# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-25-041424
**Filing Date:** 2025-6
**Character Count:** 474270
**Document Hash:** c721c6bdd767623f741f166cc1b7d514
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-041424.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001145549-25-041424

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251071030

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Total Return Bond Fund (Series ID: S000012097)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000032983 | Columbia Total Return Bond Fund Class A               | LIBAX           |
| C000032985 | Columbia Total Return Bond Fund Class C               | LIBCX           |
| C000032986 | Columbia Total Return Bond Fund Class R               | CIBRX           |
| C000032987 | Columbia Total Return Bond Fund Institutional Class   | SRBFX           |
| C000121794 | Columbia Total Return Bond Fund Institutional 2 Class | CTBRX           |
| C000122680 | Columbia Total Return Bond Fund Institutional 3 Class | CTBYX           |
| C000255092 | Columbia Total Return Bond Fund - Class S             | SRBAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **b. EDGAR series identifier (if any):** S000012097

- **c. LEI of Series:** 7TUF7LZJ7F8AC48WIE77

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3390010078.00

**Total Liabilities:** $648513658.80

**Net Assets:** $2741496419.20

**Delayed Delivery Securities:** $586653818.51

**Stand-by Commitments:** $891956.66

**Cash Not Reported:** $95955.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 437477.218000000000 | **1-Year:** 30876.632400000000 | **5-Year:** 253861.368400000000 | **10-Year:** 172148.243600000000 | **30-Year:** 1029196.343800000000

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

- **3-Month:** 100672.927800000000 | **1-Year:** 30091.676000000000 | **5-Year:** 346308.500600000000 | **10-Year:** 121599.354800000000 | **30-Year:** 346262.912800000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032983 | 2.62%                | -0.09%               | 1.07%                |
| Class ID C000032985 | 2.56%                | -0.13%               | 0.97%                |
| Class ID C000032986 | 2.60%                | -0.08%               | 1.01%                |
| Class ID C000032987 | 2.63%                | -0.04%               | 1.09%                |
| Class ID C000121794 | 2.61%                | -0.03%               | 1.10%                |
| Class ID C000122680 | 2.64%                | -0.06%               | 1.10%                |
| Class ID C000255092 | 2.63%                | -0.04%               | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3833832.94              | $40611166.31                               |
| Month 2  | $91127.47                | $-13604385.98                              |
| Month 3  | $-4985832.71             | $13556533.86                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BORROWER ESC      | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $150513.31    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     299250 | PA      | $298501.88    | 0.01%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2060209.18   | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     705000 | PA      | $683763.87    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     341000 | PA      | $342577.88    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                     | WALGREENS BOOTS ALLIANCE INC       | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     154000 | PA      | $142260.49    | 0.01%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | WASHINGTON MUTUAL BK NV            | CUSIP: 93933WAC0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27379000 | PA      | $41068.50     | 0.00%             | 2015-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     680000 | PA      | $695511.56    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                              | WATCO COS LLC / WATCO FINANCE CORP | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     944000 | PA      | $943168.07    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $438792.57    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4555000 | PA      | $4205065.31   | 0.15%             | 2034-12-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     709000 | PA      | $718244.32    | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     407000 | PA      | $412937.77    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     523000 | PA      | $534099.88    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     146000 | PA      | $147921.13    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                 | WLAKE_23-3A                        | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4816729.44   | 0.18%             | 2027-05-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-3                 | WLAKE_24-3A                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6232121 | PA      | $6233876.10   | 0.23%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     177000 | PA      | $172193.05    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                  | WHATABRANDS LLC TLB 2.5            | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     395992 | PA      | $393350.91    | 0.01%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1416833.30   | 0.05%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LLC                                        | WHITEWATER DBR HLDC0 LLC TLB1 2.25 | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |     243617 | PA      | $242778.67    | 0.01%             | 2031-03-03      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     173000 | PA      | $175566.53    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     277000 | PA      | $282423.43    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INTL INC         | CUSIP: 96950GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $206895.17    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM      | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     178000 | PA      | $177969.77    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     733000 | PA      | $751575.44    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     295000 | PA      | $280264.26    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1376894.60   | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                            | PEPSICO SINGAPORE FINANCING I PTE  | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    3167000 | PA      | $3200138.94   | 0.12%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     144000 | PA      | $144533.35    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     944000 | PA      | $951342.37    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     414000 | PA      | $404583.77    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3251000 | PA      | $3178168.76   | 0.12%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $387572.85    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC/PETSMART FIN CORP     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1177915.42   | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                            | PHOENIX NEWCO INC(PAREXEL) TLB 2.5 | CUSIP: 71911KAE4<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     284739 | PA      | $282853.61    | 0.01%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1088428.04   | 0.04%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     203000 | PA      | $204763.56    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9355588 | PA      | $9461802.01   | 0.35%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL4                    | PRET_25-NPL4                       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $8999998.20   | 0.33%             | 2055-04-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2945230 | PA      | $2930137.86   | 0.11%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRET_24-RN1                                                      | PRET_24-RN1                        | CUSIP: 74143PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10276492 | PA      | $10403327.39  | 0.38%             | 2054-03-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL5                                                     | PRET_24-NPL5                       | CUSIP: 74143QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11568590 | PA      | $11583388.86  | 0.42%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL4                                                     | PRET_24-NPL4                       | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5101053 | PA      | $5143685.66   | 0.19%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                     | PRIMARY PRODUCTS FIN LLC TLB 3.25  | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |     296261 | PA      | $291923.98    | 0.01%             | 2029-04-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC AND TRITON WATER HOLDINGS INC           | PRIMO WATER HOLDINGS INC AND TRITO | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     724000 | PA      | $686780.87    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     692000 | PA      | $688870.66    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT TLB 3.0                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     308816 | PA      | $306808.91    | 0.01%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES/PFG   | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1427875.05   | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                                       | PRPM_24-8                          | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6107684 | PA      | $6168079.33   | 0.22%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES TLB 3.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297000 | PA      | $288027.63    | 0.01%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    1700000 | OU      | $224131.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   -5000000 | OU      | $-1015159.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     348250 | PA      | $289388.79    | 0.01%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | PRESIDIO INC TLB 3.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $145891.88    | 0.01%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS TLB 3.0       | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     495506 | PA      | $492760.50    | 0.02%             | 2031-06-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQ TLB 3.00     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     120643 | PA      | $120859.36    | 0.00%             | 2031-05-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115714 | PA      | $115605.52    | 0.00%             | 2031-11-28      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC DD 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19286 | PA      | $19267.58     | 0.00%             | 2031-11-28      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                  | ICON PARENT INC TLB 3.0            | CUSIP: 000000000<br>LEI: 254900KMZBBFEDCR0K38 | Long             | LON              | CORP              | US        |      67810 | PA      | $67364.68     | 0.00%             | 2031-11-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                        | BCP VI SUMMIT HOLDINGS LP TLB 3.5  | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      51562 | PA      | $51315.52     | 0.00%             | 2032-01-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   70000000 | OU      | $289366.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97                         | CUSIP: 38382VDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11474975 | PA      | $1542172.39   | 0.06%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116             | GNMA_21-116                        | CUSIP: 38382WSG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22392473 | PA      | $3401468.17   | 0.12%             | 2050-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                        | CUSIP: 38382XUA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30736601 | PA      | $5396065.45   | 0.20%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18              | GNMA_22-18                         | CUSIP: 38383GD24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20276837 | PA      | $3200155.33   | 0.12%             | 2052-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207             | GNMA_22-207                        | CUSIP: 38383HFU8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35430965 | PA      | $4597614.15   | 0.17%             | 2050-01-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     684000 | PA      | $680719.32    | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $137500.00    | 0.01%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1459045 | PA      | $1442233.21   | 0.05%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD TLB 2.5      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     297009 | PA      | $294900.59    | 0.01%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     439000 | PA      | $429757.22    | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1369051.82   | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1004545.63   | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    1081000 | PA      | $1077334.14   | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     734000 | PA      | $720097.49    | 0.03%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     402000 | PA      | $390120.17    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    1715000 | PA      | $1639120.85   | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     715000 | PA      | $723561.49    | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                             | SOVOS COMPLIANCE LLC TLB 4.0       | CUSIP: 84611YAE0<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     296199 | PA      | $294717.74    | 0.01%             | 2029-08-13      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38227.59     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $211159.67    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     446000 | PA      | $494297.12    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1789000 | PA      | $1820562.92   | 0.07%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3185000 | PA      | $3180362.28   | 0.12%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | RYAN SPECIALTY LLC                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     694000 | PA      | $686698.54    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR_19-3                           | SGR_19-3                           | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3801000 | PA      | $3730584.19   | 0.14%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | SFO_21-555                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4931194.00   | 0.18%             | 2038-05-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                        | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1134326.51   | 0.04%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     418000 | PA      | $390737.87    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     557000 | PA      | $513600.83    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC              | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     283000 | PA      | $287309.55    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                     | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $142807.44    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1                          | SAFCO_24-1A                        | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1645374 | PA      | $1652775.47   | 0.06%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4            | GRADE_23-FIG4                      | CUSIP: 79581UAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4780619 | PA      | $8243962.87   | 0.30%             | 2053-11-25      | Variable      | 49.38%                | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1                | SDART_24-1                         | CUSIP: 80288AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489190 | PA      | $489465.16    | 0.02%             | 2027-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5                | SDART_24-5                         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3343198 | PA      | $3342273.63   | 0.12%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1905089.76   | 0.07%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     529000 | PA      | $538493.62    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     290000 | PA      | $311019.41    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     692000 | PA      | $687168.25    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC           | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     246000 | PA      | $243797.29    | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     309000 | PA      | $327803.77    | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     227000 | PA      | $220708.32    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     349000 | PA      | $337371.30    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FNDG CORP | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     284000 | PA      | $267579.34    | 0.01%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     324000 | PA      | $314143.60    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     830000 | PA      | $819103.77    | 0.03%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     271000 | PA      | $274862.06    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | SILGAN HOLDINGS INC                | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     876000 | PA      | $841231.31    | 0.03%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     927000 | PA      | $861288.71    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1458540.55   | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244000 | PA      | $218271.52    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     452000 | PA      | $425758.03    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $262875.94    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     797000 | PA      | $808029.64    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17031.53     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     508000 | PA      | $512658.07    | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1352000 | PA      | $1349820.19   | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1994000 | PA      | $1423407.22   | 0.05%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     681000 | PA      | $556629.49    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     559000 | PA      | $172466.57    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     684000 | PA      | $695888.24    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     654000 | PA      | $666307.23    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     408000 | PA      | $398539.00    | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $315842.75    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     436000 | PA      | $421298.74    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3618000 | PA      | $3447030.85   | 0.13%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $389296.23    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69435.84     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_18-3                               | AOMT_18-3                          | CUSIP: 03464NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400829 | PA      | $399423.67    | 0.01%             | 2048-09-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN      | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     352000 | PA      | $355503.14    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                      | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2096207.32   | 0.08%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES TLB1 2.0   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     148505 | PA      | $147745.83    | 0.01%             | 2030-10-13      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4255000 | PA      | $3434093.94   | 0.13%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB7 2.0      | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     300000 | PA      | $300225.00    | 0.01%             | 2028-04-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $968492.74    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1379649.34   | 0.05%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     296134 | PA      | $289767.13    | 0.01%             | 2027-12-06      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     174000 | PA      | $172921.30    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    2027000 | PA      | $1760405.00   | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | ARDONAGH FINCO LTD                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     259000 | PA      | $264828.01    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                       | ARDONAGH GROUP FINANCE LTD         | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1073000 | PA      | $1094114.67   | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20644343 | PA      | $3022106.81   | 0.11%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-189             | GNMA_20-189                        | CUSIP: 38382MBT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24747039 | PA      | $3929490.76   | 0.14%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13564441 | PA      | $2325561.03   | 0.08%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                          | CUSIP: 69546PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254928 | PA      | $255157.37    | 0.01%             | 2031-04-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7138557 | PA      | $7160419.99   | 0.26%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6049791 | PA      | $6068778.54   | 0.22%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-2                         | PAID_22-2                          | CUSIP: 69546VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4051135 | PA      | $4053475.45   | 0.15%             | 2030-01-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1829532 | PA      | $1833013.72   | 0.07%             | 2030-03-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180548 | PA      | $180891.71    | 0.01%             | 2030-03-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                       | PAID_21-HG1                        | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149539 | PA      | $148462.55    | 0.01%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                       | PAID_21-HG1                        | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155603 | PA      | $153402.57    | 0.01%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3217419 | PA      | $3221790.31   | 0.12%             | 2031-06-16      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5738528 | PA      | $5782023.40   | 0.21%             | 2031-06-16      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     503000 | PA      | $419033.23    | 0.02%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24905000 | PA      | $21637766.79  | 0.79%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2721271 | PA      | $2743513.79   | 0.10%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13989483 | PA      | $14177069.30  | 0.52%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11590000 | PA      | $10191318.81  | 0.37%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1286000 | PA      | $1285599.66   | 0.05%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    9130000 | PA      | $7717014.50   | 0.28%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     398000 | PA      | $415095.42    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3805051 | PA      | $3844557.79   | 0.14%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-3                         | PAID_23-3                          | CUSIP: 69548BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     718600 | PA      | $719423.02    | 0.03%             | 2030-12-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     502000 | PA      | $407340.44    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                 | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     393000 | PA      | $365165.32    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                          | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6288561 | PA      | $6398802.26   | 0.23%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-7                         | PAID_23-7                          | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5248044 | PA      | $5303891.96   | 0.19%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                 | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     693000 | PA      | $597557.86    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                               | QUEEN MERGERCO INC TLB 3.25        | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42857 | PA      | $42803.57     | 0.00%             | 2032-04-29      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                        | PSTAT_22-3A                        | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9900000 | PA      | $9880180.20   | 0.36%             | 2031-04-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                        | PSTAT_21-4A                        | CUSIP: 69702HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15011265.00  | 0.55%             | 2029-10-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BECLE SAB DE CV                                                  | BECLE SAB DE CV                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $2433385.90   | 0.09%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | BELRON UK FINANCE PLC              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     409000 | PA      | $408124.58    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP/US FIN           | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     227000 | PA      | $226976.92    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $718476.69    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9404000 | PA      | $6256271.44   | 0.23%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     268000 | PA      | $274812.92    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     401000 | PA      | $391810.70    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     233000 | PA      | $218182.71    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $272916.33    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     420000 | PA      | $411736.83    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC       | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $279851.22    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     519000 | PA      | $519660.54    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     290000 | PA      | $270544.13    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $133283.76    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     210000 | PA      | $209715.64    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     183000 | PA      | $185840.14    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8385000 | PA      | $8545560.89   | 0.31%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     349000 | PA      | $349958.68    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     271000 | PA      | $269134.22    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     971000 | PA      | $962474.99    | 0.04%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                       | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3562841.98   | 0.13%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | NOBLE FINANCE 2 LLC                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     206000 | PA      | $196063.55    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4357000 | PA      | $4289728.88   | 0.16%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     791000 | PA      | $794047.19    | 0.03%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP              | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6214000 | PA      | $6282087.12   | 0.23%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     417000 | PA      | $416011.89    | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     175000 | PA      | $174993.31    | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     216000 | PA      | $204121.49    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     197000 | PA      | $207464.69    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     486000 | PA      | $520558.14    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     137000 | PA      | $141720.27    | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     554000 | PA      | $514502.99    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     256000 | PA      | $248477.15    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     631000 | PA      | $544487.73    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     109000 | PA      | $110589.61    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     951000 | PA      | $951077.50    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM16                            | OBX_24-NQM16                       | CUSIP: 67120GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5844770 | PA      | $5853097.17   | 0.21%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1647286.59   | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1573984.35   | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/RHP FIN    | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     323000 | PA      | $322151.99    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     219000 | PA      | $214887.01    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     241000 | PA      | $217661.20    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADNOR RE RMIR_24-1                                              | RMIR_24-1                          | CUSIP: 75049AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3104686 | PA      | $3107288.71   | 0.11%             | 2034-09-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| RCO VIII MORTGAGE LLC RCO_24-1                                   | RCO_24-1                           | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6242835 | PA      | $6273538.09   | 0.23%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8323000 | PA      | $8201750.57   | 0.30%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $2793273.87   | 0.10%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                           | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9511063 | PA      | $9510968.36   | 0.35%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-1                                   | REACH_24-1A                        | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2090082 | PA      | $2099258.15   | 0.08%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A             | RPM_21-2A                          | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1716714 | PA      | $1678502.42   | 0.06%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4                | RPM_23-4A                          | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6741882 | PA      | $6849934.75   | 0.25%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1                 | RPM_24-1A                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4929655 | PA      | $4979212.03   | 0.18%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-3                 | RPM_24-3A                          | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8013372 | PA      | $8032738.42   | 0.29%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     459000 | PA      | $422659.16    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17839.56     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     519000 | PA      | $529476.78    | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     201000 | PA      | $210859.44    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                   | RIVERS ENTERPRISE BORROWER LLC     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1150616.87   | 0.04%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $651932.12    | 0.02%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    2974000 | PA      | $2572684.47   | 0.09%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 4.5        | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      44603 | PA      | $36588.66     | 0.00%             | 2031-05-15      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| LVI SERVICES INC                                                 | NORTHSTAR GROUP SERVICES TLB 4.75  | CUSIP: 000000000<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |     102763 | PA      | $102602.96    | 0.00%             | 2030-05-31      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| GOODNIGHT WATER SOLUTIONS LLC                                    | GOODNIGHT MIDSTREAM TLB 4.50       | CUSIP: 000000000<br>LEI: 254900UZKIUSUCXUFR20 | Long             | LON              | CORP              | US        |     143216 | PA      | $138919.79    | 0.01%             | 2029-06-04      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                                              | GULFSIDE SUPPLY INC TLB 3.0        | CUSIP: 000000000<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     140821 | PA      | $139387.33    | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC TLB 3.75       | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     296986 | PA      | $280467.52    | 0.01%             | 2031-06-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.25       | CUSIP: 000000000<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     449750 | PA      | $446421.95    | 0.02%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC TLB 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297727 | PA      | $289673.58    | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58972 | PA      | $54723.52     | 0.00%             | 2031-06-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB2 3.25             | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     155318 | PA      | $154703.08    | 0.01%             | 2029-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES TLB 3.0           | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     297744 | PA      | $294808.55    | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL COUNTY ENERGY TLB 3.25     | CUSIP: 000000000<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |     128421 | PA      | $128548.94    | 0.00%             | 2031-06-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                 | OPRY ENTERTAINMENT TLB 3.75        | CUSIP: 000000000<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |      55278 | PA      | $54932.29     | 0.00%             | 2031-06-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                                 | SEDGWICK CLAIMS MGMT TLB 3.0       | CUSIP: 000000000<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     296996 | PA      | $295327.10    | 0.01%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    5000000 | OU      | $659210.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                | LEIA FINCO US LLC TLB 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     241667 | PA      | $239921.84    | 0.01%             | 2031-10-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                      | AUTODATA TLB 3.0                   | CUSIP: 000000000<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     179581 | PA      | $177759.81    | 0.01%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| NGP XI MIDSTREAM HOLDINGS LLC                                    | NGP MIDSTREAM TLB 4.0              | CUSIP: 000000000<br>LEI: 2549002U9Q0WZYCHRJ82 | Long             | LON              | CORP              | US        |      89775 | PA      | $88428.38     | 0.00%             | 2031-07-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                                   | A-AP BUYER INC TLB 2.75            | CUSIP: 000000000<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     143709 | PA      | $143169.95    | 0.01%             | 2031-09-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5           | CUSIP: 000000000<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     188241 | PA      | $185417.74    | 0.01%             | 2031-10-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   25000000 | OU      | $182450.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTRMD LLC TLB 2.75   | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     187312 | PA      | $185868.32    | 0.01%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB12 4.25             | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     149250 | PA      | $142487.48    | 0.01%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC TLB 4.0                 | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      56208 | PA      | $55973.52     | 0.00%             | 2031-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                            | BCPE PEQUOD BUYER INC  TLB 3.5     | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     109391 | PA      | $109003.82    | 0.00%             | 2031-11-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC DD TL 4.0               | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       5806 | PA      | $5781.42      | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                                              | DYNAMO US BIDCO INC TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      59700 | PA      | $59401.50     | 0.00%             | 2031-09-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | BELRON FINANCE US LLC TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     119847 | PA      | $119363.60    | 0.00%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDING LLC                                   | THUNDER GENERATION FUNDING TLB 3.0 | CUSIP: 000000000<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |      65476 | PA      | $65377.55     | 0.00%             | 2031-10-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25        | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     185903 | PA      | $170972.89    | 0.01%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC                             | TIDAL WASTE & RECYCLING TLB 3.5    | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |      60000 | PA      | $59974.80     | 0.00%             | 2031-10-24      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY TLB 2.75   | CUSIP: 000000000<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     297006 | PA      | $295202.80    | 0.01%             | 2031-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                           | GOLDEN STATE FOODS INC TLB 4.25    | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |     123244 | PA      | $123310.65    | 0.00%             | 2031-12-04      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| A-AG US GSI BIDCO INC                                            | A-AG US GSI BIDCO TLB 5.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108333 | PA      | $108062.50    | 0.00%             | 2031-10-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD TLB 3.5 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      56103 | PA      | $56015.32     | 0.00%             | 2027-03-05      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     241532 | PA      | $240280.87    | 0.01%             | 2029-10-09      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                    | KODIAK BP LLC TLB 3.75             | CUSIP: 000000000<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      25862 | PA      | $24813.62     | 0.00%             | 2031-12-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                             | DOTDASH MEREDITH INC TLB 3.5       | CUSIP: 000000000<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |     290332 | PA      | $280896.68    | 0.01%             | 2028-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                            | DECHRA FINANCE US LLC TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     197379 | PA      | $195158.95    | 0.01%             | 2032-01-27      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     297754 | PA      | $274677.83    | 0.01%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC TLB 3.00           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      55802 | PA      | $54848.48     | 0.00%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  100000000 | OU      | $1506360.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER ENTERTAINMENT PLC TLB 1.75 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     296250 | PA      | $291252.26    | 0.01%             | 2030-11-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLB 4.25         | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     130000 | PA      | $129675.00    | 0.00%             | 2031-12-22      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC DDTL 4.25        | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |      20000 | PA      | $19950.00     | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SARL                                        | AURIS LUXMBOURG III SARL TLB6 3.75 | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |     222114 | PA      | $219152.86    | 0.01%             | 2029-02-28      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFERIES FINANCE LLC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |     214309 | PA      | $214041.20    | 0.01%             | 2031-10-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                         | SPECIALTY BUILDING PROD TLB 3.75   | CUSIP: 000000000<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     118141 | PA      | $110084.99    | 0.00%             | 2028-10-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOGIES INC                                  | POINTCLICKCARE TECH TLB 3.25       | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     200000 | PA      | $199500.00    | 0.01%             | 2031-11-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB DD 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11650 | PA      | $11516.57     | 0.00%             | 2031-11-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                              | MRC GLOBAL INC TLB 3.5             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     180996 | PA      | $179638.06    | 0.01%             | 2031-10-29      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     163096 | PA      | $161231.99    | 0.01%             | 2031-11-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.75    | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     150000 | PA      | $149968.50    | 0.01%             | 2031-10-28      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CROWN FINANCE US INC TLB 5.25      | CUSIP: 000000000<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     127181 | PA      | $125870.01    | 0.00%             | 2031-12-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                 | SOUTHRN VETERAN PRTNS LLC TLB 3.25 | CUSIP: 000000000<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     205889 | PA      | $205091.98    | 0.01%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                            | ECL ENTERTAINMENT LLC TLB 3.5      | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     143857 | PA      | $142418.17    | 0.01%             | 2030-08-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC TLB 2.75    | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      53345 | PA      | $52869.26     | 0.00%             | 2031-06-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC DDTL 2.75   | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |       6522 | PA      | $6463.63      | 0.00%             | 2031-06-02      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                                  | CATAWBA NATION GMG AUT TLB 4.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145464 | PA      | $144251.86    | 0.01%             | 2032-03-29      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                                             | ANCHOR PACKAGING LLC TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     168892 | PA      | $168385.80    | 0.01%             | 2029-07-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY                                                | LUMMUS TECHNOLOGY HLDS LLC TLB 3.0 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     169375 | PA      | $168898.68    | 0.01%             | 2029-12-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   50000000 | OU      | $1344175.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP TLB 2.25             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     187959 | PA      | $187607.42    | 0.01%             | 2027-08-08      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.75         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      64873 | PA      | $63440.72     | 0.00%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS NV                                                | HUNTER DOUGLAS NV TLB1 3.25        | CUSIP: 000000000<br>LEI: 724500JV0VHPRVANL538 | Long             | LON              | CORP              | CW        |     269954 | PA      | $262363.19    | 0.01%             | 2032-01-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MID SER PRMIN BA LLC TLB 2.25 | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     296258 | PA      | $292972.00    | 0.01%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | CONSERVICE MIDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |     296265 | PA      | $294288.89    | 0.01%             | 2030-05-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PARTNERS LP                                | GIP PILOT ACQUISITION PTRN TLB 2.0 | CUSIP: 000000000<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     292247 | PA      | $289689.43    | 0.01%             | 2030-10-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25 | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     345553 | PA      | $337173.72    | 0.01%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                    | AL GCX FUND VIII HOLD LLC TLB 2.00 | CUSIP: 000000000<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |      25000 | PA      | $24677.00     | 0.00%             | 2032-01-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.0        | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     737593 | PA      | $728107.45    | 0.03%             | 2028-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | ENDEAVOR GRP HLDNGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45000 | PA      | $44362.35     | 0.00%             | 2032-03-24      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | SUNRISE FIN PARTNERSHIP TL 2.5     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     152000 | PA      | $150967.45    | 0.01%             | 2032-02-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                            | JACK OHIO FINANCE LLC TLB 4.0      | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      60000 | PA      | $59475.00     | 0.00%             | 2032-01-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FIN PARTNERS LLC TLB8 2.75   | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     140557 | PA      | $138704.28    | 0.01%             | 2031-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25     | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |        479 | PA      | $468.80       | 0.00%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                   | GFL ENVNT SERVICES INC TL 2.50     | CUSIP: 000000000<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |     150000 | PA      | $147750.00    | 0.01%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP TLB 2.00       | CUSIP: 000000000<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      60000 | PA      | $58950.00     | 0.00%             | 2030-02-11      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP TLB 3.0         | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      47711 | PA      | $47164.34     | 0.00%             | 2032-02-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                         | WINDSOR HOLDINGS III LLC TLB 2.75  | CUSIP: 000000000<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     296265 | PA      | $291746.88    | 0.01%             | 2030-08-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.25    | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |       3053 | PA      | $3036.17      | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC TLB 2.25                  | CUSIP: 000000000<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      53185 | PA      | $51323.89     | 0.00%             | 2032-02-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.25    | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      47764 | PA      | $47496.05     | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV           | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    9565000 | PA      | $9283138.36   | 0.34%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                            | BCC_18-2A                          | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5014300 | PA      | $5009260.63   | 0.18%             | 2031-07-19      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                         | BMC SOFTWARE INC TLB 3.00          | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     116667 | PA      | $114200.34    | 0.00%             | 2031-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5285773.15   | 0.19%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1243568.11   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8341000 | PA      | $6814553.03   | 0.25%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1349981.57   | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100243.07    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC TLB 2.75          | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     296259 | PA      | $295272.83    | 0.01%             | 2030-05-24      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6132000 | PA      | $5489415.14   | 0.20%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                         | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     915239 | PA      | $908258.00    | 0.03%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11756000 | PA      | $10331975.00  | 0.38%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                       | CITZN_24-1                         | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3818462 | PA      | $3821904.87   | 0.14%             | 2026-10-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     190000 | PA      | $186663.24    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     461000 | PA      | $437828.74    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     257000 | PA      | $248256.06    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP                  | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     405000 | PA      | $412219.22    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $557156.04    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1083853.88   | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     346000 | PA      | $336533.29    | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     442000 | PA      | $366770.64    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     458000 | PA      | $375281.29    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     261000 | PA      | $270559.30    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC TLB 3.5           | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     297006 | PA      | $295149.32    | 0.01%             | 2030-08-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                         | ARETEC GROUP INC                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     946000 | PA      | $921200.36    | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                       | ARETEC GROUP INC                   | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $819194.78    | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1190197.75   | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     399000 | PA      | $389500.05    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     566000 | PA      | $515680.20    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     158927 | PA      | $155699.34    | 0.01%             | 2029-12-10      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | ASHLAND INC                        | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $972231.28    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     618000 | PA      | $617129.77    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     112000 | PA      | $119149.12    | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAIT_25-1                                                       | ARAIT_25-1                         | CUSIP: 04940DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $12000000.00  | 0.44%             | 2029-03-29      | Variable      | 6.67%                 | No            |                  3 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1254845.26   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_13A                                         | ATRM_13A                           | CUSIP: 04966HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2246625.00   | 0.08%             | 2030-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     326000 | PA      | $314430.22    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $953918.36    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     268000 | PA      | $272500.75    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORP                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     269000 | PA      | $265894.97    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC         | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     507000 | PA      | $502437.48    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL/AVIS BUDGET | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1094423.97   | 0.04%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     221000 | PA      | $204951.17    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316100.99    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOL                                 | AXALTA COATING SYSTEMS DUTCH HLD   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     390000 | PA      | $404071.05    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     273000 | PA      | $278452.17    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     273000 | PA      | $278583.32    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $2874417.77   | 0.10%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3378000 | PA      | $3449060.37   | 0.13%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B5T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25259108 | PA      | $20044653.56  | 0.73%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133BA4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   29486478 | PA      | $25636907.72  | 0.94%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12449845 | PA      | $12328031.13  | 0.45%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-26                                            | FNMA_13-26                         | CUSIP: 3136ADWJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13646172 | PA      | $1538650.96   | 0.06%             | 2043-04-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1645363 | PA      | $186496.85    | 0.01%             | 2043-10-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                         | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     970899 | PA      | $124003.95    | 0.00%             | 2045-01-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FNMA_16-53                         | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3270734 | PA      | $401624.85    | 0.01%             | 2046-08-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                         | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     711180 | PA      | $90758.52     | 0.00%             | 2046-06-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                         | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6961985 | PA      | $868799.28    | 0.03%             | 2046-08-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FNMA_17-20                         | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3116967 | PA      | $378674.74    | 0.01%             | 2047-04-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                         | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5765510 | PA      | $768208.14    | 0.03%             | 2047-07-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                         | CUSIP: 3136AXDG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2847986 | PA      | $411707.97    | 0.02%             | 2047-07-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-72                                            | FNMA_17-72                         | CUSIP: 3136AXV44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3976278 | PA      | $3681614.12   | 0.13%             | 2047-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FNMA_17-109                        | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3468157 | PA      | $429977.58    | 0.02%             | 2048-01-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FNMA_18-66                         | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3767735 | PA      | $511861.45    | 0.02%             | 2048-09-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                            | FNMA_18-67 MS                      | CUSIP: 3136B2S37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2847675 | PA      | $410043.24    | 0.01%             | 2048-09-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FNMA_18-74                         | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5131125 | PA      | $641682.64    | 0.02%             | 2048-10-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12373273 | PA      | $1517885.05   | 0.06%             | 2049-07-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                         | CUSIP: 3136B4ZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18796683 | PA      | $2174152.19   | 0.08%             | 2049-06-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-42                                            | FNMA_19-42                         | CUSIP: 3136B5VK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21860170 | PA      | $2638852.65   | 0.10%             | 2049-08-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6821768 | PA      | $902145.35    | 0.03%             | 2049-11-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FNMA_19-60                         | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7979809 | PA      | $967079.44    | 0.04%             | 2049-10-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27                 | FNMA_22-27                         | CUSIP: 3136BM5F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24555538 | PA      | $2639629.47   | 0.10%             | 2052-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     151000 | PA      | $150680.56    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     215000 | PA      | $210357.97    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1048741.48   | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     999000 | PA      | $909951.39    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15130000 | PA      | $13195753.40  | 0.48%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2969000 | PA      | $3012606.48   | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     217000 | PA      | $205255.78    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7187000 | PA      | $6194171.53   | 0.23%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                       | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6889633 | PA      | $6887669.56   | 0.25%             | 2031-04-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A                   | OCT35_18-1A                        | CUSIP: 67591TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9350000 | PA      | $9355610.00   | 0.34%             | 2031-01-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     448000 | PA      | $447267.45    | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2369008.90   | 0.09%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     764000 | PA      | $707649.71    | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     139000 | PA      | $129463.25    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAPITAL LLC/CORP    | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     123000 | PA      | $128985.45    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78076.63     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     768000 | PA      | $782228.01    | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC TLB 2.0      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     134299 | PA      | $132348.68    | 0.00%             | 2031-12-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     408000 | PA      | $397603.78    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1594452.84   | 0.06%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC TLB 2.5       | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199499 | PA      | $197565.61    | 0.01%             | 2031-06-09      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                              | APPLE BIDCO LLC TLB 2.5            | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149148 | PA      | $147151.13    | 0.01%             | 2031-09-23      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-5                  | PRPM_24-5                          | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6323646 | PA      | $6344531.36   | 0.23%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12733305 | PA      | $12865774.21  | 0.47%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7571553.00   | 0.28%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9522148.30   | 0.35%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1068000 | PA      | $959382.00    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $7468425.37   | 0.27%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                       | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7400262 | PA      | $7384320.24   | 0.27%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7915000 | PA      | $6423417.70   | 0.23%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     336000 | PA      | $337756.00    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | BATH & BODY WORKS INC              | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     391000 | PA      | $401010.74    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                         | PAID_24-2                          | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1476434 | PA      | $1493048.32   | 0.05%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                         | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6549248 | PA      | $6565951.51   | 0.24%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                         | PAID_24-5                          | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6339892 | PA      | $6409464.20   | 0.23%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7549360 | PA      | $7620239.82   | 0.28%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     789000 | PA      | $803348.34    | 0.03%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     219000 | PA      | $207050.90    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8599271 | PA      | $8678530.92   | 0.32%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7259734 | PA      | $7279204.07   | 0.27%             | 2032-01-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     227000 | PA      | $237717.32    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2169000 | PA      | $2199290.61   | 0.08%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5775196 | PA      | $5796412.29   | 0.21%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     331000 | PA      | $329613.93    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1014981.64   | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    2400000 | PA      | $2174966.66   | 0.08%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                      | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    5762000 | PA      | $5045988.90   | 0.18%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     402000 | PA      | $201572.26    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     941000 | PA      | $644633.07    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     799000 | PA      | $369615.69    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     486000 | PA      | $324627.24    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                        | CSMC_21-NQM1                       | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1147457 | PA      | $1051338.74   | 0.04%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8285000 | PA      | $4515326.66   | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $3258876.55   | 0.12%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     694000 | PA      | $672093.27    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     405000 | PA      | $404927.54    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1023000 | PA      | $942625.66    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                    | CQP HOLDCO LP TLB 2.0              | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |     298502 | PA      | $296737.72    | 0.01%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-6                                       | COLT_21-6                          | CUSIP: 12658YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8426000 | PA      | $6477830.44   | 0.24%             | 2066-12-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3268292.42   | 0.12%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $8523054.54   | 0.31%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     943000 | PA      | $966254.47    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     457000 | PA      | $459514.90    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     245000 | PA      | $230956.34    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER LTD & ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC  | CA BUYER / ATLANTICA SUSTAINABLE   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     553000 | PA      | $543224.87    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     424000 | PA      | $414614.43    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     215000 | PA      | $196894.41    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     185000 | PA      | $162588.70    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     340000 | PA      | $353366.04    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3576000 | PA      | $2325024.22   | 0.08%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                      | CHARTER NEXT GEN INC TLB 2.75      | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     345490 | PA      | $344107.74    | 0.01%             | 2030-11-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | CHOBANI HOLDCO II LLC              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1014147 | PA      | $1075099.70   | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                               | QUEEN MERGERCO INC                 | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $596581.24    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB1 2.25    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     296232 | PA      | $290197.91    | 0.01%             | 2031-04-14      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                      | CHOBANI LLC/FINANCE CORP           | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     488000 | PA      | $511942.68    | 0.02%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-3                                  | CHNGE_23-3                         | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8347254 | PA      | $8432869.91   | 0.31%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-3                                  | CHNGE_22-3                         | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9434712 | PA      | $9489180.11   | 0.35%             | 2067-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3386665.20   | 0.12%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1792955.30   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROSEN GROUP INC                                                  | ROSEN GROUP TLB 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     281823 | PA      | $280554.38    | 0.01%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75    | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     191397 | PA      | $188167.76    | 0.01%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                  | RUSSELL INVESTMENTS TLB 6.5        | CUSIP: 000000000<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |     208956 | PA      | $193781.93    | 0.01%             | 2027-05-30      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     318000 | PA      | $308176.11    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-NR1                                             | CIM_25-NR1                         | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6156577 | PA      | $5947340.68   | 0.22%             | 2064-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                    | BRAND ENERGY & INFRAS TLB 4.5      | CUSIP: 000000000<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      16500 | PA      | $15224.38     | 0.00%             | 2030-08-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                             | LC AHAB US BIDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     156627 | PA      | $151927.74    | 0.01%             | 2031-05-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     262000 | PA      | $257550.82    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-63              | GNMA_22-63                         | CUSIP: 38383RFM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   26445980 | PA      | $3150528.13   | 0.11%             | 2052-04-20      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC TLB3 2.75               | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     296999 | PA      | $296502.94    | 0.01%             | 2029-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                 | PEX HOLDINGS LLC TLB 2.75          | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |     201340 | PA      | $200333.18    | 0.01%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-81              | GNMA_22-81                         | CUSIP: 38383RWV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18827312 | PA      | $2258641.06   | 0.08%             | 2047-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | GNMA_23-17                         | CUSIP: 38383VJ74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34095952 | PA      | $4451117.45   | 0.16%             | 2050-05-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                         | CUSIP: 38384ASF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   29508552 | PA      | $3857065.77   | 0.14%             | 2049-09-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101             | GNMA_23-101                        | CUSIP: 38384CBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24612223 | PA      | $1425918.99   | 0.05%             | 2053-07-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC TLB4 3.5        | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     154646 | PA      | $153901.82    | 0.01%             | 2028-08-17      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141             | GNMA_23-141                        | CUSIP: 38384EE43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   33489176 | PA      | $4562190.21   | 0.17%             | 2049-04-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-132             | GNMA_23-132                        | CUSIP: 38384EJ55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   44330502 | PA      | $3898801.17   | 0.14%             | 2053-09-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                         | CUSIP: 38384JQE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   33196635 | PA      | $3233996.29   | 0.12%             | 2054-02-20      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51              | GNMA_24-51                         | CUSIP: 38384KSE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   26346424 | PA      | $2605766.67   | 0.10%             | 2054-03-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     587000 | PA      | $554587.16    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS TLB 3.5   | CUSIP: 42328DAK4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |     157846 | PA      | $155162.77    | 0.01%             | 2030-07-18      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     580000 | PA      | $522905.20    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COM PARTNERS LP / USA COM FIN  | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1555540.05   | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC TLB2 2.5            | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |      96857 | PA      | $96372.74     | 0.00%             | 2031-06-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1046621.22   | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | VAIL RESORTS INC                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     297000 | PA      | $300799.62    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     348000 | PA      | $357211.14    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     348000 | PA      | $357353.37    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     898000 | PA      | $823733.87    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     692000 | PA      | $622409.98    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1157873.25   | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     249000 | PA      | $247418.48    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1519000 | PA      | $1464286.83   | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     507000 | PA      | $525337.26    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     292000 | PA      | $296957.84    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     415000 | PA      | $391024.10    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1152779.02   | 0.04%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                              | VERITIV CORP TLB 4.0               | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     206988 | PA      | $204951.64    | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     286000 | PA      | $254654.77    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                            | VERUS_20-1                         | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13245000 | PA      | $12447233.78  | 0.45%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     329000 | PA      | $323560.41    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1604426 | PA      | $1364965.45   | 0.05%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3037834 | PA      | $2589803.92   | 0.09%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $1765702.90   | 0.06%             | 2066-09-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-4                            | VERUS_20-4                         | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3824418.40   | 0.14%             | 2065-05-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-7                            | VERUS_21-7                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5567594 | PA      | $4834926.02   | 0.18%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     547000 | PA      | $548709.18    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     277000 | PA      | $296169.34    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     542000 | PA      | $474830.18    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     316000 | PA      | $304362.75    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     345803 | PA      | $335813.69    | 0.01%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4328065 | PA      | $4002698.00   | 0.15%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1375964 | PA      | $1276889.43   | 0.05%             | 2056-05-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67775.80     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     712000 | PA      | $705952.30    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     718000 | PA      | $690736.57    | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     490000 | PA      | $518249.21    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     271000 | PA      | $280908.64    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1524000 | PA      | $1329121.24   | 0.05%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $527192.01    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     858000 | PA      | $865330.68    | 0.03%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                 | FNMA_25-10                         | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14395020 | PA      | $14191497.75  | 0.52%             | 2055-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                 | FNMA_25-15                         | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16831637 | PA      | $16907878.95  | 0.62%             | 2055-04-25      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_23-2A                                       | ACMAT_23-2A                        | CUSIP: 00161AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168149 | PA      | $168364.74    | 0.01%             | 2030-06-20      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     589881 | PA      | $586223.07    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1051571 | PA      | $1019193.74   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5     | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     296212 | PA      | $245385.07    | 0.01%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                 | CSC (CORPORATION SERVICE) TLB 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     304383 | PA      | $301086.11    | 0.01%             | 2029-11-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    1700000 | OU      | $224131.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT CO                                         | GACI FIRST INVESTMENT CO           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |    4205000 | PA      | $4234502.27   | 0.15%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                         | PLAYA HOTELS & RESORTS TLB 2.75    | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |     296212 | PA      | $295489.34    | 0.01%             | 2029-01-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE TLB 3.5              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300000 | PA      | $292689.00    | 0.01%             | 2029-12-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.16.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    5780000 | OU      | $1092917.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.12.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    5800000 | OU      | $1198749.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    7000000 | OU      | $922894.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.8.BBB-)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -5533363 | OU      | $-1172194.85  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERALD DEBT MERGER SUB TLB 3.0    | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |     283275 | PA      | $279629.18    | 0.01%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                            | ONTARIO GAMING GTA LP TLB 4.25     | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     249272 | PA      | $240671.95    | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGY SOLUTIONS LLC TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     154692 | PA      | $153725.44    | 0.01%             | 2030-09-20      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0            | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     297000 | PA      | $286792.11    | 0.01%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                           | INEOS US PETROCHEM LLC TLB 4.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297000 | PA      | $252450.00    | 0.01%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDINGS TLB 4.25  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     105176 | PA      | $104913.55    | 0.00%             | 2030-12-23      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                              | IDEMIA GROUP SAS TLB 4.75          | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |     297000 | PA      | $295515.00    | 0.01%             | 2028-09-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER RECREATIONAL TLB4 2.75  | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |     295500 | PA      | $284542.86    | 0.01%             | 2031-01-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WESTINGHOUSE TLB 2.25              | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     283071 | PA      | $280169.30    | 0.01%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT TLB1 2.25    | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     218842 | PA      | $215058.33    | 0.01%             | 2031-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                | MERLIN ENTERTAINMENT TLB 3.5       | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     100731 | PA      | $94938.73     | 0.00%             | 2029-11-12      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                              | HUSKY INJECTION MOLDING TLB 4.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     252478 | PA      | $246618.06    | 0.01%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                       | CLARIVATE TLB 2.75                 | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     128965 | PA      | $127137.71    | 0.00%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $4010243.07   | 0.15%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15237000 | PA      | $15535213.57  | 0.57%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3922                                           | FHLMC_3922                         | CUSIP: 3137AFJS2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     152998 | PA      | $14205.84     | 0.00%             | 2041-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097                | FHLMC_4097                         | CUSIP: 3137ATPX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     490681 | PA      | $65619.39     | 0.00%             | 2042-08-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1322323.93   | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     553000 | PA      | $553653.96    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_24-2                                        | ACMAT_24-2A                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6970156 | PA      | $6986151.35   | 0.25%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB6 3.0              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     145588 | PA      | $143677.73    | 0.01%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | ACUSHNET CO                        | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      96000 | PA      | $99523.33     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     660000 | PA      | $625431.70    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $508425.51    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                         | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8550000 | PA      | $8623082.84   | 0.31%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                         | CUSIP: 00792FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7062864.90   | 0.26%             | 2028-09-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $121128.95    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     696000 | PA      | $541376.77    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1495571 | PA      | $1481423.98   | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                          | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7731870 | PA      | $7772548.91   | 0.28%             | 2034-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | PRIMO BRAND CORP (TRITON) TLB 2.25 | CUSIP: 89678QAD8<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     296181 | PA      | $293515.47    | 0.01%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     414000 | PA      | $409706.86    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     202000 | PA      | $199773.51    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                         | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     633000 | PA      | $514258.16    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                    | TRUIST INSURANCE TLB 2.75          | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     218212 | PA      | $215576.36    | 0.01%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | ULTIMATE SOFTWARE UKG TLB 3.00     | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     312673 | PA      | $311437.67    | 0.01%             | 2031-02-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH                      | UBSCM_18-NYCH                      | CUSIP: 90266HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4711545.60   | 0.17%             | 2032-02-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB 2.25          | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     231201 | PA      | $230863.14    | 0.01%             | 2031-11-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     858000 | PA      | $883359.10    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $208888.74    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     721000 | PA      | $686893.38    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $297713.99    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $413610.46    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UWM HOLDINGS LLC                   | CUSIP: 903522AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     740000 | PA      | $733247.87    | 0.03%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                  | ULTRA CLEAN HOLDINGS INC TLB 3.25  | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |     119626 | PA      | $118803.69    | 0.00%             | 2028-02-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings Inc       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       1493 | NS      | $102748.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED SHORE FINANCIAL SERVICES LL | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     283000 | PA      | $281679.79    | 0.01%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2609735.41   | 0.10%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3275234.38   | 0.12%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5362                | FHLMC_5362                         | CUSIP: 3137HB5Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21915947 | PA      | $2592507.46   | 0.09%             | 2049-05-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                         | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17620431 | PA      | $18087922.31  | 0.66%             | 2054-06-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                         | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34151297 | PA      | $34829927.21  | 1.27%             | 2054-11-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5542                         | CUSIP: 3137HLAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   11000000 | PA      | $11115899.30  | 0.41%             | 2055-05-25      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2495415 | PA      | $2408408.07   | 0.09%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M SOFR ARM                   | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1988 | PA      | $1996.60      | 0.00%             | 2032-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2120974 | PA      | $1988694.21   | 0.07%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140J7NH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2938089 | PA      | $2836110.89   | 0.10%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14980826 | PA      | $13135044.94  | 0.48%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MNMQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19343573 | PA      | $16165238.30  | 0.59%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MP6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   46161349 | PA      | $41730691.08  | 1.52%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140N25M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17803961 | PA      | $17591680.24  | 0.64%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13690171 | PA      | $11988876.42  | 0.44%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25061803 | PA      | $20995814.45  | 0.77%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QSZK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12626840 | PA      | $12523551.04  | 0.46%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17172237 | PA      | $16263107.73  | 0.59%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19733098 | PA      | $19887771.48  | 0.73%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/1 HYBRID ARM               | CUSIP: 31412A2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43168 | PA      | $44337.50     | 0.00%             | 2037-07-01      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418DBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2930408 | PA      | $2581874.78   | 0.09%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3772107 | PA      | $3319167.35   | 0.12%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN NUGGET ONLINE GAMING INC                                  | GOLDEN NUGGET INC TLB 3.5          | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296183 | PA      | $288224.76    | 0.01%             | 2029-01-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                       | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $338556.06    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                       | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $921555.19    | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                     | EFMT_19-2                          | CUSIP: 31573TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2224784.75   | 0.08%             | 2059-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_23-HE3                                      | FIGRE_23-HE3                       | CUSIP: 31684CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2862883 | PA      | $2948794.68   | 0.11%             | 2042-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1016606.87   | 0.04%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_24-3                             | FCAT_24-3                          | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5664362 | PA      | $5682420.33   | 0.21%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO INC                                               | FLEET MIDCO I LTD TLB 2.75         | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     102171 | PA      | $101659.71    | 0.00%             | 2031-02-21      | Variable      | 7.06%                 | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     670000 | PA      | $673665.74    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                | FOUNDATION BLDG MAT TLB1 3.25      | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     296154 | PA      | $283665.04    | 0.01%             | 2028-01-31      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710168 | PA      | $1712660.60   | 0.06%             | 2034-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                      | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5132000 | PA      | $5438299.31   | 0.20%             | 2042-03-25      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     599000 | PA      | $626930.28    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     576000 | PA      | $610942.82    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $3265353.16   | 0.12%             | 2066-08-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                         | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14800000 | PA      | $14926505.96  | 0.54%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5452450 | PA      | $5452711.36   | 0.20%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     717000 | PA      | $748352.26    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1095121.64   | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS IN | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $1332991.24   | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1350057.99   | 0.05%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4442000 | PA      | $2870797.53   | 0.10%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3793000 | PA      | $3056135.17   | 0.11%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2860000 | PA      | $2200198.24   | 0.08%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800420 | PA      | $4872476.74   | 0.18%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-7                               | COLT_24-7                          | CUSIP: 19688YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7063728 | PA      | $7068121.98   | 0.26%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  124310346 | NS      | $124273052.68 | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2891890.73   | 0.11%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Compass Power Ge                                                 | COMPASS PW GENERATION LLC TL 3.75  | CUSIP: 20451VAF0<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |      49536 | PA      | $49613.04     | 0.00%             | 2029-04-14      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     345000 | PA      | $312614.79    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16132.60     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                     | CONCENTRA ESCROW ISSUER CORP       | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1392150.85   | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1             | CAS_19-HRP1                        | CUSIP: 20754PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     485066 | PA      | $485109.84    | 0.02%             | 2039-11-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2017120.15   | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     747000 | PA      | $735191.34    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     375000 | PA      | $344323.04    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     701000 | PA      | $689821.04    | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36000000 | PA      | $33503219.64  | 1.22%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $47855416.00  | 1.75%             | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25000000 | PA      | $24521204.75  | 0.89%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLB 2.25      | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     275929 | PA      | $274549.06    | 0.01%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLC 2.25      | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      21252 | PA      | $21145.66     | 0.00%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H7                                 | CROSS_24-H7                        | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9401052 | PA      | $9412568.57   | 0.34%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CROWN CORK & SEAL CO INC                                         | CROWN CORK & SEAL COMPANY INC      | CUSIP: 228255AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1165399.34   | 0.04%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                          | CROWN SUBSEA COMM TLB 4.0          | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     297750 | PA      | $297154.50    | 0.01%             | 2031-01-30      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |     415000 | PA      | $421658.56    | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4344551.34   | 0.16%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     891000 | PA      | $836026.48    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     296000 | PA      | $273082.54    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                   | DTAOT_23-3A                        | CUSIP: 23345WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15200000 | PA      | $15308050.72  | 0.56%             | 2028-03-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2                   | DRMT_20-2                          | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7190000 | PA      | $7083781.41   | 0.26%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5331150 | PA      | $4665202.63   | 0.17%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5531068 | PA      | $4846238.54   | 0.18%             | 2066-11-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1844404.69   | 0.07%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1326241.40   | 0.05%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1975116.79   | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     373000 | PA      | $324964.30    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142000 | PA      | $95952.73     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     227000 | PA      | $141525.72    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     297000 | PA      | $270341.85    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLT LLC VOLT_21-NPL8                                            | VOLT_21-NPL8                       | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     973003 | PA      | $972326.65    | 0.04%             | 2051-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5               | VOLT_21-NPL5                       | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     952688 | PA      | $951611.81    | 0.03%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NP12               | VOLT_21-NP12                       | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11997078 | PA      | $11953671.56  | 0.44%             | 2051-12-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1045367.59   | 0.04%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | WYNDHAM HOTELS & RESORTS INC       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     312000 | PA      | $299794.67    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      91000 | PA      | $89751.85     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     445000 | PA      | $446744.47    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1610208.31   | 0.06%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ADEIA INC                                                        | ADEIA INC TLB 2.5                  | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     234509 | PA      | $232163.50    | 0.01%             | 2028-06-08      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     223000 | PA      | $201323.16    | 0.01%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     507000 | PA      | $498725.82    | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     406000 | PA      | $374565.37    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1634785.53   | 0.06%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECH CORP                                                  | ZEBRA TECHNOLOGIES CORPORATION     | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     134000 | PA      | $134680.04    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                              | ALLSPRING BUYER LLC TLB 3.0        | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      39282 | PA      | $39149.33     | 0.00%             | 2030-11-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     575000 | PA      | $528118.18    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     951000 | PA      | $873804.32    | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GAZ CAPITAL SA                                                   | GAZ CAPITAL SA                     | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | NUSS              | LU        |    1320000 | PA      | $1023363.95   | 0.04%             | 2028-02-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    3540000 | PA      | $3867326.48   | 0.14%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    1000000 | OU      | $203031.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | ATHENAHEALTH GROUP INC TLB 3.0     | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     296954 | PA      | $294032.29    | 0.01%             | 2029-02-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    8000000 | OU      | $1624254.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                           | EPIC CRUDE SERVICES LP TLB 3.0     | CUSIP: 000000000<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      38023 | PA      | $37948.31     | 0.00%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                                         | EFS COGEN HOLDINGS I LLC TLB 3.5   | CUSIP: 000000000<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     181268 | PA      | $181117.13    | 0.01%             | 2031-10-03      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XFTA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17970454 | PA      | $15759836.78  | 0.57%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   -5000000 | OU      | $-1015159.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW SCRIPPS COMPANY TLB 3           | CUSIP: 000000000<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     294555 | PA      | $243217.30    | 0.01%             | 2028-01-07      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XGP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   37168618 | PA      | $34762233.27  | 1.27%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25260460 | PA      | $23200154.82  | 0.85%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |   -7000000 | OU      | $-1421222.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC TLB 3.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296164 | PA      | $291351.03    | 0.01%             | 2028-02-11      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $5617227.75   | 0.20%             | 2066-08-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_21-NQM7                                                | GCAT_21-NQM7                       | CUSIP: 36167YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $7721275.00   | 0.28%             | 2066-08-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM1                                             | GCAT_21-CM1                        | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4419075 | PA      | $4209909.26   | 0.15%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     744000 | PA      | $774750.68    | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75              | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     236138 | PA      | $212566.49    | 0.01%             | 2028-02-01      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75     | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     296144 | PA      | $288769.97    | 0.01%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     646000 | PA      | $662772.28    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     348000 | PA      | $355525.54    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     377000 | PA      | $374445.05    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                         | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2895249 | PA      | $2811740.92   | 0.10%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0               | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     296230 | PA      | $274012.67    | 0.01%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CORELOGIC INC TLB 3.5              | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     249354 | PA      | $245613.70    | 0.01%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     147714 | PA      | $139774.18    | 0.01%             | 2029-01-31      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VACATIONS TLB 2.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201731 | PA      | $197696.64    | 0.01%             | 2028-08-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ TLB 2.5                | CUSIP: 000000000<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     296923 | PA      | $293843.99    | 0.01%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | W R GRACE HOLDINGS LLC TLB 3.25    | CUSIP: 000000000<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     507938 | PA      | $497463.83    | 0.02%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC TLB 1.75   | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |     100484 | PA      | $100467.59    | 0.00%             | 2028-09-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                     | CLOUDERA INC TLB 3.75              | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     295420 | PA      | $290066.83    | 0.01%             | 2028-10-08      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25     | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |     276562 | PA      | $271493.11    | 0.01%             | 2028-12-11      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS DELAWARE INC                                       | 19TH HOLDINGS GOLF LLC TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296193 | PA      | $281753.50    | 0.01%             | 2029-02-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | NOVOLEX (FLEX ACQ) TLB 3.18        | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     298053 | PA      | $295781.41    | 0.01%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING TLB 2.50      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296193 | PA      | $294711.94    | 0.01%             | 2029-05-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1070032.02   | 0.04%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | AHEAD DB HOLDINGS TLB4 3.0         | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     149248 | PA      | $148012.35    | 0.01%             | 2031-02-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4176                                           | FHLMC_4176                         | CUSIP: 3137B0MY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     589066 | PA      | $71098.47     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                         | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     451221 | PA      | $42838.57     | 0.00%             | 2042-11-15      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4703                                           | FHLMC_4703                         | CUSIP: 3137F2A22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16547502 | PA      | $2029885.38   | 0.07%             | 2047-07-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5034                                           | FHLMC_5034                         | CUSIP: 3137F6SD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16997500 | PA      | $2558446.77   | 0.09%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     279000 | PA      | $276050.39    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC  | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     428000 | PA      | $419972.85    | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-ST5                         | UPST_21-ST5                        | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     357237 | PA      | $352758.42    | 0.01%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_20-ST6                          | UPSPT_20-ST6                       | CUSIP: 91680XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19906 | PA      | $19872.75     | 0.00%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_23-2                           | UPST_23-2                          | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     791393 | PA      | $792054.50    | 0.03%             | 2033-06-20      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                           | UPST_24-1                          | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4583971 | PA      | $4579863.24   | 0.17%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75            | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     298500 | PA      | $296971.68    | 0.01%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                     | CAMPBELL SOUP COMPANY              | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9275122.07   | 0.34%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | TK ELEVATOR US NEWCO INC TLB 3.0   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     296269 | PA      | $294787.35    | 0.01%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                                     | STORABLE INC TLB 3.25              | CUSIP: 000000000<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |      57277 | PA      | $57061.80     | 0.00%             | 2031-04-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                      | RED SPV LLC TLB 2.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      52500 | PA      | $52171.88     | 0.00%             | 2032-03-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  120000000 | OU      | $316800.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                | ROCKPOINT GAS STRG PRTS LP TLB 3.0 | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |     149625 | PA      | $147614.04    | 0.01%             | 2031-09-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   50000000 | OU      | $1436950.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IGT HOLDING IV AB TLB5 3.5         | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |     296144 | PA      | $296143.95    | 0.01%             | 2031-09-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     162689 | PA      | $161164.45    | 0.01%             | 2032-03-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -14000000 | OU      | $-2174953.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   65000000 | OU      | $659646.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  122756917 | OU      | $1252709.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   50000000 | OU      | $1533445.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | -316682000 | OU      | $-1579039.79  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   30258400 | OU      | $1442947.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -5000000 | OU      | $-776769.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    3620000 | PA      | $3353297.06   | 0.12%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2465000 | PA      | $2322104.12   | 0.08%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2801000 | PA      | $2400579.42   | 0.09%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE JUN 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       2189 | NC      | $2935027.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY LTD       | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6461000 | PA      | $5617003.38   | 0.20%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                        | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     578000 | PA      | $529335.85    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A                    | CGMS_18-C17A                       | CUSIP: 14307PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9300000 | PA      | $9304231.50   | 0.34%             | 2031-04-30      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     402000 | PA      | $402280.69    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                           | FHLMC_5078                         | CUSIP: 3137FF6A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22506563 | PA      | $3419023.71   | 0.12%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8539286 | PA      | $1032614.06   | 0.04%             | 2049-08-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     582000 | PA      | $555641.39    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     183000 | PA      | $191013.60    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     313000 | PA      | $310176.77    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     327000 | PA      | $325133.36    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    8257000 | PA      | $7625936.48   | 0.28%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2744560.97   | 0.10%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                    | CEDAR FAIR LP                      | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     207000 | PA      | $205904.92    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                    | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     204000 | PA      | $205029.55    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     108000 | PA      | $106170.63    | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     513000 | PA      | $514169.42    | 0.02%             | 2033-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82992.16     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1708000 | PA      | $1601781.13   | 0.06%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     785000 | PA      | $788484.41    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3502789.97   | 0.13%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 3.5       | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     198502 | PA      | $197442.50    | 0.01%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   21946000 | PA      | $19263419.67  | 0.70%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                       | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3387636 | PA      | $3386798.80   | 0.12%             | 2031-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $6141872.29   | 0.22%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORPORATION (THE) | CUSIP: 26483EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     182000 | PA      | $181769.67    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORP TLB2 2.25    | CUSIP: 26483NAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297000 | PA      | $295746.66    | 0.01%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP                  | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     270000 | PA      | $275555.29    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     204000 | PA      | $197758.65    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $453088.15    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7614000 | PA      | $7673547.83   | 0.28%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | EARTHSTONE ENERGY HOLDINGS LLC     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     560000 | PA      | $569535.64    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1500494 | PA      | $1395750.56   | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     884419 | PA      | $935002.52    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3907120.00   | 0.14%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11022114.40  | 0.40%             | 2031-01-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4368595.03   | 0.16%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     259000 | PA      | $259683.43    | 0.01%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     618000 | PA      | $585091.91    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135259.99    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1931762.93   | 0.07%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4086000 | PA      | $4147911.74   | 0.15%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     422000 | PA      | $414980.43    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1276737.80   | 0.05%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                              | RECESS HOLDINGS INC TLB 3.75       | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297006 | PA      | $293943.49    | 0.01%             | 2030-02-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| PNT_21-1                                                         | PNT_21-1                           | CUSIP: 73090AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6342341 | PA      | $6270675.77   | 0.23%             | 2052-02-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     624000 | PA      | $589346.18    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     410000 | PA      | $409090.70    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1358767.57   | 0.05%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     304000 | PA      | $303831.17    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     777000 | PA      | $796673.58    | 0.03%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     709000 | PA      | $690768.54    | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     780000 | PA      | $733989.58    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     207000 | PA      | $213235.93    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                 | ALIXPARTNERS TLB 2.5               | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296143 | PA      | $295731.61    | 0.01%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     108000 | PA      | $103141.32    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     633000 | PA      | $599216.38    | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1212942.58   | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     472000 | PA      | $455747.79    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     423000 | PA      | $407060.66    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     782000 | PA      | $786880.67    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4920                                           | FHLMC_4920                         | CUSIP: 3137FPB95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30052082 | PA      | $3601567.76   | 0.13%             | 2049-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4979                                           | FHLMC_4979                         | CUSIP: 3137FTXG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4261391 | PA      | $578965.42    | 0.02%             | 2048-06-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     952000 | PA      | $965721.41    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC  | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     165000 | PA      | $164779.74    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC  | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348041.32    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32000000 | PA      | $30378737.60  | 1.11%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  104000000 | PA      | $93848317.68  | 3.42%             | 2055-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $46592197.50  | 1.70%             | 2055-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $47812515.50  | 1.74%             | 2055-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $14682243.30  | 0.54%             | 2055-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74500000 | PA      | $74339170.89  | 2.71%             | 2055-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31000000 | PA      | $31446746.58  | 1.15%             | 2055-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                 | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     186000 | PA      | $184546.85    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     281000 | PA      | $267375.30    | 0.01%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC TLB 2.75      | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81477 | PA      | $81419.38     | 0.00%             | 2031-09-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC               | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     181000 | PA      | $184729.15    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     675000 | PA      | $551369.27    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-3                                  | THRM_22-3A                         | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1078510 | PA      | $1081985.71   | 0.04%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_23-1                                  | THRM_23-1A                         | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1703565 | PA      | $1710321.49   | 0.06%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9613737 | PA      | $8763945.14   | 0.32%             | 2032-10-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  823559470 | PA      | $6626359.50   | 0.24%             | 2029-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12262565 | PA      | $11971475.85  | 0.44%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $11853078.00  | 0.43%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1125000 | PA      | $1186615.04   | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     406000 | PA      | $411242.90    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                  | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1014000 | PA      | $953307.10    | 0.03%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP TLB 2.5           | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     297754 | PA      | $295264.53    | 0.01%             | 2027-12-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     653000 | PA      | $649035.80    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      87000 | PA      | $79534.25     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                                        | IDERA INC TLB 3.5                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296985 | PA      | $268958.15    | 0.01%             | 2028-03-02      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     510752 | PA      | $393950.29    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     210388 | PA      | $88367.59     | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |     296000 | PA      | $296077.08    | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                 | INGRAM MICRO INC TLB 2.75          | CUSIP: 45258FAD2<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     164363 | PA      | $164157.06    | 0.01%             | 2031-09-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4                       | IMPRL_21-NQM4                      | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2959220 | PA      | $2579222.07   | 0.09%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                  | INFORMATICA LLC TLB 2.25           | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     250000 | PA      | $249375.00    | 0.01%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1328000 | PA      | $1277796.39   | 0.05%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO LLC                                                | INDY US BIDCO LLC TLB 3.5          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $149063.91    | 0.01%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     426000 | PA      | $394289.97    | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC              | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     900700 | PA      | $909707.00    | 0.03%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC TLB 4.25     | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |     149215 | PA      | $146454.19    | 0.01%             | 2029-03-16      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2750222.76   | 0.10%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB6 2.75      | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     347362 | PA      | $346927.32    | 0.01%             | 2028-08-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     560000 | PA      | $503705.34    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     550000 | PA      | $535752.90    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     294000 | PA      | $298749.33    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                       | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     832000 | PA      | $828412.14    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     332000 | PA      | $313166.46    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     499000 | PA      | $418619.65    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     845000 | PA      | $829069.73    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAIDGT_24-7                        | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4929041 | PA      | $5006228.53   | 0.18%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAID_24-7                          | CUSIP: 69545AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5541796 | PA      | $5635636.55   | 0.21%             | 2031-12-15      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-2                         | PAID_21-2                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392220 | PA      | $387765.18    | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                          | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3599970 | PA      | $3622915.79   | 0.13%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| STARC_20-CS01                                                    | STARC_20-CS01                      | CUSIP: 3137G0WN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 1784385581 | PA      | $4515923.03   | 0.16%             | 2030-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 1784385584 | PA      | $7055995.91   | 0.26%             | 2030-04-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FHLMC_5152                         | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   36051523 | PA      | $4022755.11   | 0.15%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5187                | FHLMC_5187                         | CUSIP: 3137H5AH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20151247 | PA      | $3567290.67   | 0.13%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287                | FHLMC_5287                         | CUSIP: 3137H9MZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18814057 | PA      | $3776679.24   | 0.14%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4459258 | PA      | $502445.09    | 0.02%             | 2048-06-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GNMA_18-91                         | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3373620 | PA      | $415808.83    | 0.02%             | 2048-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GNMA_18-125                        | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4317892 | PA      | $502610.39    | 0.02%             | 2048-09-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GNMA_18-112                        | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3360570 | PA      | $437038.48    | 0.02%             | 2048-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GNMA_18-103                        | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2645259 | PA      | $348474.50    | 0.01%             | 2048-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GNMA_18-151                        | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5665446 | PA      | $719059.59    | 0.03%             | 2048-11-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6714658 | PA      | $950118.05    | 0.03%             | 2048-01-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19950683 | PA      | $2558848.65   | 0.09%             | 2045-11-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139             | GNMA_18-139                        | CUSIP: 38381ALT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2472683 | PA      | $306204.96    | 0.01%             | 2048-10-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GNMA_18-134                        | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3556275 | PA      | $435881.29    | 0.02%             | 2048-10-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3820385 | PA      | $461874.66    | 0.02%             | 2049-01-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                        | GNMA_19-6                          | CUSIP: 38381BP40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17634344 | PA      | $2356258.76   | 0.09%             | 2049-01-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                         | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5367072 | PA      | $650293.79    | 0.02%             | 2049-02-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4153306 | PA      | $540052.71    | 0.02%             | 2049-05-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GNMA_19-56                         | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4132307 | PA      | $524446.02    | 0.02%             | 2049-05-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GNMA_19-90                         | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5979144 | PA      | $871212.70    | 0.03%             | 2049-07-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GNMA_19-85                         | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3680536 | PA      | $486362.95    | 0.02%             | 2049-07-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GNMA_20-21                         | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2967005 | PA      | $424201.58    | 0.02%             | 2050-02-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                         | CUSIP: 38382EW52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22414636 | PA      | $2543850.51   | 0.09%             | 2049-08-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GNMA_20-62                         | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5152792 | PA      | $653906.30    | 0.02%             | 2050-05-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GNMA_21-16                         | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18413777 | PA      | $2685257.19   | 0.10%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                         | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19846288 | PA      | $3112074.57   | 0.11%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18609104 | PA      | $2911174.79   | 0.11%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160061 | PA      | $159681.66    | 0.01%             | 2033-06-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7610000 | PA      | $7328484.79   | 0.27%             | 2033-06-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP TLB1 3.5      | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     294823 | PA      | $291070.18    | 0.01%             | 2029-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | PICARD MIDCO INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1763159.61   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_25-RRTL1                               | TRK_25-RRTL1                       | CUSIP: 89053JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4820067.84   | 0.18%             | 2040-02-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2                               | TRK_24-RRTL2                       | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10200000 | PA      | $10188594.36  | 0.37%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     678000 | PA      | $691489.18    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1253014.24   | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1112455.63   | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     399000 | PA      | $398131.08    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     297750 | PA      | $294561.10    | 0.01%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1300183.66   | 0.05%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | TRANSOCEAN AQUILA LTD              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     432969 | PA      | $427029.69    | 0.02%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3222460.94   | 0.12%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     357000 | PA      | $309625.02    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     115000 | PA      | $111436.36    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1599150.30   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | ENSEMBLE RCM LLC TLB 3.0           | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      69784 | PA      | $69674.98     | 0.00%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1091127.66   | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB CORP                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     222000 | PA      | $225024.72    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5872386.00   | 0.21%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                         | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $902357.07    | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP                        | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1258890.28   | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                               | COLT_21-5                          | CUSIP: 12598RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6400000 | PA      | $4763513.60   | 0.17%             | 2066-11-26      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     640000 | PA      | $559213.47    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     404000 | PA      | $407209.63    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $3578228.41   | 0.13%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     408000 | PA      | $386359.62    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_23-NQM1                      | MCMLT_23-NQM1                      | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3746351 | PA      | $3746338.45   | 0.14%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2088598.61   | 0.08%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INTERNATIONAL TLB 3.25    | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     250808 | PA      | $247140.75    | 0.01%             | 2031-06-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $6221254.31   | 0.23%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16928000 | PA      | $16870763.95  | 0.62%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9134000 | PA      | $9296102.19   | 0.34%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     580000 | PA      | $541038.46    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1024335.08   | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MR COOPER GROUP INC                                              | Mr Cooper Group Inc                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       4518 | NS      | $537687.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     530000 | PA      | $513486.50    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     160000 | PA      | $154097.62    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     260000 | PA      | $253844.43    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     303000 | PA      | $303915.60    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     274000 | PA      | $270701.42    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     182000 | PA      | $168889.31    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1042779.61   | 0.04%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     421000 | PA      | $416492.72    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     684000 | PA      | $682598.63    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     404000 | PA      | $402371.92    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1090000 | PA      | $1010364.71   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3969000 | PA      | $3838859.12   | 0.14%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     661000 | PA      | $525662.41    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1066212.63   | 0.04%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     964000 | PA      | $653464.92    | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                   | NCR ATLEOS ESCROW CORP             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $920691.68    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     138000 | PA      | $130728.26    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     429000 | PA      | $478349.85    | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1407316.01   | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ENVA_23-A                                                        | ENVA_23-A                          | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1478555 | PA      | $1490105.10   | 0.05%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                               | ENVA_24-A                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2961977 | PA      | $2977709.84   | 0.11%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | NRZT_20-RPL1                       | CUSIP: 64828XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $6551705.00   | 0.24%             | 2059-11-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4576000 | PA      | $3882479.26   | 0.14%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1689.91      | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CDK GLOBAL INC                     | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     602000 | PA      | $517430.25    | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC/CDK GLOBAL II   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     979000 | PA      | $862194.81    | 0.03%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59              | GNMA_24-59                         | CUSIP: 38384MG35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25282919 | PA      | $1616460.88   | 0.06%             | 2054-04-20      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                         | CUSIP: 38384MLG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   55445364 | PA      | $4778919.12   | 0.17%             | 2054-04-20      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59              | GNMA_24-59                         | CUSIP: 38384MQ91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   40665001 | PA      | $5809955.13   | 0.21%             | 2054-04-20      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_24-92               | GNMA_24-92                         | CUSIP: 38384NXE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18635934 | PA      | $1707541.65   | 0.06%             | 2054-05-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GNMA_25-39                         | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12910730 | PA      | $13060444.18  | 0.48%             | 2055-03-20      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1                 | GSKY_24-1                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4260556 | PA      | $4308275.00   | 0.16%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1465000 | PA      | $1363942.04   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     153000 | PA      | $145376.64    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      88000 | PA      | $89076.45     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     547000 | PA      | $517384.47    | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20878000 | PA      | $19495817.57  | 0.71%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2495088.85   | 0.09%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1332873.59   | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3677000 | PA      | $3237159.62   | 0.12%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2424000 | PA      | $2461548.89   | 0.09%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2986000 | PA      | $3008646.95   | 0.11%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     949000 | PA      | $942420.67    | 0.03%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HTAP HTAP_24-1                                                   | HTAP_24-2                          | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13083809 | PA      | $12854403.65  | 0.47%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_25-1                                             | HTAP_25-1                          | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2678259 | PA      | $2652041.03   | 0.10%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     512000 | PA      | $530826.28    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP  | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     939000 | PA      | $910634.83    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86044.13     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     306000 | PA      | $302270.42    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     599000 | PA      | $521500.17    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM OPERATIONS LP       | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $268614.07    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM PARTNERS LP         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274000 | PA      | $274463.81    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC TLB 3.0      | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     147349 | PA      | $144770.49    | 0.01%             | 2032-02-03      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     983000 | PA      | $939149.47    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC              | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     659000 | PA      | $674056.09    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     167000 | PA      | $161815.98    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     569000 | PA      | $532028.72    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     212000 | PA      | $193731.25    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $920758.48    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     523000 | PA      | $497835.46    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP                | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1003010.01   | 0.04%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60998.77     | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67036.71     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $926876.50    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY  | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     671000 | PA      | $681018.67    | 0.02%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BOR ESC           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $809986.82    | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FIN HLDGS LLLP      | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     232000 | PA      | $239549.79    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     296000 | PA      | $277841.54    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACUREN DELAWARE HOLDCO INC                                       | AAL DELAWARE HOLDCO INC TL 2.75    | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44850 | PA      | $44710.38     | 0.00%             | 2031-07-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                       | ACHV_24-1PL                        | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1339694 | PA      | $1354208.80   | 0.05%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     307000 | PA      | $268709.48    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                          | LMAT_21-GS1                        | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4633759 | PA      | $4655269.35   | 0.17%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $2616600.50   | 0.10%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                    | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $655053.13    | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                          | LMAT_21-GS2                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3480972 | PA      | $3479748.05   | 0.13%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTERNATIONAL INC   | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $43170.00     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC               | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     747000 | PA      | $818106.10    | 0.03%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING   | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $253970.56    | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                          | SIGNATURE AVIATION TLB2 3.0        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     297754 | PA      | $294436.76    | 0.01%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                            | BULLDOG PURCHASER INC TLB 3.75     | CUSIP: 12021GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      95475 | PA      | $94878.41     | 0.00%             | 2031-06-27      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     325000 | PA      | $298493.65    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     345000 | PA      | $343411.05    | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_21-RTL1                         | CAFL_21-RTL1                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2152326 | PA      | $2147052.40   | 0.08%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1260996.67   | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     788000 | PA      | $768701.61    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1734947.43   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1189489.17   | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $6641965.15   | 0.24%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     757000 | PA      | $703210.99    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $560511.58    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1484828.94   | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM2                                           | MFRA_20-NQM2                       | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12854000 | PA      | $12136302.05  | 0.44%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_20-NQM1                                          | MFRA_20-NQM1                       | CUSIP: 552754AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2560823.72   | 0.09%             | 2049-08-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     405000 | PA      | $403454.04    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     962000 | PA      | $918847.27    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     868000 | PA      | $820446.51    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                                        | MADISON SAFETY & FLOW LLC TLB 2.75 | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      40739 | PA      | $40382.15     | 0.00%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2500147.34   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     701000 | PA      | $623109.18    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1190636.12   | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   11251000 | PA      | $7656901.44   | 0.28%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_22-2                                  | MFT_22-2A                          | CUSIP: 57107LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1969748 | PA      | $1972483.30   | 0.07%             | 2032-08-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     852000 | PA      | $772052.23    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $74064.35     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_23-2                                  | MFT_23-2A                          | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5549419.15   | 0.20%             | 2033-06-15      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                   | MARRIOTT OWNERSHIP RESORTS INC     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     188000 | PA      | $171152.30    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC              | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     983000 | PA      | $845988.29    | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $546020.00    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    7210000 | PA      | $7282116.92   | 0.27%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                    | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      84000 | PA      | $84190.93     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     522000 | PA      | $381822.58    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     531000 | PA      | $438437.21    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318204.07    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     680000 | PA      | $654719.09    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1497553.46   | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1095108.51   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     271000 | PA      | $268603.98    | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1513950.17   | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     637000 | PA      | $543679.34    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     312000 | PA      | $322245.59    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0               | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     297744 | PA      | $278763.05    | 0.01%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                       | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14142958 | PA      | $14242682.57  | 0.52%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     912000 | PA      | $932129.03    | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                               | CHG PPC PARENT LLC TLB 3.0         | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |      58922 | PA      | $58774.70     | 0.00%             | 2028-12-08      | Variable      | 7.44%                 | No            |                  3 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-5                                  | CHNGE_22-5                         | CUSIP: 12546GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4862968 | PA      | $4884739.83   | 0.18%             | 2058-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                    | EART_23-3A                         | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1053938 | PA      | $1055234.31   | 0.04%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    2250000 | PA      | $2095283.27   | 0.08%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                       | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10213453.95  | 0.37%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-3                                | FHF_24-3A                          | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11571671 | PA      | $11659875.03  | 0.43%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1YR CMT ARM                  | CUSIP: 36202KTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        107 | PA      | $107.25       | 0.00%             | 2025-07-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9570000 | PA      | $9842386.54   | 0.36%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                   | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11138 | PA      | $11086.64     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FHLMC_278                          | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     648389 | PA      | $70366.77     | 0.00%             | 2042-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1326641.38   | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9250179 | PA      | $9274442.32   | 0.34%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    3995000 | PA      | $3093360.61   | 0.11%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                        | GARDA WORLD SECURITY CORP          | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     632000 | PA      | $622597.11    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-6                    | STAR_21-6                          | CUSIP: 85573RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13954000 | PA      | $9565553.51   | 0.35%             | 2066-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_22-2                    | STAR_22-2                          | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2288090 | PA      | $2160689.01   | 0.08%             | 2067-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD STWRT_15-1A                                 | STWRT_15-1A                        | CUSIP: 860444AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5828571 | PA      | $5832709.29   | 0.21%             | 2030-01-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     301000 | PA      | $309465.80    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     299000 | PA      | $309764.17    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     496000 | PA      | $495496.96    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS TLB 2.75   | CUSIP: 86880NBB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297000 | PA      | $295794.18    | 0.01%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1325882.47   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     938000 | PA      | $868304.29    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12165000 | PA      | $10960973.92  | 0.40%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5014000 | PA      | $5071298.60   | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     521000 | PA      | $516800.76    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     591000 | PA      | $575358.60    | 0.02%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLN 2.5               | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     300000 | PA      | $295374.00    | 0.01%             | 2028-01-31      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -43000000 | PA      | $-37311194.60 | -1.36%            | 2055-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE JUN 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        900 | NC      | $2044387.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_309                          | CUSIP: 31325USF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     308959 | PA      | $34910.34     | 0.00%             | 2043-08-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17121181 | PA      | $15011184.79  | 0.55%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DPSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22976431 | PA      | $22144834.06  | 0.81%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21539312 | PA      | $22114318.03  | 0.81%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17933374 | PA      | $18073947.23  | 0.66%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DUTL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26979777 | PA      | $26525091.16  | 0.97%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3949232 | PA      | $3475024.23   | 0.13%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12352080 | PA      | $12351997.74  | 0.45%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15605441 | PA      | $15531417.79  | 0.57%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0M41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34585670 | PA      | $33095659.05  | 1.21%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                    | CUSIP: 3132WJRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4349177 | PA      | $4016135.38   | 0.15%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B03H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17634243 | PA      | $14807422.81  | 0.54%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15329342 | PA      | $13347165.79  | 0.49%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-65                                     | FNMA_23-65                         | CUSIP: 3136BQD71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17041734 | PA      | $2083834.32   | 0.08%             | 2050-03-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                         | CUSIP: 3136BQLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   33361295 | PA      | $3937210.01   | 0.14%             | 2050-06-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-57                                     | FNMA_23-57                         | CUSIP: 3136BQQM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   39181578 | PA      | $5266098.08   | 0.19%             | 2050-02-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     555000 | PA      | $547120.50    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      42000 | PA      | $40488.35     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136698.91    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     319000 | PA      | $309947.18    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     449000 | PA      | $414728.90    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     876000 | PA      | $805906.99    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5326                | FHLMC_5326                         | CUSIP: 3137HAFG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19286697 | PA      | $1520339.43   | 0.06%             | 2053-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     930000 | PA      | $931559.55    | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HLDS CORP TLB 3.0 | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     275410 | PA      | $271653.27    | 0.01%             | 2031-06-20      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345                | FHLMC_5345                         | CUSIP: 3137HAQZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25297416 | PA      | $2834519.81   | 0.10%             | 2048-01-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                       | GATES CORPORATION                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     401000 | PA      | $407503.20    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                               | OMNIA PARTNERS LLC TLB 3.25        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     149250 | PA      | $148441.07    | 0.01%             | 2030-07-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     714000 | PA      | $686439.24    | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     739000 | PA      | $672756.35    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC UNLIMITED LIABILITY CO  | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     231000 | PA      | $230518.67    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     458000 | PA      | $405707.95    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     467000 | PA      | $447071.73    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     257000 | PA      | $265784.54    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     541000 | PA      | $549185.33    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102430.37    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     462000 | PA      | $463831.22    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     566000 | PA      | $555045.09    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1620000 | PA      | $1587406.39   | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | OPAL BIDCO SAS                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     532000 | PA      | $532610.49    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6583476 | PA      | $6399557.21   | 0.23%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                                    | OPTN_24-3                          | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4148472 | PA      | $4150245.80   | 0.15%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                       | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     720000 | PA      | $703069.94    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1151000 | PA      | $1123344.00   | 0.04%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     214000 | PA      | $191196.96    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2276000 | PA      | $2289016.83   | 0.08%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC              | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     488000 | PA      | $494257.49    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     667000 | PA      | $682136.81    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     274000 | PA      | $277574.48    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC            | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     424000 | PA      | $415139.20    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1                      | STWH_21-NPB1                       | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     231443 | PA      | $231248.64    | 0.01%             | 2026-10-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   18174000 | PA      | $18077178.04  | 0.66%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST GITSIT_25-NPL1                        | GITSIT_25-NPL1                     | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7854834 | PA      | $7853151.27   | 0.29%             | 2055-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1436635.96   | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1671805 | PA      | $1411631.36   | 0.05%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $5783098.10   | 0.21%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     755000 | PA      | $732122.09    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     604000 | PA      | $595840.25    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5811000 | PA      | $5915291.59   | 0.22%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $10593415.31  | 0.39%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2229020.35   | 0.08%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     445000 | PA      | $432700.42    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST UNLOK_23-1                                      | UNLOK_23-1                         | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6866376 | PA      | $6821224.84   | 0.25%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPLAND CLO LTD UPLND_16-1A                                       | UPLND_16-1A                        | CUSIP: 915328AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3435921 | PA      | $3436570.85   | 0.13%             | 2031-04-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                       | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535536 | PA      | $529691.48    | 0.02%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2                      | GSAR_24-2A                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5968302 | PA      | $6036330.07   | 0.22%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13652000 | PA      | $13903972.03  | 0.51%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                               | UPSTREAM NEWCO INC TLB 4.25        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     296154 | PA      | $212398.58    | 0.01%             | 2026-11-20      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                          | VERTICAL HOLDCO GMBH               | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     546000 | PA      | $547778.62    | 0.02%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                        | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     862369 | PA      | $819026.48    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                         | CUSIP: 92538GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12412000 | PA      | $9715690.35   | 0.35%             | 2066-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $2877035.63   | 0.10%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000 | PA      | $867.37       | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES TLB 4.5            | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      70474 | PA      | $66961.69     | 0.00%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $148835.09    | 0.01%             | 2031-02-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS TLB5 3.5           | CUSIP: 000000000<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     297000 | PA      | $296922.78    | 0.01%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                     | VERSCEND TECH TLB 2.75             | CUSIP: 000000000<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     297008 | PA      | $290324.83    | 0.01%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY     | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     586000 | PA      | $557649.36    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GNMA_17-37                         | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2841967 | PA      | $402425.91    | 0.01%             | 2047-03-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-184                        | CUSIP: 38379HFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2689725 | PA      | $276350.97    | 0.01%             | 2041-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-110                        | CUSIP: 38379MTQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10473031 | PA      | $1128143.33   | 0.04%             | 2045-08-20      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-120                        | CUSIP: 38380ATU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19214079 | PA      | $2741824.03   | 0.10%             | 2046-09-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134             | GNMA_17-134                        | CUSIP: 38380GG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14243375 | PA      | $2130330.34   | 0.08%             | 2047-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GGX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8493174 | PA      | $1350949.72   | 0.05%             | 2047-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3757340 | PA      | $461955.59    | 0.02%             | 2047-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-153             | GNMA_17-153                        | CUSIP: 38380HA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18250339 | PA      | $2455829.45   | 0.09%             | 2047-10-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GNMA_17-149                        | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4683631 | PA      | $657916.65    | 0.02%             | 2047-10-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GNMA_17-163                        | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1956291 | PA      | $253670.53    | 0.01%             | 2047-11-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3396692 | PA      | $429538.51    | 0.02%             | 2048-06-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE JUN 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       3234 | NC      | $5735154.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND JUN 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       -446 | NC      | $-791822.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE JUN 25          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -1249 | NC      | $-2246944.77  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND JUN 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        627 | NC      | $811759.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.44.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |  -28000000 | OU      | $973560.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-21

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer