | $4405591.66     | 0.00%             | 2025-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                 | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  24344000 | PA      | $21490152.88    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                    | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  11150000 | PA      | $8768203.90     | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 2.659% 05-24-31                                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9162000 | PA      | $7702630.83     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 3.771% 05-24-61                                                          | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5180000 | PA      | $3543016.40     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GLOBAL SF 4.5% 01-19-63                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2065000 | PA      | $1547440.79     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.875% 01-15-29                                                                | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70742400 | PA      | $68858280.00    | 0.06%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02676 08-01-41                                                                      | CUSIP: 3132GF6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    307112 | PA      | $308926.04      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4840 12-01-52                                                                  | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5074048 | PA      | $5016330.30     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT6033 11-01-51                                                                  | CUSIP: 3140LUV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1838717 | PA      | $1616336.77     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT7819 05-01-52                                                                  | CUSIP: 3140LWVM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2109674 | PA      | $1920084.05     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF4090 11-01-52                                                                  | CUSIP: 3133BRRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    718399 | PA      | $721805.87      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT4304 08-01-51                                                                  | CUSIP: 3140LSYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4781105 | PA      | $4196466.68     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5855 09-01-51                                                                  | CUSIP: 3133KMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1365124 | PA      | $1199373.04     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6225 09-01-51                                                                  | CUSIP: 3133AQ4J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997775 | PA      | $876171.41      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6989 03-01-52                                                                  | CUSIP: 3133KNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997927 | PA      | $908213.23      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                                       | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $527831.36      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-INV1                                           | JPMMT 20-INV1 A3 144A FRN 08-25-50                                                             | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    619490 | PA      | $563127.20      | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                  | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3928000 | PA      | $3443386.93     | 0.00%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |   3572509 | NS      | $298983278.21   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP                                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |  11245400 | NS      | $222533074.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        | 106375733 | NS      | $10636509518.67 | 8.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   5263730 | NS      | $1304404931.30  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                                    | BHP GROUP LTD CDI                                                                              | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   3324467 | NS      | $116299405.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5310000 | NS      | $168539400.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |    379347 | NS      | $288004035.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                                               | COTERRA ENERGY INC                                                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   9670000 | NS      | $242040100.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                        | CUBESMART (REIT)                                                                               | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |   3927254 | NS      | $179828960.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA                                                                                      | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    875000 | NS      | $47884693.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A C 144A 2.13% 08-20-27/26                                                           | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $475688.22      | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                                               | CARMX 19-2 C 3.16% 02-18-25/04-17-23                                                           | CUSIP: 14316LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $445476.15      | 0.00%             | 2025-02-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4689351.84     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25                                               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8887421.30     | 0.01%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                   | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.772% 11-10-50                                        | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2106151.51     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  22590000 | PA      | $21498406.02    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.15% 11-15-25                                                           | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    954000 | PA      | $912521.99      | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.984% 09-25-50                                                      | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7549000 | PA      | $5322445.10     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25                                   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  22225000 | PA      | $19536797.35    | 0.02%             | 2026-06-05      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.5% 10-01-29                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  32421000 | PA      | $30463095.81    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                               | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25                                    | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10675000 | PA      | $9862120.10     | 0.01%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                                         | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3150000 | PA      | $2948828.40     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                               | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  22866000 | PA      | $19466168.79    | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                        | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                                   | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  26405000 | PA      | $25740914.25    | 0.02%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                  | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.375% 02-01-31                             | CUSIP: 226373AT5<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |  14441000 | PA      | $14546780.33    | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |  14638000 | PA      | $14928564.30    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 5.875% 10-15-25                                           | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1168645.40     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29                                     | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  22045000 | PA      | $19363887.10    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 01-15-31                                    | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  21700000 | PA      | $18383979.60    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 0.833% 06-15-24                                                   | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1575025.95     | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.584% 03-18-24                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3260192.08     | 0.00%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31                                          | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3581895.00     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                          | GRAND CANYON UNIVERSITY SR UNSEC SF 3.25% 10-01-23                                             | CUSIP: 38528UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234375.00     | 0.00%             | 2023-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                          | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                            | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4602500.00     | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                      | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.25% 11-07-27                                      | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |  18900000 | PA      | $16628654.70    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.0% 05-01-26                                         | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  49786000 | PA      | $49354106.45    | 0.04%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JP MORGAN CHASE PFD SERIES S PRP JR SUB (H) 6.75% 12-31-79/02-01-24                            | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25901000 | PA      | $26178270.21    | 0.02%             | 2049-12-31      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.54% 05-01-28/27                                                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331610.65      | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                     | JELD-WEN INC 144A LIFE SR UNSEC 4.875% 12-15-27                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  14345000 | PA      | $11739948.00    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.7% 04-15-48                                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5147000 | PA      | $4450024.14     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSEC 3.95% 03-30-28                                                   | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   6437000 | PA      | $6212348.70     | 0.01%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS PLC                                                        | MERLIN ENTERTAINMENTS LTD 144A LIFE SR SEC 1ST LIEN 5.75% 06-15-26                             | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   7210000 | PA      | $6871879.84     | 0.01%             | 2026-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                            | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   5178000 | PA      | $3631838.84     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                                     | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7953240.00     | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                               | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11030000 | PA      | $8961533.07     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5464198.13     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | OWL ROCK CAPITAL CORP SR UNSEC 4.0% 03-30-25                                                   | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    449000 | PA      | $430849.62      | 0.00%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP II                                                         | OWL ROCK CAPITAL CORP II 144A LIFE SR UNSEC 4.625% 11-26-24                                    | CUSIP: 69121DAA8<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   9285000 | PA      | $8898595.44     | 0.01%             | 2024-11-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                             | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  44090000 | PA      | $35979424.05    | 0.03%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    754000 | PA      | $645040.21      | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  14185000 | PA      | $11348000.00    | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                 | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $2977128.43     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC TL (SOFR+525) (FLR 1.5) 6.75% 07-15-25                                     | CUSIP: 25365TAF9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | LON              | CORP              | US        |  29613734 | PA      | $19248927.23    | 0.02%             | 2025-07-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC TL 1ST LIEN (L+500)(FLR 0.75) 9.56971% 08-02-27                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  12797750 | PA      | $12609776.65    | 0.01%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                       | DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-12-26                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6472553 | PA      | $5427883.17     | 0.00%             | 2026-11-12      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.5 G04553 09-01-38                                                                      | CUSIP: 3128M6MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262505 | PA      | $277699.42      | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BN1085 01-01-34                                                                  | CUSIP: 3140JHF32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8170 | PA      | $8154.46        | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AL8347 03-01-29                                                                  | CUSIP: 3138ETHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144962 | PA      | $144085.12      | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 950991 10-01-37                                                                  | CUSIP: 31413N7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249392 | PA      | $259241.41      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7503 08-01-49                                                                  | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3658097 | PA      | $3507559.39     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD0045 11-01-48                                                                  | CUSIP: 3132DMBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17887828 | PA      | $18099691.94    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888637 09-01-37                                                                  | CUSIP: 31410GHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    921286 | PA      | $973728.81      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZN3568 02-01-49                                                                  | CUSIP: 3131Y96D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7623 | PA      | $7561.59        | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA4756 12-01-49                                                                  | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22311046 | PA      | $20652175.40    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                                  | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5487991 | PA      | $5411076.58     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                                  | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14670368 | PA      | $14052026.53    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  30322593 | PA      | $26892744.22    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM7873 07-01-51                                                                  | CUSIP: 3140XBXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13074655 | PA      | $11044906.25    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9672 12-01-51                                                                  | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    753759 | PA      | $661806.56      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8262 09-01-52                                                                  | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2899951 | PA      | $2543062.77     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9700 06-01-52                                                                  | CUSIP: 3140MPX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1754244 | PA      | $1538822.92     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8422 08-01-51                                                                  | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    543270 | PA      | $478063.46      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD9278 04-01-52                                                                  | CUSIP: 3133B7JX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4653541 | PA      | $4373928.42     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3995 03-01-52                                                                  | CUSIP: 3140QPNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9978723 | PA      | $8756259.77     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3744 03-01-52                                                                  | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7733591 | PA      | $6786164.30     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1214 04-01-52                                                                  | CUSIP: 3140XGK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3174473 | PA      | $2785723.46     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8263 11-01-52                                                                  | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1373913 | PA      | $1249722.50     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6608 02-01-52                                                                  | CUSIP: 3133KNKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2799543 | PA      | $2546609.95     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB8797 02-01-51                                                                  | CUSIP: 3133AFX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40101 | PA      | $35437.39       | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ6558 09-01-51                                                                  | CUSIP: 3140KSJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1858435 | PA      | $1635393.14     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV7200 04-01-52                                                                  | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    505629 | PA      | $460082.05      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                                  | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1559195 | PA      | $1565272.49     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 13-M14 A2 (MF) 3.329% 10-25-23                                                             | CUSIP: 3136AHAG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2863432 | PA      | $2813290.74     | 0.00%             | 2023-10-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 02-W1 2A FRN 02-25-42                                                                      | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    227355 | PA      | $224469.28      | 0.00%             | 2042-02-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                       | FORTESCUE METALS GROUP LTD                                                                     | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   7995309 | NS      | $126828934.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                         | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $888213.52      | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BE3194 150K MAX 01-20-48                                                              | CUSIP: 3617BWRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1230381 | PA      | $1203118.09     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 TBA 02-01-53                                                                          | CUSIP: 21H022622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10441000 | PA      | $9310740.87     | 0.01%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 TBA 03-01-53                                                                          | CUSIP: 21H020634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  60300000 | PA      | $52180725.60    | 0.04%             | 2053-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                             | HAWT 21-INV1 A3 144A FRN 07-25-51                                                              | CUSIP: 44590HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1279410 | PA      | $1074068.92     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.0% 06-01-46                              | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3915000 | PA      | $3644352.14     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                   | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3960537.48     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.725% 04-01-35                                                  | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4724212.50     | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |  18343031 | NS      | $502782479.71   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    709449 | NS      | $51541469.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1200000 | NS      | $62664000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                           | CITIGROUP CAP XIII PFD TRUPS FRN 10-30-40                                                      | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2245277 | NS      | $64484355.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC                                                                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   4527100 | NS      | $168362849.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                                        | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                                            | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |   8237210 | PA      | $8185027.15     | 0.01%             | 2030-01-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                                   | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |  14076000 | PA      | $13317725.88    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25                                              | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   4315000 | PA      | $4396018.44     | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                             | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                         | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |   6974000 | PA      | $6723961.18     | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 03-01-28                                                              | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $955636.20      | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.4% 07-15-44                                       | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  13090000 | PA      | $10878352.87    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.04% 05-01-27                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22445000 | PA      | $22679572.70    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.625% 02-01-31                                                             | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4263361.80     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 02-15-29                                         | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $516083.56      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31                                        | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  17603000 | PA      | $7986921.18     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.625% 12-15-25                                    | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10281000 | PA      | $10455417.17    | 0.01%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                                           | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3594396.00     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.5% 04-15-24                                                      | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1572294.64     | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   4463000 | PA      | $3685357.95     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                             | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26963000 | PA      | $24735101.24    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                                            | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  33910000 | PA      | $32308668.07    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  23185000 | PA      | $19855865.85    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION III                                                 | OWL ROCK CAPITAL CORP III SR UNSEC 3.125% 04-13-27                                             | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |  14490000 | PA      | $12329222.22    | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.8% 04-07-25                                         | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4469783.20     | 0.00%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                    | INTERSTATE POWER AND LIGHT CO SR UNSEC 3.25% 12-01-24                                          | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3161037.75     | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AD3149 04-01-25                                                                  | CUSIP: 31418QQB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34279 | PA      | $34708.11       | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KEYCORP                                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   7620000 | NS      | $146227800.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.569% 02-01-29                                    | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3356774.97     | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9262500.00     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2285000 | NS      | $297072850.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  41845000 | PA      | $39867823.75    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22719000 | PA      | $20058832.29    | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25                                           | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5279534.40     | 0.00%             | 2026-02-05      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                     | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36739000 | PA      | $26981378.77    | 0.02%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5333328.00     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $3493012.86     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                      | MALLINCKRODT INTERNATIONAL FINANCE SA 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-25                 | CUSIP: 561233AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  12820000 | PA      | $11202103.18    | 0.01%             | 2025-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25                                             | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361189.07      | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  20959000 | PA      | $18524402.56    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  25980000 | PA      | $24029941.20    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                       | MUELLER WATER PRODUCTS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                    | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4538354.52     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26                                         | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13000000 | PA      | $11508588.00    | 0.01%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                          | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3131097.53     | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12131450.66    | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27                                                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4971946.70     | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9295000 | PA      | $8646915.42     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                               | SALLY HOLDINGS LLC SR UNSEC 5.625% 12-01-25                                                    | CUSIP: 79546VAL0<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $13887343.36    | 0.01%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 2.875% 09-23-23                            | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   1759000 | PA      | $1732956.25     | 0.00%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.75% 08-15-28                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3340096.20     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29                                                   | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $2873840.15     | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.875% 09-30-26                                                               | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5558000 | PA      | $5014331.45     | 0.00%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 10-15-26                                                                | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32684700 | PA      | $31090050.00    | 0.03%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.125% 10-31-26                                                               | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1963000 | PA      | $1784383.29     | 0.00%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 11-15-41                                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11924000 | PA      | $9055034.33     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 08-15-52                                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 627855000 | PA      | $554259657.68   | 0.46%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 1.625% 10-15-27                                                                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75375000 | PA      | $76399650.00    | 0.06%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.625% 05-15-31                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31156000 | PA      | $27092269.95    | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.375% 05-15-51                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2224000 | PA      | $1718458.56     | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK UNSEC 0.75% 10-26-26                                                          | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   9910000 | PA      | $8847182.23     | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP                                 | ASCENT RESOURCES-UTICA LLC TL 144A 2ND LIEN (L+9.00) (FLR 1.0) 10.0% 11-01-25                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6827000 | PA      | $7253687.50     | 0.01%             | 2025-11-01      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| ASCENSUS INC                                                                     | ASCENSUS INC TL (L+650)(FLR 0.5) 11.31250% 08-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6070000 | PA      | $5412418.69     | 0.00%             | 2029-08-02      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| ASSOCIATED MATERIALS INC                                                         | ASSOCIATED MATERIALS INC TL-B 1ST LIEN (TSFR3M+600)(FLR 0.5) 10.56144% 03-08-29                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  29850000 | PA      | $25820250.00    | 0.02%             | 2029-03-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| KANTAR GROUP LTD                                                                 | KANTAR GROUP TL-B2 1ST LIEN (L+450) (FLR 0.75) 9.22986% 12-04-26                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   6300250 | PA      | $5969486.88     | 0.00%             | 2026-12-04      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                               | TIBCO SOFTWARE INC TL-A 1ST LIEN (L+450) 9.18023% 09-29-28                                     | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |  19930000 | PA      | $18335600.00    | 0.02%             | 2028-09-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY CORP TL-B 1ST LIEN (L+375) 7.82143% 07-08-26                                      | CUSIP: 87422LAM2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |  29286131 | PA      | $29798638.00    | 0.02%             | 2026-07-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2 INC                                                       | TRUCK HERO INC TL-B 1ST LIEN (L+375) (FLR 0.75) 8.31971% 01-31-28                              | CUSIP: 89778PAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13748111 | PA      | $12408618.65    | 0.01%             | 2028-01-31      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 10.03186% 05-03-27                                       | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |  15044189 | PA      | $14484725.87    | 0.01%             | 2027-05-03      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                             | VENATOR FINANCE SARL TL 1ST LIEN (L+300) 7.72986% 08-08-24                                     | CUSIP: 92260UAB1<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |   3241447 | PA      | $2597209.71     | 0.00%             | 2024-08-08      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7912 08-01-52                                                                  | CUSIP: 3140MMYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1673038 | PA      | $1466993.35     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW3384 07-01-52                                                                  | CUSIP: 3140MUXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    990368 | PA      | $900958.03      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1360 04-01-52                                                                  | CUSIP: 3133BAQM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    991023 | PA      | $903782.39      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE4001 05-01-52                                                                  | CUSIP: 3133BDNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    989924 | PA      | $900751.38      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE2315 04-01-52                                                                  | CUSIP: 3133BBSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    849270 | PA      | $772836.72      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3984 05-01-52                                                                  | CUSIP: 3133BDM93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2995231 | PA      | $2725423.83     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD7918 03-01-52                                                                  | CUSIP: 3133B5YP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    835937 | PA      | $760815.88      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0002 07-01-52                                                                  | CUSIP: 3140MRAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    681420 | PA      | $597669.12      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV8166 04-01-52                                                                  | CUSIP: 3140MNCC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    753770 | PA      | $661473.93      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8301 02-01-53                                                                  | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42800 | PA      | $44014.32       | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24                                                 | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2633000 | PA      | $2621499.06     | 0.00%             | 2024-08-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP D 144A FRN (TSFRM1+160.69) 07-15-24                                               | CUSIP: 36269CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2032000 | PA      | $1984741.78     | 0.00%             | 2024-08-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                                      | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1569000 | PA      | $1254729.30     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 HT FRN% 06-25-57                                                                     | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1737609 | PA      | $1614116.90     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 02-01-53                                                                     | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21992545 | PA      | $20630436.73    | 0.02%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | BOSTON SCIENTIFIC CORPORATION CV PFD SER A 5.5% 06-01-23                                       | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |    449460 | NS      | $51296869.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                                         | DIGITAL REALTY TRUST INC (REIT)                                                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   2128065 | NS      | $243918810.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                                       | AESOP 17-2A A 144A 2.97% 03-20-24/23                                                           | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $957978.23      | 0.00%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                       | CFMT 18-RM2 A 144A FRN 10-25-68/23                                                             | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1115464 | PA      | $1086192.28     | 0.00%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                            | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                                      | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870167 | PA      | $1846385.55     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 22-A A2 4.263% 06-01-36                                                                   | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4926000 | PA      | $4757575.13     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A LIFE SR SEC 1ST LIEN 5.5% 04-15-24                  | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   9890000 | PA      | $9894549.40     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 3.875% 12-15-23                                     | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3801894.25     | 0.00%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41075000 | PA      | $35144796.88    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                    | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4421000 | PA      | $4429024.12     | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  17870000 | PA      | $16509020.80    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                             | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3418680.00     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                   | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                         | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   7219000 | PA      | $5641727.91     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 5.0% 04-15-26                                               | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917070.00     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 144A LIFE SR UNSEC 5.75% 04-01-30                                        | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26335000 | PA      | $24987833.08    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EMERA INC                                                                        | EMERA INC SUB (H) 6.75% 06-15-76/26                                                            | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  36024000 | PA      | $35515449.19    | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                      | EMBARQ CORP SR UNSEC 7.995% 06-01-36                                                           | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55817000 | PA      | $27022963.30    | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                       | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $3910132.18     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                           | ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 4.375% 03-31-29                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |  14640000 | PA      | $12732774.00    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                 | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $1744328.16     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 02-26-27                                        | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18361000 | PA      | $16488141.28    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                       | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5009000 | PA      | $4247952.58     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 2.375% 07-15-31                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $247992.76      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LABL ESCROW ISSUER LLC                                                           | LABL INC 144A LIFE SR UNSEC 10.5% 07-15-27                                                     | CUSIP: 50168AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7095000 | PA      | $6758909.85     | 0.01%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| NEIMAN MARCUS GROUP LTD LLC                                                      | NMG HOLDING CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 04-01-26                                   | CUSIP: 62929RAC2<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $6665508.58     | 0.01%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                                                         | NCR CORP 144A LIFE SR UNSEC 5.125% 04-15-29                                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $12824191.80    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  46990000 | PA      | $44090717.00    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  16225000 | PA      | $14924452.68    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.7% 08-15-35                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2999103.40     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA SUB 4.375% 08-04-25                                                   | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $8831853.00     | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 7.75% 10-01-27                                                 | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $8299919.25     | 0.01%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 5.875% 03-15-28                                                             | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12489815.00    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.821% 01-26-34/33                                                  | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   7832000 | PA      | $7878294.95     | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T               | JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28                                                | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4858000 | PA      | $4157214.07     | 0.00%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3611 03-01-34                                                                  | CUSIP: 31418DAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58929 | PA      | $58850.24       | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87892 08-01-39                                                                      | CUSIP: 312934XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511335 | PA      | $528683.51      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0957 03-01-52                                                                  | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67879 | PA      | $61800.35       | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 AB2470 03-01-41                                                                  | CUSIP: 31416XW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15294 | PA      | $15513.24       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AC0479 09-01-39                                                                  | CUSIP: 31417JQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    240450 | PA      | $250491.09      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3058 12-01-51                                                                  | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5846885 | PA      | $5129513.13     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3347 11-01-51                                                                  | CUSIP: 3140M4WH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    998085 | PA      | $876122.87      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0170 04-01-52                                                                  | CUSIP: 3133B9FK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    978667 | PA      | $858757.75      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8224 07-01-52                                                                  | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59797 | PA      | $52461.16       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW1310 11-01-52                                                                  | CUSIP: 3140MSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6715332 | PA      | $6491395.87     | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF1489 10-01-52                                                                  | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1997065 | PA      | $1930466.57     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT0971 05-01-51                                                                  | CUSIP: 3140LPCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1703876 | PA      | $1498586.21     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU3800 12-01-51                                                                  | CUSIP: 3140M5GJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170959 | PA      | $144240.11      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5192 05-20-48                                                                       | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4115896 | PA      | $4049214.21     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO AGM 18A 5.0% 12-01-28                                                        | CUSIP: 167505UD6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    650000 | PA      | $706765.15      | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.332% 06-01-27                             | CUSIP: 38122NC67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3010000 | PA      | $2702989.03     | 0.00%             | 2027-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.16253% 01-24-23/01-24-25 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-669203.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORP                                                             | REGENCY CENTERS CORP (REIT)                                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |   4238000 | NS      | $282377940.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | REGIONS FINANCIAL CORP                                                                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |  10069900 | NS      | $237045446.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   6991551 | NS      | $698106367.35   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                           | SGS SA                                                                                         | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |     70186 | NS      | $171097753.77   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                                     | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8086115 | PA      | $6873941.49     | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 11.0% 12-01-24                                | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3011743.48     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1955996.46     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                   | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |  16496790 | PA      | $12965157.20    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $9146128.03     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                             | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2736249.11     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 02-01-35                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $385594.55      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                      | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8308000 | PA      | $7830273.38     | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                      | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  13160000 | PA      | $10327152.08    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                            | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1874043.88     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.625% 03-15-27                                                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  21210000 | PA      | $18802983.15    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 144A LIFE SR SEC 1ST LIEN 3.5% 05-01-26                        | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $9919649.00     | 0.01%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                   | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  16351000 | PA      | $12376546.08    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19415000 | PA      | $16090569.55    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CONSOLIDATED EDISON CO OF NEW YORK INC SR UNSEC 3.6% 06-15-61                                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   8390000 | PA      | $6544770.52     | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25                      | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15596005.60    | 0.01%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27                     | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8387000 | PA      | $8051159.36     | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                             | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  15096000 | PA      | $13896064.25    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  33830000 | PA      | $30657422.60    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 2.65% 09-15-40                                          | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $8979007.38     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 2.65% 08-15-30                                                                | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8351000 | PA      | $7128530.51     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  14439000 | PA      | $12862448.91    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.428% 03-15-24                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  20413000 | PA      | $19983326.76    | 0.02%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.755% 03-15-27                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  20795000 | PA      | $19500303.30    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.08% 04-19-28/27                                  | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $7709512.00     | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |  19985000 | PA      | $18608533.13    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | OWL ROCK CAPITAL CORP SR UNSEC 2.625% 01-15-27                                                 | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $17795371.80    | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                         | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8107000 | PA      | $7122648.06     | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   3800000 | PA      | $3688211.60     | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 10.0% 04-15-27                                  | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   9612000 | PA      | $9818119.73     | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                                       | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  18880000 | PA      | $18642112.00    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 144A LIFE SR SEC 1ST LIEN 4.75% 07-15-31                            | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1068000 | PA      | $909493.85      | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.35% 02-01-25                                         | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   9602000 | PA      | $9180904.29     | 0.01%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.188% 04-30-26/25                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $8798901.65     | 0.01%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.875% 05-15-49                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $21544635.00    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.625% 11-30-26                                                               | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18517200.00    | 0.02%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 0.5% 08-31-27                                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8686939.00     | 0.01%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.25% 08-31-25                                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32594000 | PA      | $29656367.97    | 0.02%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                                  | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9998770 | PA      | $9847819.00     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA9302 02-01-51                                                                  | CUSIP: 3140QHKQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  43840524 | PA      | $41100622.39    | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8968 02-01-51                                                                  | CUSIP: 3140QG6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    782984 | PA      | $720447.38      | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7740 06-01-51                                                                  | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2811822 | PA      | $2470278.75     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9578 04-01-52                                                                  | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2988566 | PA      | $2622194.83     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA8251 04-01-52                                                                  | CUSIP: 3133KQEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1837065 | PA      | $1671964.68     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3120 03-01-52                                                                  | CUSIP: 3140QNPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159071 | PA      | $144695.48      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD9576 04-01-52                                                                  | CUSIP: 3133B7T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    872541 | PA      | $793674.38      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                            | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15628000 | PA      | $13738340.38    | 0.01%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                          | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5645000 | PA      | $4732463.17     | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9616000 | PA      | $9390177.86     | 0.01%             | 2038-11-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 4.95% 06-01-23                                                               | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3880909 | PA      | $3880676.20     | 0.00%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                               | WI PFA TAXABLE SF 4.95% 03-01-34                                                               | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  22720000 | PA      | $21048489.60    | 0.02%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC (REIT)                                                                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |  12761822 | NS      | $696540244.76   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.16653% 01-24-23/01-24-33 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $218714.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |   9625253 | NS      | $261076532.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |  11754129 | NS      | $786703853.97   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVH3 03-31-23                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     20683 | NC      | $12174091.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                                     | WP CAREY INC (REIT)                                                                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |   1820000 | NS      | $155664600.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                      | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |   1782129 | NS      | $881396305.16   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                   | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5915679 | NS      | $418711759.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                        | APTIV PLC CV PFD SER A 5.50% 06-15-23                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IE        |    224000 | NS      | $28221760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 A3 4.11% 08-17-26/09-16-24                                                          | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8984000 | PA      | $8887916.12     | 0.01%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 C 4.74% 10-15-28/02-17-26                                                           | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2374000 | PA      | $2349550.17     | 0.00%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                       | STRAS 22-3 B CLO 144A FRN (TSFR3M+305) 10-20-31                                                | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5706000 | PA      | $5699038.68     | 0.00%             | 2031-10-20      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30                                                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4704280.00     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27                                                  | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9100810.00     | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9109760.00     | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7263 01-01-52                                                                  | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1979258 | PA      | $1737533.16     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU8905 04-01-52                                                                  | CUSIP: 3140MA3P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43810 | PA      | $38459.41       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSEC 5.0% 04-20-48                                                  | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420894.50     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3812739.05     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.125% 06-15-28                                | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14435000 | PA      | $13611295.60    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  20750000 | PA      | $19130026.75    | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 4.25% 02-15-30                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4403483.76     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.0% 10-01-27                                                      | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1821113.90     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.125% 05-12-23                     | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990104.00     | 0.00%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.35% 05-13-25                      | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6326000 | PA      | $6095240.17     | 0.01%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3369 04-01-52                                                                  | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29064176 | PA      | $27287860.70    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE6051 07-01-52                                                                  | CUSIP: 3133BFWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134131 | PA      | $129672.07      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 735228 02-01-35                                                                  | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88999 | PA      | $93217.96       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                             | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |    246000 | NS      | $86326458.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)                                                | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     25913 | NS      | $155478.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (180 DAY LOCK UP) (USD)                                                | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |  25683200 | NS      | $2.57           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 3.75% 02-15-28                                                       | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5094000 | PA      | $4631062.37     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 13.5% 06-30-25              | CUSIP: 21038MAP8<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |   8658609 | PA      | $8658609.00     | 0.01%             | 2025-06-30      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                 | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4202058.50     | 0.00%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                                  | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   6710000 | PA      | $5717825.85     | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                         | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                          | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |  36675000 | PA      | $33454935.00    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                              | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  45450000 | PA      | $45402277.50    | 0.04%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 3.125% 09-15-31                                                             | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  20755000 | PA      | $17001333.72    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $4376642.97     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24                                               | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19307580.00    | 0.02%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.875% 03-15-28                                                             | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  30745000 | PA      | $31748209.35    | 0.03%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                               | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  22500000 | PA      | $22794997.50    | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26                                                | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19896000 | PA      | $19976936.93    | 0.02%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 02-01-29                                                | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9034000 | PA      | $9035264.76     | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  59080000 | PA      | $56202213.20    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 4.15% 12-01-44                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1878908.58     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26                                      | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10321000 | PA      | $10474690.01    | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.35% 01-31-33                                      | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3969000 | PA      | $4128732.41     | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.75% 05-15-30                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17175000 | PA      | $17823270.38    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GULF POWER COMPANY                                                               | GULF POWER CO SR UNSEC 3.3% 05-30-27                                                           | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575545.20      | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 6.25% 05-15-26                                                      | CUSIP: 37185LAK8<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4307089.50     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                                       | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  16370000 | PA      | $14668616.79    | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                      | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  53703000 | PA      | $43886091.60    | 0.04%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 144A LIFE SR UNSEC 4.125% 11-15-29                                          | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4486838.30     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3001869.73     | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                             | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3221432.68     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                                          | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $9811010.25     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28                                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16075000 | PA      | $16262418.43    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                               | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17890000 | PA      | $15462649.02    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27                                 | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $18109100.00    | 0.01%             | 2027-01-12      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                                                        | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                   | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  22780000 | PA      | $21476870.10    | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 6.35% 01-15-31                                                              | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    837000 | PA      | $890093.42      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.5% 07-15-27                                               | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $14397370.00    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $9250197.00     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.375% 07-15-27                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  34535000 | PA      | $30084543.62    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.75% 01-15-32                                       | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4113927.50     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                             | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6925000 | PA      | $6101008.10     | 0.01%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN AUSTRALIA HOLDINGS LTD                                                    | VIRGIN AUSTRALIA HOLDINGS PTY LTD 144A LIFE SR UNSEC 7.875% 10-15-31                           | CUSIP: 92765YAG2<br>LEI: 254900SNPW6V9967CJ18 | Long             | DBT              | CORP              | AU        |   1750000 | PA      | $9843.75        | 0.00%             | 2031-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                             | VENATOR FINANCE SARL 144A LIFE SR UNSEC 5.75% 07-15-25                                         | CUSIP: 9226APAA3<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |  59725000 | PA      | $21130406.38    | 0.02%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.375% 07-15-25                                                            | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46261490 | PA      | $44772049.85    | 0.04%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-3                                                      | BMIR 19-3A M1B 144A FRN (L+160) 07-25-29                                                       | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    852794 | PA      | $852564.22      | 0.00%             | 2029-07-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                                       | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3146000 | PA      | $2687215.67     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT B 144A FRN (L+95) 09-15-36/23                                                       | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220368 | PA      | $212994.49      | 0.00%             | 2036-09-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                               | BANK 22-BNK40 A4 FRN 03-15-64/02-17-32                                                         | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4590000 | PA      | $4192561.08     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC15                                                 | COMM 14-LC15 AM 4.198% 04-10-47/03-12-24                                                       | CUSIP: 12591TAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $535018.00      | 0.00%             | 2047-04-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41090 06-01-46                                                                      | CUSIP: 3132WEF80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    554301 | PA      | $559461.76      | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                                         | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4449265 | PA      | $4279329.66     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                  | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9580958 | PA      | $9190073.75     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-33 HE PAC 5.5% 04-25-37                                                                 | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    977527 | PA      | $1005599.90     | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                                     | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9027672 | PA      | $8303273.50     | 0.01%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                                      | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6781344 | PA      | $6319839.38     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                                  | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7694143 | PA      | $7554193.86     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                                  | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5613935 | PA      | $5502773.61     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                  | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  68420227 | PA      | $63406666.77    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1194 02-01-52                                                                  | CUSIP: 3140XGKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13181639 | PA      | $12231031.78    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6821 09-01-51                                                                  | CUSIP: 3133ARSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    961548 | PA      | $844355.59      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW8103 09-01-52                                                                  | CUSIP: 3140N1AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5929499 | PA      | $5731761.81     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2099 11-01-51                                                                  | CUSIP: 3140QMKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2375494 | PA      | $2163823.58     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1797 06-01-52                                                                  | CUSIP: 3140MS7K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    533944 | PA      | $485796.94      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6488 12-01-51                                                                  | CUSIP: 3133KNF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    271752 | PA      | $247357.70      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                                   | MWST 21-3 A 144A FRN (L+85) 11-25-55                                                           | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6060000 | PA      | $5871964.26     | 0.00%             | 2055-11-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 02-01-53                                                                     | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  52879512 | PA      | $52235069.39    | 0.04%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH                                                              | GUAM INTL AIRPORT TAXABLE 21A SF 4.46% 10-01-43                                                | CUSIP: 40064REL9<br>LEI: N/A                  | Long             | DBT              | MUN               | GU        |    525000 | PA      | $424049.33      | 0.00%             | 2043-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                                                                | BARRICK GOLD CORP (USD)                                                                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |  28423639 | NS      | $555682142.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC PFD SER J DEP SHRS (1/1000 5.5% FIXED TO FLOAT SER J PFD) PERP NON-CUM | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1200000 | NS      | $29940000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                            | GREAT WEST LIFECO INC                                                                          | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |    179500 | NS      | $4760854.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO DOMINION BANK (THE)                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |   7608387 | NS      | $526419982.13   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                          | BASF SE                                                                                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    604000 | NS      | $34421522.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                      | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8515000 | PA      | $7241666.90     | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 02-01-29                                                | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  10880000 | PA      | $10237318.40    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 6.5% 10-01-25                                                       | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  27824000 | PA      | $27371860.00    | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.272% 09-29-25/24                                            | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1066303.70     | 0.00%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                     | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3632320.00     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |  12455000 | PA      | $11165234.93    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                  | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $3023900.75     | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW8980 10-01-52                                                                  | CUSIP: 3140N16S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23752554 | PA      | $22960429.99    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3177 03-01-52                                                                  | CUSIP: 3140QNQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  53786366 | PA      | $50517230.87    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |  34729531 | PA      | $34729531.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                              | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1600000 | PA      | $1600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                    | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6100000 | PA      | $6100000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                     | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1600000 | PA      | $1600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6100000 | PA      | $6100000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                       | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1678099 | PA      | $1678099.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                               | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1600000 | PA      | $1600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO               | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2200000 | PA      | $2200000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-15

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst