# EDGAR Filing Document

**Accession Number:** 0000815425
**File Stem:** 0000815425-25-000029
**Filing Date:** 2025-8
**Character Count:** 426239
**Document Hash:** 88369e2313c2cc46116fa709ac241b8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000815425-25-000029.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0000815425-25-000029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000815425

**ORGANIZATION NAME:**
- **EIN:** 043031721
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05199
- **FILM NUMBER:** 251244772

**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:** STEINROE VARIABLE INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE VARIABLE INVESTMENT FUND
- **DATE OF NAME CHANGE:** 19890327

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Strategic Income Fund (Series ID: S000012560)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000034143 | Columbia Variable Portfolio - Strategic Income Fund Class 1 |  |
| C000034144 | Columbia Variable Portfolio - Strategic Income Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05199

- **c. CIK number of Registrant:** 0000815425

- **d. LEI of Registrant:** 549300293M2AM3RU8K52

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **b. EDGAR series identifier (if any):** S000012560

- **c. LEI of Series:** ZF95MMD0I90TC927RI96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $233948460.75

**Total Liabilities:** $32705652.48

**Net Assets:** $201242808.27

**Delayed Delivery Securities:** $31093779.08

**Stand-by Commitments:** $667107.63

**Cash Not Reported:** $116250.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17510.139300000000 | **1-Year:** 1029.879700000000 | **5-Year:** 8159.469700000000 | **10-Year:** 6287.467400000000 | **30-Year:** 23812.621900000000

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

- **3-Month:** 3582.604900000000 | **1-Year:** 6552.430100000000 | **5-Year:** 20178.869700000000 | **10-Year:** 5436.192800000000 | **30-Year:** 3023.181700000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034143 | 0.79%                | 0.26%                | 1.57%                |
| Class ID C000034144 | 0.80%                | 0.00%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-289667.15              | $967548.26                                 |
| Month 2  | $-3416.42                | $-689614.99                                |
| Month 3  | $-92720.33               | $2545054.71                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148             | GNMA_22-148                            | CUSIP: 38383YBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     716707 | PA      | $86279.59     | 0.04%             | 2052-08-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                             | CUSIP: 38384ASD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1864368 | PA      | $243182.96    | 0.12%             | 2050-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75              | GNMA_23-75                             | CUSIP: 38384AWX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2016085 | PA      | $261115.07    | 0.13%             | 2050-06-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165             | GNMA_23-165                            | CUSIP: 38384D6K8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2105674 | PA      | $255977.58    | 0.13%             | 2050-02-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                             | CUSIP: 38384JJS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3312179 | PA      | $415711.89    | 0.21%             | 2054-02-20      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25              | GNMA_24-25                             | CUSIP: 38384JN83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2288305 | PA      | $290661.16    | 0.14%             | 2051-06-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                             | CUSIP: 38384JQS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3334930 | PA      | $252381.87    | 0.13%             | 2054-02-20      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                            | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221659 | PA      | $221956.12    | 0.11%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                            | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131260 | PA      | $131748.27    | 0.07%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                          | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     435000 | PA      | $296754.17    | 0.15%             | 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        |      98000 | PA      | $98241.39     | 0.05%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                         | ON ASSIGNMENT INC                      | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75131.03     | 0.04%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      69337 | PA      | $69321.72     | 0.03%             | 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        |     234729 | PA      | $235276.82    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     113000 | PA      | $108062.16    | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     411000 | PA      | $419041.24    | 0.21%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37762.44     | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     191000 | PA      | $185202.52    | 0.09%             | 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        |      70000 | PA      | $72211.19     | 0.04%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE        | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112116.55    | 0.06%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC                           | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25860.85     | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE IN     | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49690.56     | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | ACUSHNET CO                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43801.44     | 0.02%             | 2028-10-15      | Fixed         | 7.38%                 | 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        |     750000 | PA      | $753995.10    | 0.37%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                            | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250621.43    | 0.12%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                            | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200910.46    | 0.10%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                             | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $502436.65    | 0.25%             | 2029-02-15      | Fixed         | 5.61%                 | 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        |     145000 | PA      | $150232.61    | 0.07%             | 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      | $149279.46    | 0.07%             | 2031-02-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                             | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      62000 | PA      | $61396.11     | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                         | BOXER PARENT COMPANY INC TLB 3.00      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     116375 | PA      | $115567.36    | 0.06%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     327000 | PA      | $284920.64    | 0.14%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      29000 | PA      | $24580.71     | 0.01%             | 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        |    1479000 | PA      | $1301871.24   | 0.65%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     440000 | PA      | $393935.23    | 0.20%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                            | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     104000 | PA      | $104350.76    | 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        |     520000 | PA      | $458001.90    | 0.23%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_21-2A                                       | BABSN_21-2A                            | CUSIP: 06762KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     250000 | PA      | $248696.50    | 0.12%             | 2034-07-15      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      74000 | PA      | $77310.60     | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $71439.13     | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      19000 | PA      | $18835.34     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25018.28     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                     | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     114000 | PA      | $108797.34    | 0.05%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | BEACH ACQUISITION BIDCO LLC            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     101000 | PA      | $105050.15    | 0.05%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | BELRON UK FINANCE PLC                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      57000 | PA      | $57411.39     | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     520000 | PA      | $355061.59    | 0.18%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FAIRLANE MANAGEMENT CORP                                         | FAIRLANE MANAGEMENT CORP               | CUSIP: 305059107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DNDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1215588 | PA      | $1064093.52   | 0.53%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       3000 | PA      | $3016.42      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $38815.25     | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DS4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3175644 | PA      | $2883957.11   | 1.43%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     846113 | PA      | $870421.73    | 0.43%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $38546.64     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     202000 | PA      | $190606.83    | 0.09%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     882184 | PA      | $890940.52    | 0.44%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     805215 | PA      | $805403.79    | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     132000 | PA      | $132519.45    | 0.07%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSW STRUCTURED ASSET TRUST OSAT_21-RPL1                          | OSAT_21-RPL1                           | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     214388 | PA      | $205625.43    | 0.10%             | 2065-05-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     512000 | PA      | $424400.08    | 0.21%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                           | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     208000 | PA      | $211023.67    | 0.10%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     848116 | PA      | $841505.77    | 0.42%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                        | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     178093 | PA      | $175966.29    | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC               | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     199000 | PA      | $196693.90    | 0.10%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                            | BULLDOG PURCHASER INC TLB 3.75         | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |      48510 | PA      | $48571.07     | 0.02%             | 2031-06-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-1                                             | FNMA_13-1                              | CUSIP: 3136ABYL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     508005 | PA      | $71729.31     | 0.04%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                             | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     190539 | PA      | $23773.42     | 0.01%             | 2045-01-25      | Variable      | 1.73%                 | 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        |      88336 | PA      | $88273.54     | 0.04%             | 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        |     276000 | PA      | $275057.17    | 0.14%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                             | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     349262 | PA      | $43266.75     | 0.02%             | 2046-06-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-47                                            | FNMA_17-47                             | CUSIP: 3136AWXB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     255488 | PA      | $31046.09     | 0.02%             | 2047-06-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $78278.54     | 0.04%             | 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        |     156000 | PA      | $151204.48    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     147000 | PA      | $140107.49    | 0.07%             | 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        |     131000 | PA      | $122245.35    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-56                                            | FNMA_17-56                             | CUSIP: 3136AXBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     550239 | PA      | $69655.98     | 0.03%             | 2047-07-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-76                                            | FNMA_18-76                             | CUSIP: 3136B3GB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     248285 | PA      | $33373.14     | 0.02%             | 2048-10-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8376.01      | 0.00%             | 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        |     133000 | PA      | $118371.34    | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM3                             | OBX_24-NQM3                            | CUSIP: 67118KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270227 | PA      | $272463.07    | 0.14%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                             | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      89970 | PA      | $90577.01     | 0.05%             | 2033-10-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-3                                             | FNMA_21-3                              | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1970857 | PA      | $334994.67    | 0.17%             | 2051-02-25      | Fixed         | 2.50%                 | 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        |    1434903 | PA      | $149907.91    | 0.07%             | 2052-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                             | CUSIP: 3136BQLL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1961999 | PA      | $225938.29    | 0.11%             | 2050-06-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-61                                            | FNMA_23-61                             | CUSIP: 3136BQWP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4004308 | PA      | $242877.29    | 0.12%             | 2053-12-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     104000 | PA      | $104986.64    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     124000 | PA      | $113550.10    | 0.06%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $109012.16    | 0.05%             | 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        |      19000 | PA      | $19815.37     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-62                                     | FNMA_23-62                             | CUSIP: 3136BQZB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2030730 | PA      | $250821.56    | 0.12%             | 2048-10-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                          | CUSIP: 3137G0WB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22030431 | PA      | $154684.47    | 0.08%             | 2029-02-25      | Fixed         | 0.27%                 | 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        |     190686 | PA      | $190721.52    | 0.09%             | 2031-04-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1                        | OCT55_21-1A                            | CUSIP: 67592WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $300343.20    | 0.15%             | 2034-07-20      | Variable      | 11.03%                | 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        |     196000 | PA      | $160731.16    | 0.08%             | 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        |      81000 | PA      | $79712.88     | 0.04%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                          | CUSIP: 3137G0WV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $418124.65    | 0.21%             | 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: 3137G0WW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39808116 | PA      | $148126.00    | 0.07%             | 2030-06-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118965.43    | 0.06%             | 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        |     108000 | PA      | $103104.98    | 0.05%             | 2029-10-01      | Fixed         | 6.25%                 | 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        |      65000 | PA      | $51820.82     | 0.03%             | 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        |      68000 | PA      | $58364.99     | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     121000 | PA      | $123455.19    | 0.06%             | 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        |     274720 | PA      | $271192.21    | 0.13%             | 2031-06-20      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                          | CUSIP: 3137G0WX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39808116 | PA      | $115925.21    | 0.06%             | 2030-05-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192                | FHLMC_5192                             | CUSIP: 3137H5ER4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1470141 | PA      | $163799.26    | 0.08%             | 2051-10-25      | Fixed         | 2.50%                 | 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      | $149467.91    | 0.07%             | 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        |     166000 | PA      | $161643.86    | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198                | FHLMC_5198                             | CUSIP: 3137H5LG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1078798 | PA      | $191340.00    | 0.10%             | 2052-02-25      | 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        |    1023263 | PA      | $206537.98    | 0.10%             | 2051-05-25      | Fixed         | 3.50%                 | 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        |     124000 | PA      | $109908.88    | 0.05%             | 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        |      27000 | PA      | $28582.16     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | 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        |      60478 | PA      | $60628.86     | 0.03%             | 2028-12-08      | Variable      | 7.44%                 | No            |                  3 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      68000 | PA      | $46091.82     | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5356                                    | FHLMC_5356                             | CUSIP: 3137HAU38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2478983 | PA      | $272919.15    | 0.14%             | 2049-07-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP      | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133683.73    | 0.07%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     163000 | PA      | $163596.61    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $202637.82    | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                      | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49979.90     | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      83000 | PA      | $86900.74     | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     224000 | PA      | $234757.66    | 0.12%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      87000 | PA      | $78098.48     | 0.04%             | 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        |      38000 | PA      | $38154.23     | 0.02%             | 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        |      38000 | PA      | $38563.85     | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     473000 | PA      | $316669.17    | 0.16%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF      | Columbia Short Duration High Yield ETF | CUSIP: 19761L847<br>LEI: 529900WK4REQHLNVIB89 | Long             | EC               | RF                | US        |      98000 | NS      | $1991507.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC                 | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     137000 | PA      | $136542.18    | 0.07%             | 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        |     104000 | PA      | $110602.15    | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | 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        |   11035130 | NS      | $11032922.87  | 5.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     184000 | PA      | $182426.41    | 0.09%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83426.05     | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95604.84     | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I                                 | COMPASS MINERALS INTERNATIONAL INC     | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      99000 | PA      | $102363.65    | 0.05%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Power Ge                                                 | COMPASS PW GENERATION LLC TL 3.25      | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |      48388 | PA      | $48569.47     | 0.02%             | 2029-04-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                  | HILTON GRAND VAC BOR ESC               | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116841.25    | 0.06%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BORROWER ESC          | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $40540.16     | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15536.22     | 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        |      32000 | PA      | $31925.37     | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN         | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      94000 | PA      | $93855.12     | 0.05%             | 2027-04-01      | Fixed         | 4.88%                 | 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        |     115710 | PA      | $114547.03    | 0.06%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                     | CONCENTRA ESCROW ISSUER CORP           | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     186000 | PA      | $192849.54    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123501.18    | 0.06%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     261000 | PA      | $272799.18    | 0.14%             | 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        |     154000 | PA      | $161100.69    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                         | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      88000 | PA      | $87354.24     | 0.04%             | 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        |     127000 | PA      | $119351.23    | 0.06%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                    | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     143000 | PA      | $144992.83    | 0.07%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $35790.25     | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                         | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      97000 | PA      | $98600.35     | 0.05%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE      | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $209049.52    | 0.10%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (GOVERNMENT)                   | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $201518.40    | 0.10%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      56000 | PA      | $57446.54     | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                  | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $1768718.58   | 0.88%             | 2055-07-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75          | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149125.50    | 0.07%             | 2032-03-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     139000 | PA      | $141893.35    | 0.07%             | 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        |     103000 | PA      | $104843.56    | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_24-A                              | CPS_24-A                               | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36989 | PA      | $37020.52     | 0.02%             | 2027-09-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     121000 | PA      | $124929.39    | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                      | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      37000 | PA      | $39551.43     | 0.02%             | 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        |      56000 | PA      | $57345.41     | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP            | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     283000 | PA      | $293837.02    | 0.15%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELE                                 | DELEK LOGISTICS PARTNERS LP/DELEK      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     103000 | PA      | $102543.69    | 0.05%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                      | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     184000 | PA      | $184534.20    | 0.09%             | 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        |     297008 | PA      | $296903.55    | 0.15%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| DIAMOND ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP          | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |     187000 | PA      | $196901.24    | 0.10%             | 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        |     261000 | PA      | $268724.39    | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15968.82     | 0.01%             | 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        |      15000 | PA      | $14270.12     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $46192.69     | 0.02%             | 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        |      24000 | PA      | $17331.71     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      42901 | PA      | $35352.52     | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      22263 | PA      | $10909.92     | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $25991.34     | 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        |      41000 | PA      | $37217.58     | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV       | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44192.51     | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $180152.62    | 0.09%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202589.16    | 0.10%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     296998 | PA      | $288025.71    | 0.14%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      92000 | PA      | $79718.43     | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $209159.23    | 0.10%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                           | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1291227 | PA      | $1294440.55   | 0.64%             | 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        |     129000 | PA      | $134561.83    | 0.07%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     100000 | PA      | $98859.44     | 0.05%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     218000 | PA      | $220160.77    | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65706.65     | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88111.79     | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | 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        |     208470 | PA      | $208582.87    | 0.10%             | 2031-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168             | GNMA_18-168                            | CUSIP: 38381BGM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     318334 | PA      | $44430.63     | 0.02%             | 2048-12-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                             | CUSIP: 38381RQK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     214181 | PA      | $25360.19     | 0.01%             | 2049-02-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29              | GNMA_19-29                             | CUSIP: 38381TGX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     516435 | PA      | $52273.13     | 0.03%             | 2049-03-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41              | GNMA_19-41                             | CUSIP: 38381TNT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     432950 | PA      | $51695.55     | 0.03%             | 2049-03-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                             | CUSIP: 38381VL65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     337461 | PA      | $37563.62     | 0.02%             | 2049-05-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152             | GNMA_19-152                            | CUSIP: 38382BWU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     667241 | PA      | $80292.74     | 0.04%             | 2049-12-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55              | GNMA_20-55                             | CUSIP: 38382EMH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1040922 | PA      | $127256.92    | 0.06%             | 2050-04-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                             | CUSIP: 38382EV95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     930921 | PA      | $146337.08    | 0.07%             | 2043-07-20      | Variable      | 2.17%                 | 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        |    1140068 | PA      | $120807.51    | 0.06%             | 2049-08-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA         | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     194000 | PA      | $193379.17    | 0.10%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-BPL1                             | NYMT_24-BPL1                           | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $451543.23    | 0.22%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                  | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      40000 | PA      | $35531.17     | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29813.15     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS       | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39691.05     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC               | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10966.22     | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     128000 | PA      | $118631.45    | 0.06%             | 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        |     177000 | PA      | $178634.69    | 0.09%             | 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        |      36000 | PA      | $36853.85     | 0.02%             | 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        |     115000 | PA      | $119203.57    | 0.06%             | 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        |      58000 | PA      | $58532.63     | 0.03%             | 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        |     279000 | PA      | $277249.61    | 0.14%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QCL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $278451.62    | 0.14%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      22000 | PA      | $19864.78     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $202780.36    | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP         | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      78000 | PA      | $76027.53     | 0.04%             | 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        |     158000 | PA      | $153877.61    | 0.08%             | 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        |     148861 | PA      | $148850.46    | 0.07%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      54000 | PA      | $49053.02     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | 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        |    1228518 | PA      | $1267952.51   | 0.63%             | 2054-06-25      | Variable      | 8.23%                 | 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        |    2353467 | PA      | $2410764.98   | 1.20%             | 2054-11-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5517                | FHLMC_5517                             | CUSIP: 3137HKNH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     945045 | PA      | $959437.63    | 0.48%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                        | FHLMC_5532                             | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     477096 | PA      | $484348.24    | 0.24%             | 2055-04-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5559                             | CUSIP: 3137HMBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    1000000 | PA      | $98401.40     | 0.05%             | 2055-07-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-5                                             | FNMA_06-5                              | CUSIP: 31394VL81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     725389 | PA      | $7.25         | 0.00%             | 2034-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                         | CUSIP: 3140MHUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     727224 | PA      | $636356.60    | 0.32%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                         | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1114597 | PA      | $977060.85    | 0.49%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XDUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1118490 | PA      | $982562.63    | 0.49%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2343496 | PA      | $2141877.93   | 1.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1569721 | PA      | $1436926.62   | 0.71%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4100492 | PA      | $3557958.34   | 1.77%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1581107 | PA      | $1391660.45   | 0.69%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     874545 | PA      | $883225.12    | 0.44%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC             | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     204000 | PA      | $188402.95    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      80000 | PA      | $54317.03     | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | 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        |      37312 | PA      | $37359.14     | 0.02%             | 2031-02-21      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      93000 | PA      | $94956.64     | 0.05%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC          | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72305.28     | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC          | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39726.21     | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     235000 | PA      | $233496.73    | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC                  | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $88890.35     | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                              | GHANA (REPUBLIC OF)                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     506236 | PA      | $394057.23    | 0.20%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1121000 | PA      | $1114837.37   | 0.55%             | 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        |     445620 | PA      | $445656.73    | 0.22%             | 2055-02-25      | Variable      | 6.20%                 | 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        |     628948 | PA      | $633315.04    | 0.31%             | 2030-01-25      | Variable      | 5.88%                 | 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        |     320642 | PA      | $323476.61    | 0.16%             | 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        |     262525 | PA      | $264745.25    | 0.13%             | 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        |     472025 | PA      | $473992.87    | 0.24%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                             | CUSIP: 38384MC54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1455055 | PA      | $157833.49    | 0.08%             | 2054-04-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                             | CUSIP: 38384MLX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1885593 | PA      | $130234.17    | 0.06%             | 2054-04-20      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                             | CUSIP: 38384PCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     926984 | PA      | $125204.31    | 0.06%             | 2054-05-20      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                             | CUSIP: 38384PDP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1423664 | PA      | $217195.39    | 0.11%             | 2054-05-20      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                             | CUSIP: 38384PQM5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2148786 | PA      | $260583.23    | 0.13%             | 2054-06-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6001.44      | 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        |      84000 | PA      | $68454.82     | 0.03%             | 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        |     134000 | PA      | $110909.50    | 0.06%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | CHAMPION IRON CANADA INC               | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      37000 | PA      | $37481.49     | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16490.82     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38754.01     | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP               | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34687.98     | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | 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        |     250000 | PA      | $250782.50    | 0.12%             | 2030-11-29      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP          | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15267.53     | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | CHOBANI HOLDCO II LLC                  | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     138734 | PA      | $148764.42    | 0.07%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                      | CHOBANI LLC/FINANCE CORP               | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92844.14     | 0.05%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     521000 | PA      | $465811.60    | 0.23%             | 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        |     105903 | PA      | $105939.89    | 0.05%             | 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        |      98000 | PA      | $100464.57    | 0.05%             | 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        |     118000 | PA      | $119451.64    | 0.06%             | 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        |      41000 | PA      | $41614.10     | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     111000 | PA      | $113766.56    | 0.06%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                          | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $320571.15    | 0.16%             | 2034-01-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                          | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $471477.69    | 0.23%             | 2042-02-25      | Variable      | 9.06%                 | 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        |     300000 | PA      | $318417.57    | 0.16%             | 2042-03-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA6                                      | STACR_20-DNA6                          | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $641116.62    | 0.32%             | 2050-12-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $79481.61     | 0.04%             | 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        |      64000 | PA      | $68021.17     | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      56000 | PA      | $54300.74     | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $100347.51    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                       | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      84000 | PA      | $86688.42     | 0.04%             | 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        |      41000 | PA      | $42371.71     | 0.02%             | 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        |      69000 | PA      | $69415.64     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_25-NQM3                                          | GCAT_25-NQM3                           | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $500916.15    | 0.25%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36266GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $47100.32     | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $618254.34    | 0.31%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC                | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     168000 | PA      | $178433.35    | 0.09%             | 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        |     381311 | PA      | $381347.48    | 0.19%             | 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        |     200000 | PA      | $155900.56    | 0.08%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                       | GATES CORPORATION                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      56000 | PA      | $58143.28     | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                      | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     144000 | PA      | $144823.83    | 0.07%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     864000 | PA      | $885966.83    | 0.44%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     212000 | PA      | $185149.21    | 0.09%             | 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        |       3000 | PA      | $2646.33      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-190                            | CUSIP: 38379HLN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     512762 | PA      | $28647.12     | 0.01%             | 2038-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-20                             | CUSIP: 38379VGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     309339 | PA      | $39480.84     | 0.02%             | 2046-02-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129             | GNMA_17-129                            | CUSIP: 38380GMB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     265921 | PA      | $32812.42     | 0.02%             | 2047-08-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133             | GNMA_17-133                            | CUSIP: 38380HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     273241 | PA      | $33807.42     | 0.02%             | 2047-09-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67              | GNMA_18-67                             | CUSIP: 38380WZ28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     598810 | PA      | $73291.28     | 0.04%             | 2048-05-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124             | GNMA_18-124                            | CUSIP: 38380YX26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     456345 | PA      | $56588.09     | 0.03%             | 2048-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                                      | GNMA_18-155                            | CUSIP: 38381A3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     368832 | PA      | $43411.66     | 0.02%             | 2048-11-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147             | GNMA_18-147                            | CUSIP: 38381AFR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     676322 | PA      | $88004.93     | 0.04%             | 2048-10-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                              | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     338603 | PA      | $39061.93     | 0.02%             | 2049-01-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/RHP FIN        | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      51000 | PA      | $52443.36     | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54566.63     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP                   | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19800.79     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADNOR RE RMIR_24-1                                              | RMIR_24-1                              | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $252933.95    | 0.13%             | 2034-09-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                              | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $403384.68    | 0.20%             | 2033-12-27      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     326000 | PA      | $322137.61    | 0.16%             | 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        |     219000 | PA      | $190601.18    | 0.09%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      84000 | PA      | $79396.41     | 0.04%             | 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        |      28000 | PA      | $28701.25     | 0.01%             | 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        |      71000 | PA      | $72851.69     | 0.04%             | 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        |      18000 | PA      | $18925.67     | 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        |     164000 | PA      | $164337.75    | 0.08%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                                | ROBLOX CORPORATION                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $132286.76    | 0.07%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      49000 | PA      | $49934.54     | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62000 | PA      | $63450.77     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT        | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     395000 | PA      | $353257.18    | 0.18%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC           | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $39683.73     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     166000 | PA      | $172431.87    | 0.09%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     113000 | PA      | $115307.53    | 0.06%             | 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        |     202000 | PA      | $202403.20    | 0.10%             | 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        |      94000 | PA      | $94672.42     | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16725.43     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     112000 | PA      | $105785.00    | 0.05%             | 2029-02-01      | Fixed         | 3.12%                 | 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        |     150000 | PA      | $148687.50    | 0.07%             | 2038-05-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     180000 | PA      | $165328.04    | 0.08%             | 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        |      58000 | PA      | $57802.34     | 0.03%             | 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        |      81000 | PA      | $79908.19     | 0.04%             | 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        |      46000 | PA      | $47756.68     | 0.02%             | 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        |       4000 | PA      | $3878.93      | 0.00%             | 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        |      59322 | PA      | $59434.65     | 0.03%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     189000 | PA      | $194197.50    | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92876.58     | 0.05%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     189000 | PA      | $193830.41    | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC     | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     163000 | PA      | $159957.11    | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                      | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     197000 | PA      | $207478.78    | 0.10%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP / SUNOCO FINANCE CORP        | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46376.55     | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68736.53     | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      62000 | PA      | $65113.99     | 0.03%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86403.36     | 0.04%             | 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        |     148125 | PA      | $148542.71    | 0.07%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC            | CUSIP: 86881WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     186000 | PA      | $189644.82    | 0.09%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      98000 | PA      | $92878.03     | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                       | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     860000 | PA      | $872893.21    | 0.43%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52704.10     | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97805.27     | 0.05%             | 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        |      65000 | PA      | $64157.13     | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74092.39     | 0.04%             | 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        |     313000 | PA      | $303286.96    | 0.15%             | 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        |     102000 | PA      | $101983.95    | 0.05%             | 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        |      89000 | PA      | $92095.17     | 0.05%             | 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        |      59000 | PA      | $58393.93     | 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        |     148000 | PA      | $141746.13    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | 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        |      19794 | PA      | $19834.88     | 0.01%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | PICARD MIDCO INC                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252273.58    | 0.13%             | 2029-03-31      | Fixed         | 6.50%                 | 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        |     650000 | PA      | $650683.35    | 0.32%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      94000 | PA      | $96005.38     | 0.05%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     122000 | PA      | $125453.41    | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      19000 | PA      | $17453.97     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102583.08    | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98149.57     | 0.05%             | 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        |      64000 | PA      | $65895.86     | 0.03%             | 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        |      83000 | PA      | $86263.54     | 0.04%             | 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        |      39000 | PA      | $40300.17     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP         | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     117000 | PA      | $122526.13    | 0.06%             | 2029-01-15      | Fixed         | 6.35%                 | 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        |     296604 | PA      | $296578.33    | 0.15%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX INC                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97843.40     | 0.05%             | 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        |     296994 | PA      | $297009.01    | 0.15%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19175.79     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20062.53     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     238000 | PA      | $237587.55    | 0.12%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                 | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     505000 | PA      | $518969.23    | 0.26%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30834.42     | 0.02%             | 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        |      38000 | PA      | $39464.51     | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                  | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31611.22     | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC                  | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     137000 | PA      | $143485.52    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     119000 | PA      | $106649.72    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54733.56     | 0.03%             | 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        |     177000 | PA      | $163502.08    | 0.08%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      84000 | PA      | $73055.81     | 0.04%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     102000 | PA      | $95268.04     | 0.05%             | 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        |     145000 | PA      | $136426.00    | 0.07%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 4280000000 | PA      | $942473.56    | 0.47%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $184722.45    | 0.09%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                            | CUSIP: 38384QTX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1940539 | PA      | $260819.12    | 0.13%             | 2054-07-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                            | CUSIP: 38384QUW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1922840 | PA      | $178618.20    | 0.09%             | 2054-07-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2025000000 | PA      | $140576.40    | 0.07%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | ATHENAHEALTH GROUP INC TLB 3.0         | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     437332 | PA      | $436649.99    | 0.22%             | 2029-02-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INC                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     250000 | PA      | $168186.41    | 0.08%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     353000 | PA      | $392942.73    | 0.20%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     200000 | OU      | $24195.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    -500000 | OU      | $-95453.00    | -0.05%            |  |  |  | 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        |      31500 | PA      | $31572.14     | 0.02%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLBQ 3.25                 | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     300000 | PA      | $297069.00    | 0.15%             | 2029-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD       | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     624000 | PA      | $529790.77    | 0.26%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    -500000 | OU      | $-95453.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                   | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     453000 | PA      | $402252.46    | 0.20%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                  | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     326912 | PA      | $287784.07    | 0.14%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75         | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     295373 | PA      | $289964.47    | 0.14%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25         | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |     138095 | PA      | $134297.63    | 0.07%             | 2028-12-11      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     231000 | PA      | $204565.28    | 0.10%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |     200000 | OU      | $24195.10     | 0.01%             |  |  |  | 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        |     489905 | PA      | $488527.97    | 0.24%             | 2032-01-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | SUNRISE FIN PARTNERSHIP TL 2.5         | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     118267 | PA      | $117921.65    | 0.06%             | 2032-02-15      | Variable      | 6.79%                 | 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        |     122114 | PA      | $121780.26    | 0.06%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25         | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      52625 | PA      | $52532.96     | 0.03%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   15975213 | OU      | $320334.97    | 0.16%             |  |  |  | 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      | $149875.50    | 0.07%             | 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        |      59850 | PA      | $59850.00     | 0.03%             | 2030-02-11      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES TOPCO CORP                           | MAVIS TIRE EXPRESS SERV TLB 3.0        | CUSIP: 000000000<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |      66500 | PA      | $66442.15     | 0.03%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP TLB 3.0             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      38372 | PA      | $38408.16     | 0.02%             | 2032-02-18      | Variable      | 7.33%                 | 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        |       2326 | PA      | $2334.37      | 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        |      53052 | PA      | $52256.30     | 0.03%             | 2032-02-27      | Variable      | 6.58%                 | 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        |      36381 | PA      | $36517.54     | 0.02%             | 2031-08-29      | Variable      | 7.55%                 | 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        |     476777 | PA      | $477806.74    | 0.24%             | 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        |      49219 | PA      | $49126.71     | 0.02%             | 2031-04-16      | Variable      | 7.58%                 | 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      | $52500.00     | 0.03%             | 2032-03-15      | Variable      | 6.56%                 | 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        |     149250 | PA      | $149691.78    | 0.07%             | 2031-09-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.25                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150516.00    | 0.07%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $153310.58    | 0.08%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC DDTL 3.25      | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       1289 | PA      | $1283.22      | 0.00%             | 2032-04-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   15908538 | OU      | $297839.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  -15908538 | OU      | $-143838.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  -56453000 | OU      | $-51756.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    5394000 | OU      | $145506.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB13 4.25                 | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     325505 | PA      | $315902.66    | 0.16%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION INC                                       | STUDENT TRANSPORTATION DDTL 3.25       | CUSIP: 000000000<br>LEI: 5493003YVQPIJS9TV046 | Long             | LON              | CORP              | CA        |       3077 | PA      | $3080.77      | 0.00%             | 2032-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION INC                                       | STUDENT TRANSPORTATION TLB 3.25        | CUSIP: 000000000<br>LEI: 5493003YVQPIJS9TV046 | Long             | LON              | CORP              | CA        |      43077 | PA      | $43130.78     | 0.02%             | 2032-06-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   11495000 | OU      | $250040.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                               | ASTORIA ENERGY LLC TLB 2.75            | CUSIP: 000000000<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |      41667 | PA      | $41666.67     | 0.02%             | 2032-06-16      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    6018940 | OU      | $87682.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                                   | SAZERAC CO INC TLB 3.0                 | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |      85116 | PA      | $85009.88     | 0.04%             | 2032-06-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    8500000 | OU      | $62229.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $159541.22    | 0.08%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                            | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $176000.00    | 0.09%             | 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        |      88000 | PA      | $88333.16     | 0.04%             | 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        |      54000 | PA      | $55978.67     | 0.03%             | 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        |     162000 | PA      | $153307.86    | 0.08%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     970000 | PA      | $889929.26    | 0.44%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      98000 | PA      | $101234.68    | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      63000 | PA      | $65274.12     | 0.03%             | 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        |     123000 | PA      | $126109.34    | 0.06%             | 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        |      62000 | PA      | $60766.64     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-128             | GNMA_24-128                            | CUSIP: 38384UNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1817503 | PA      | $206904.35    | 0.10%             | 2048-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-25              | GNMA_25-25                             | CUSIP: 38385DDW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1991812 | PA      | $154690.45    | 0.08%             | 2055-02-20      | Variable      | 1.00%                 | 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        |     863891 | PA      | $875669.25    | 0.44%             | 2055-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SA RL                                  | GREENSAIF PIPELINES BIDCO SARL         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $411817.50    | 0.20%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2                 | GSKY_24-2                              | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440313 | PA      | $443313.09    | 0.22%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS ESCROW ISSUER SAU              | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     204000 | PA      | $195744.19    | 0.10%             | 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        |      21000 | PA      | $20294.81     | 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        |      22000 | PA      | $22641.92     | 0.01%             | 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        |      86000 | PA      | $83199.18     | 0.04%             | 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        |     951000 | PA      | $899190.77    | 0.45%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $462660.12    | 0.23%             | 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        |     230000 | PA      | $204243.18    | 0.10%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     244000 | PA      | $248517.82    | 0.12%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      57000 | PA      | $58660.73     | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                  | HANESBRANDS INC                        | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     101000 | PA      | $106909.51    | 0.05%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                       | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77760.88     | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNT_21-1                                                         | PNT_21-1                               | CUSIP: 73090AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     252005 | PA      | $251562.37    | 0.13%             | 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        |      28000 | PA      | $26932.37     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     204000 | PA      | $189527.68    | 0.09%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL4                                                     | PRET_24-NPL4                           | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440968 | PA      | $441091.42    | 0.22%             | 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        |      67331 | PA      | $66924.58     | 0.03%             | 2029-04-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      96000 | PA      | $93103.45     | 0.05%             | 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        |      96000 | PA      | $96715.40     | 0.05%             | 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        |     149244 | PA      | $149260.76    | 0.07%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES/PFG       | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $226083.59    | 0.11%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1              | PMIT_23-1A                             | CUSIP: 74390NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68647 | PA      | $68758.81     | 0.03%             | 2029-07-16      | Fixed         | 7.48%                 | 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        |     364942 | PA      | $366771.76    | 0.18%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_24-7                        | PRPM_24-7                              | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     591041 | PA      | $590866.77    | 0.29%             | 2029-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                        | QUEEN MERGERCO INC                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     106000 | PA      | $109437.08    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS        | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      82000 | PA      | $76021.56     | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     243000 | PA      | $250029.58    | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     219000 | PA      | $225904.91    | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/FIN CORP       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14671.20     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18636.40     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED SHORE FINANCIAL SERVICES LL     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48970.66     | 0.02%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     123000 | PA      | $129172.45    | 0.06%             | 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        |     200000 | PA      | $187281.25    | 0.09%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $184390.63    | 0.09%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     201000 | PA      | $204843.71    | 0.10%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      90000 | PA      | $81895.25     | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59875.81     | 0.03%             | 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        |     345978 | PA      | $350116.30    | 0.17%             | 2038-10-25      | Fixed         | 7.00%                 | 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        |     220000 | PA      | $225508.87    | 0.11%             | 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        |      62121 | PA      | $62276.51     | 0.03%             | 2031-06-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     154000 | PA      | $136769.29    | 0.07%             | 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        |      48000 | PA      | $49652.97     | 0.02%             | 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        |      59000 | PA      | $63205.85     | 0.03%             | 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        |      59000 | PA      | $63919.09     | 0.03%             | 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        |      81000 | PA      | $76428.65     | 0.04%             | 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        |     115000 | PA      | $106521.27    | 0.05%             | 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        |     219000 | PA      | $191374.92    | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71686.89     | 0.04%             | 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        |      75000 | PA      | $81727.01     | 0.04%             | 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        |      75000 | PA      | $80993.94     | 0.04%             | 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        |      49000 | PA      | $49588.26     | 0.02%             | 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        |     186000 | PA      | $181284.65    | 0.09%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1039000 | PA      | $932039.61    | 0.46%             | 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        |     400000 | PA      | $377388.64    | 0.19%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                          | CUSIP: 92537MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $284808.15    | 0.14%             | 2059-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44885.97     | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                            | VERUS_23-1                             | CUSIP: 92539BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $997706.50    | 0.50%             | 2067-12-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     116000 | PA      | $115108.53    | 0.06%             | 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        |      93000 | PA      | $95249.25     | 0.05%             | 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        |      22000 | PA      | $21032.19     | 0.01%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98802.82     | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 4.5            | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      33453 | PA      | $28267.44     | 0.01%             | 2031-05-15      | Variable      | 8.81%                 | 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      | $103191.79    | 0.05%             | 2030-05-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148127 | PA      | $123414.87    | 0.06%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | PRESIDIO INC TLB 3.75                  | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     148875 | PA      | $149061.09    | 0.07%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         38 | NC      | $-45892.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | THREE-MONTH SOFR FUTURE MAR 26         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -208 | NC      | $-69994.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | THREE-MONTH SOFR FUTURE SEP 25         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        210 | NC      | $23300.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         -4 | NC      | $-3148.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        133 | NC      | $212361.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -128 | NC      | $-507891.29   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE SEP 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -108 | NC      | $-351232.52   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         90 | NC      | $519462.07    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                    | CUSIP: Y2R3MBQB4<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   58090000 | PA      | $712091.60    | 0.35%             | 2033-02-06      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.44.V1)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -6700000 | OU      | $496737.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42905.64     | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC        | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      41000 | PA      | $38278.05     | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-3                          | LBZZ_24-3A                             | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     425313 | PA      | $425491.64    | 0.21%             | 2030-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_25-2                          | LBZZ_25-2A                             | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $400823.84    | 0.20%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      96000 | PA      | $95446.70     | 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        |     156000 | PA      | $152151.90    | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP HOLDINGS II LLC            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6252.61      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC              | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99700.06     | 0.05%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27541.72     | 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        |      88000 | PA      | $78990.64     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29985.30     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72619.87     | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                   | CA BUYER / ATLANTICA SUSTAINABLE       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      81000 | PA      | $80987.01     | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58462.66     | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/CANPACK US LLC              | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |      74000 | PA      | $69011.48     | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_15-5A                             | CUSIP: 14312JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     717972 | PA      | $719010.12    | 0.36%             | 2032-01-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-1                               | CARMX_24-1                             | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177494 | PA      | $177633.00    | 0.09%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      11000 | PA      | $10766.00     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      96000 | PA      | $96962.96     | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      58000 | PA      | $61128.15     | 0.03%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      83000 | PA      | $84844.63     | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      87000 | PA      | $88519.16     | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP                      | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48657.42     | 0.02%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                               | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37527.65     | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES LLC                                     | EXGEN RENEWABLES IV TLB 2.25           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     397796 | PA      | $398790.87    | 0.20%             | 2027-12-15      | Variable      | 6.58%                 | 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        |     239000 | PA      | $225201.26    | 0.11%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | FAIR ISAAC CORP                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81928.86     | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | 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        |     619068 | PA      | $621325.41    | 0.31%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                             | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     349685 | PA      | $33753.24     | 0.02%             | 2042-11-15      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051                | FHLMC_5051                             | CUSIP: 3137F7YV1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1483222 | PA      | $222510.18    | 0.11%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STARC_19-CS02                                                    | STARC_19-CS02                          | CUSIP: 3137G0VZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $199073.20    | 0.10%             | 2032-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                          | CUSIP: 3137G0WA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $239376.45    | 0.12%             | 2032-02-25      | Variable      | 4.45%                 | 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        |     149251 | PA      | $149173.33    | 0.07%             | 2028-03-06      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                          | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      47000 | PA      | $44786.77     | 0.02%             | 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        |     125350 | PA      | $126603.50    | 0.06%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                             | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     220000 | PA      | $179294.60    | 0.09%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | IBM CORP                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     610000 | PA      | $604241.38    | 0.30%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB6 2.75          | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     296992 | PA      | $298105.96    | 0.15%             | 2028-08-17      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      80000 | PA      | $77364.82     | 0.04%             | 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        |     107000 | PA      | $110538.46    | 0.05%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60821.21     | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118021.80    | 0.06%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     215000 | PA      | $213679.22    | 0.11%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39065.41     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                    | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24210.19     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                    | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40665.53     | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     437000 | PA      | $384685.67    | 0.19%             | 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        |     389000 | PA      | $396051.08    | 0.20%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20070.01     | 0.01%             | 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        |     105000 | PA      | $107714.10    | 0.05%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     226000 | PA      | $213346.14    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     426000 | PA      | $439087.57    | 0.22%             | 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        |     133000 | PA      | $128104.32    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | MINERVA MERGER SUB INC                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     213000 | PA      | $209568.02    | 0.10%             | 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        |     140013 | PA      | $139789.37    | 0.07%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     345000 | PA      | $293100.06    | 0.15%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     644000 | PA      | $645330.36    | 0.32%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     347000 | PA      | $355821.23    | 0.18%             | 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        |      81000 | PA      | $77771.26     | 0.04%             | 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        |     186000 | PA      | $184567.64    | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_25                                  | MPOWER_25-A                            | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195596 | PA      | $195887.52    | 0.10%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      98000 | PA      | $96941.25     | 0.05%             | 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        |      27000 | PA      | $26599.88     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       7000 | PA      | $7009.97      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      23000 | PA      | $23073.86     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      88000 | PA      | $89895.99     | 0.04%             | 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        |      28000 | PA      | $28142.78     | 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        |      57000 | PA      | $56715.82     | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59592.32     | 0.03%             | 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        |      76000 | PA      | $77578.24     | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC                  | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16801.61     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      94000 | PA      | $89993.56     | 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        |     169000 | PA      | $125849.44    | 0.06%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     119000 | PA      | $130256.70    | 0.06%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40776.23     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35266.53     | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      53000 | PA      | $60025.60     | 0.03%             | 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        |     192000 | PA      | $186967.81    | 0.09%             | 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        |      68826 | PA      | $69056.66     | 0.03%             | 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        |     131808 | PA      | $132368.57    | 0.07%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     101000 | PA      | $96612.68     | 0.05%             | 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        |      74000 | PA      | $71962.90     | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12636.75     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                           | XPLR INFRASTRUCTURE LP                 | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     251000 | PA      | $239704.63    | 0.12%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     168000 | PA      | $163797.49    | 0.08%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18549.96     | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     135000 | PA      | $138404.56    | 0.07%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     196000 | PA      | $188262.61    | 0.09%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     273000 | PA      | $269251.29    | 0.13%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     304000 | PA      | $313865.74    | 0.16%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     111000 | PA      | $109278.40    | 0.05%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                  | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     355000 | PA      | $359393.68    | 0.18%             | 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        |      62000 | PA      | $63736.35     | 0.03%             | 2033-04-01      | 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        |     109000 | PA      | $113264.93    | 0.06%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                 | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $191625.44    | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72885.45     | 0.04%             | 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        |      32000 | PA      | $30976.40     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                      | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57605.86     | 0.03%             | 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        |     607980 | PA      | $617174.88    | 0.31%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                           | CUSIP: 74136TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     350000 | PA      | $356056.23    | 0.18%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                            | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     108734 | PA      | $108456.65    | 0.05%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      55000 | PA      | $54970.05     | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                     | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       3000 | PA      | $3025.56      | 0.00%             | 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        |      88000 | PA      | $94838.94     | 0.05%             | 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        |      81000 | PA      | $73990.71     | 0.04%             | 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        |      36000 | PA      | $35405.72     | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                             | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $190960.54    | 0.09%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                             | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $96100.83     | 0.05%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88042.30     | 0.04%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74973.10     | 0.04%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23966.05     | 0.01%             | 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        |      60000 | PA      | $58464.46     | 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        |     116000 | PA      | $123250.21    | 0.06%             | 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        |      43000 | PA      | $44958.74     | 0.02%             | 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        |     153000 | PA      | $139647.42    | 0.07%             | 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        |     110000 | PA      | $101734.24    | 0.05%             | 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        |      90000 | PA      | $93513.71     | 0.05%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4               | VOLT_21-NPL4                           | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      93708 | PA      | $93577.48     | 0.05%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      93000 | PA      | $96929.79     | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     225000 | PA      | $203687.11    | 0.10%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                              | WATCO COS LLC / WATCO FINANCE CORP     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     131000 | PA      | $136769.46    | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.25          | CUSIP: 94758PAL5<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     476286 | PA      | $455706.09    | 0.23%             | 2030-02-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | AVAYA INC TLB1                         | CUSIP: 000000000<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |     105788 | PA      | $82363.62     | 0.04%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TLB              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     169367 | PA      | $159840.05    | 0.08%             | 2026-12-31      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TL 2LN           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     130746 | PA      | $8988.77      | 0.00%             | 2027-12-31      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGY SOLUTIONS LLC TLB 3.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149573 | PA      | $150508.11    | 0.07%             | 2030-09-20      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      95393 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDINGS TLB 4.25      | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     149246 | PA      | $149479.06    | 0.07%             | 2030-12-23      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75                 | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     358974 | PA      | $358809.23    | 0.18%             | 2032-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WESTINGHOUSE TLB 2.25                  | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     250000 | PA      | $249980.00    | 0.12%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC TLB 3.5            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148876 | PA      | $149434.22    | 0.07%             | 2031-02-24      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS TLB5 3.5               | CUSIP: 000000000<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     324959 | PA      | $325712.70    | 0.16%             | 2031-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ROSEN GROUP INC                                                  | PG POLARIS BIDCO TLB 3.0               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     111938 | PA      | $112161.38    | 0.06%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |      98095 | PA      | $98662.28     | 0.05%             | 2028-07-03      | Variable      | 6.30%                 | 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        |     149616 | PA      | $144878.10    | 0.07%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |      24440 | PA      | $24581.77     | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | 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        |     157298 | PA      | $148096.44    | 0.07%             | 2027-05-30      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                    | BRAND ENERGY & INFRAS TLB 4.5          | CUSIP: 000000000<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     760805 | PA      | $633750.61    | 0.31%             | 2030-08-01      | Variable      | 8.78%                 | 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        |     149248 | PA      | $148969.03    | 0.07%             | 2031-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70708.77     | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE     | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      76000 | PA      | $75651.08     | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      73000 | PA      | $70510.22     | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC TLB 2.5           | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49875 | PA      | $49952.49     | 0.02%             | 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        |     117591 | PA      | $117287.54    | 0.06%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     148000 | PA      | $138222.65    | 0.07%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP       | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     225000 | PA      | $208582.47    | 0.10%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | KODIAK GAS SERVICES LLC                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28985.34     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                           | CUSIP: 501797AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $47785.17     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                           | CUSIP: 501797AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $39170.59     | 0.02%             | 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        |      32000 | PA      | $31114.25     | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      35000 | PA      | $37183.83     | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                               | LHOME_24-RTL1                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $452918.79    | 0.23%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL2                               | LHOME_24-RTL2                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $201963.62    | 0.10%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC              | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     106000 | PA      | $108991.60    | 0.05%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AG1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41999.41     | 0.02%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      86000 | PA      | $83753.48     | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FIN HLDGS LLLP          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47032.28     | 0.02%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35783.36     | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTERNATIONAL INC       | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11509.43     | 0.01%             | 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        |     102000 | PA      | $112719.79    | 0.06%             | 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        |      17000 | PA      | $17491.72     | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28513.31     | 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        |     109000 | PA      | $109161.24    | 0.05%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     111000 | PA      | $110661.16    | 0.05%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7437814.56   | 3.70%             | 2055-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6500000 | PA      | $6216739.62   | 3.09%             | 2055-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC                  | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93510.63     | 0.05%             | 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        |     523000 | PA      | $405850.78    | 0.20%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2939700.48   | 1.46%             | 2055-07-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4000000 | PA      | $3999084.88   | 1.99%             | 2055-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     116000 | PA      | $90771.57     | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL              | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65853.79     | 0.03%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $5080614.20   | 2.52%             | 2055-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                     | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49943.41     | 0.02%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL              | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56958.54     | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC TL 3.25                | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     109091 | PA      | $109321.09    | 0.05%             | 2032-05-06      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38325.03     | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC                   | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $47462.99     | 0.02%             | 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        |     277000 | PA      | $228719.02    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     139000 | PA      | $142810.46    | 0.07%             | 2032-08-01      | Fixed         | 7.25%                 | 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        |     143699 | PA      | $143681.31    | 0.07%             | 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        |     283000 | PA      | $272621.59    | 0.14%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA     | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124367.55    | 0.06%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                              | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     291000 | PA      | $282910.58    | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC     | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $62832.64     | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50449.49     | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      54000 | PA      | $57681.41     | 0.03%             | 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        |      96000 | PA      | $96579.65     | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC                       | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $62166.48     | 0.03%             | 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        |      18000 | PA      | $18286.98     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN          | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      52000 | PA      | $53713.21     | 0.03%             | 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        |      36000 | PA      | $34071.34     | 0.02%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24                                            | APID_16-24A                            | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     260978 | PA      | $261057.78    | 0.13%             | 2030-10-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_13-12A                                           | APID_13-12A                            | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     504842 | PA      | $505050.35    | 0.25%             | 2031-04-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)               | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     250000 | PA      | $202483.81    | 0.10%             | 2047-01-31      | Fixed         | 8.50%                 | 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      | $300162.00    | 0.15%             | 2028-04-06      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB8 2.0          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     478956 | PA      | $479554.95    | 0.24%             | 2030-06-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71798.01     | 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        |     233000 | PA      | $214430.55    | 0.11%             | 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        |     477500 | PA      | $471111.05    | 0.23%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44850.78     | 0.02%             | 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        |     211000 | PA      | $192543.53    | 0.10%             | 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        |     119000 | PA      | $124364.19    | 0.06%             | 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        |     143000 | PA      | $150476.88    | 0.07%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC TLB 3.5               | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     149250 | PA      | $149451.49    | 0.07%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                       | ARETEC GROUP INC                       | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     108000 | PA      | $118655.69    | 0.06%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV                | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      50000 | PA      | $50056.22     | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17480.52     | 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        |      42000 | PA      | $45051.62     | 0.02%             | 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        |      35000 | PA      | $36511.84     | 0.02%             | 2029-06-15      | Fixed         | 8.38%                 | 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        |      39000 | PA      | $38081.82     | 0.02%             | 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        |     110000 | PA      | $108982.95    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      91000 | PA      | $94577.62     | 0.05%             | 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        |     120000 | PA      | $117936.53    | 0.06%             | 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        |     121000 | PA      | $114482.66    | 0.06%             | 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        |     141000 | PA      | $139797.86    | 0.07%             | 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        |      78000 | PA      | $71727.00     | 0.04%             | 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        |     110000 | PA      | $105640.96    | 0.05%             | 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        |      84000 | PA      | $82454.49     | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13517.90     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41907.68     | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | ASHLAND INC                            | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     156000 | PA      | $138541.12    | 0.07%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASPWP-29-1A                            | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1150000.00   | 0.57%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84985.93     | 0.04%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                    | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23575.15     | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                    | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        415 | NS      | $3164.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                    | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       1975 | NS      | $15060.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28483.20     | 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        |     144000 | PA      | $136312.03    | 0.07%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48458.52     | 0.02%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORP                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37292.63     | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    7931989 | OU      | $64218.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    6323827 | OU      | $70995.71     | 0.04%             |  |  |  | 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        |      98000 | PA      | $101441.65    | 0.05%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC/AVIS BU     | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $53358.80     | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    8373821 | OU      | $56602.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31215.89     | 0.02%             | 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        |      53000 | PA      | $52654.76     | 0.03%             | 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        |      54000 | PA      | $56909.94     | 0.03%             | 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        |      38000 | PA      | $39092.64     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     148000 | PA      | $68834.35     | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      64000 | PA      | $29781.57     | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142204.78    | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                            | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $322500.00    | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1237199.80   | 0.61%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P3                       | CRVNA_24-P3                            | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     179577 | PA      | $179544.52    | 0.09%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     169000 | PA      | $169854.39    | 0.08%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AB2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15957.80     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60218.77     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33915.00     | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25977.79     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     276000 | PA      | $250280.88    | 0.12%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                   | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $27911.27     | 0.01%             | 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        |     393000 | PA      | $397356.74    | 0.20%             | 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        |      72000 | PA      | $73558.87     | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     107564 | PA      | $98390.86     | 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        |      90430 | PA      | $92970.08     | 0.05%             | 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        |     150000 | PA      | $146705.02    | 0.07%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                   | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     226000 | PA      | $223508.25    | 0.11%             | 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        |      29000 | PA      | $29009.65     | 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        |      96000 | PA      | $92870.29     | 0.05%             | 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        |      34000 | PA      | $34793.51     | 0.02%             | 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        |     246000 | PA      | $251732.34    | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                           | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $243593.30    | 0.12%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | ENSEMBLE RCM LLC TLB 3.0               | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      69608 | PA      | $69860.99     | 0.03%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $75253.13     | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     152000 | PA      | $154204.68    | 0.08%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB CORP                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35847.86     | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11508.52     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      97000 | PA      | $93231.90     | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | 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        |      73259 | PA      | $73321.34     | 0.04%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      73000 | PA      | $75795.35     | 0.04%             | 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        |     160000 | PA      | $156707.46    | 0.08%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     106000 | PA      | $95967.46     | 0.05%             | 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        |      93000 | PA      | $95231.34     | 0.05%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $69636.21     | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      27000 | PA      | $28515.91     | 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        |      69000 | PA      | $74515.05     | 0.04%             | 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        |      34000 | PA      | $35611.14     | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115031.01    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | 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        |     261693 | PA      | $264830.55    | 0.13%             | 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        |     310392 | PA      | $314054.40    | 0.16%             | 2031-12-15      | Fixed         | 7.09%                 | 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        |     304432 | PA      | $305456.54    | 0.15%             | 2031-04-15      | Fixed         | 9.10%                 | 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        |     418470 | PA      | $419022.91    | 0.21%             | 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        |     318783 | PA      | $319371.43    | 0.16%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                              | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400237 | PA      | $399878.40    | 0.20%             | 2032-03-15      | Fixed         | 6.17%                 | 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        |        802 | PA      | $802.44       | 0.00%             | 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        |       1376 | PA      | $1377.19      | 0.00%             | 2030-03-15      | Variable      | 8.05%                 | 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        |     460252 | PA      | $462462.46    | 0.23%             | 2031-06-16      | Fixed         | 8.49%                 | 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        |     781617 | PA      | $790111.81    | 0.39%             | 2031-10-15      | Fixed         | 6.57%                 | 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        |     325469 | PA      | $328124.50    | 0.16%             | 2031-10-15      | Fixed         | 7.30%                 | 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        |     347675 | PA      | $352470.16    | 0.18%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                              | CUSIP: 69548KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222452 | PA      | $224476.23    | 0.11%             | 2031-11-15      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                   | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $162982.62    | 0.08%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                          | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2905000 | PA      | $2710728.13   | 1.35%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     108000 | PA      | $104950.01    | 0.05%             | 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        |      83000 | PA      | $82796.55     | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     310000 | PA      | $289634.14    | 0.14%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC TLB 4.0                     | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      46290 | PA      | $46495.47     | 0.02%             | 2031-09-30      | Variable      | 8.33%                 | 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        |      78553 | PA      | $78631.67     | 0.04%             | 2031-11-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC DD TL 4.0                   | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       4793 | PA      | $4814.51      | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    6100000 | OU      | $5741.32      | 0.00%             |  |  |  | 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      | $59811.86     | 0.03%             | 2031-09-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | BELRON FINANCE 2019 LLC TLB 2.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100329 | PA      | $100677.94    | 0.05%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25            | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     149250 | PA      | $142105.40    | 0.07%             | 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        |      59850 | PA      | $60124.11     | 0.03%             | 2031-10-24      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    7808000 | OU      | $27919.07     | 0.01%             |  |  |  | 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        |     101864 | PA      | $102244.34    | 0.05%             | 2031-12-04      | Variable      | 8.56%                 | 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        |     108062 | PA      | $106981.88    | 0.05%             | 2031-10-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $206167.47    | 0.10%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $186269.01    | 0.09%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     235000 | PA      | $187133.11    | 0.09%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     150000 | PA      | $131899.00    | 0.07%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     324000 | PA      | $251406.21    | 0.12%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP WORLD CRESCENT LTD                  | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | NUSS              | KY        |     200000 | PA      | $192671.47    | 0.10%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6685000000 | PA      | $406225.05    | 0.20%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                              | KOREA (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  939380000 | PA      | $716529.11    | 0.36%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC                  | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $141455.69    | 0.07%             | 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        |      57000 | PA      | $56925.10     | 0.03%             | 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        |      42000 | PA      | $38449.68     | 0.02%             | 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        |     157000 | PA      | $153543.44    | 0.08%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                         | ARETEC GROUP INC                       | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     131000 | PA      | $132569.11    | 0.07%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_15-4A                                          | ARES_15-4A                             | CUSIP: 04015NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     153673 | PA      | $153628.44    | 0.08%             | 2030-10-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_15-4A                                          | ARES_15-4A                             | CUSIP: 04015NAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     750000 | PA      | $750198.75    | 0.37%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-44A                                         | ARES_17-44A                            | CUSIP: 04016NAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200797.40    | 0.10%             | 2034-04-15      | Variable      | 11.39%                | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29288.29     | 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        |      29000 | PA      | $30309.06     | 0.02%             | 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        |      71000 | PA      | $75405.86     | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22507.73     | 0.01%             | 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        |     141000 | PA      | $142447.69    | 0.07%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 3.5           | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     198005 | PA      | $198313.89    | 0.10%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1163504.97   | 0.58%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     396000 | PA      | $341215.44    | 0.17%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC TLB 3.0       | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     492525 | PA      | $493007.67    | 0.24%             | 2031-06-13      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQ TLB 3.00         | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     110816 | PA      | $111139.63    | 0.06%             | 2031-05-30      | Variable      | 7.33%                 | 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      | $140996.92    | 0.07%             | 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        |      49500 | PA      | $46117.67     | 0.02%             | 2031-06-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.25           | CUSIP: 000000000<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     412421 | PA      | $412622.94    | 0.21%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC TLC 3.25           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $98803.50     | 0.05%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49376 | PA      | $48265.29     | 0.02%             | 2031-06-11      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB2 3.25                 | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     148125 | PA      | $148050.94    | 0.07%             | 2029-02-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL COUNTY ENERGY TLB 3.25         | CUSIP: 000000000<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |     103730 | PA      | $103834.04    | 0.05%             | 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        |      55139 | PA      | $54794.27     | 0.03%             | 2031-06-30      | Variable      | 7.81%                 | 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        |     116375 | PA      | $116419.22    | 0.06%             | 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        |     124509 | PA      | $124625.71    | 0.06%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   30100000 | PA      | $600524.65    | 0.30%             | 2025-07-15      | Fixed         | 0.00%                 | 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        |      33581 | PA      | $33497.29     | 0.02%             | 2031-09-09      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5               | CUSIP: 000000000<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     136145 | PA      | $128997.64    | 0.06%             | 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        |    2000000 | OU      | $3075.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   12400000 | OU      | $20429.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  -12400000 | OU      | $-2530.84     | -0.00%            |  |  |  | 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        |     112312 | PA      | $112324.85    | 0.06%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115425 | PA      | $115857.84    | 0.06%             | 2031-11-28      | Variable      | 7.55%                 | 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      | $19358.03     | 0.01%             | 2031-11-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                  | ICON PARENT INC TLB 3.0                | CUSIP: 000000000<br>LEI: 254900KMZBBFEDCR0K38 | Long             | LON              | CORP              | US        |      67241 | PA      | $67296.52     | 0.03%             | 2031-11-13      | Variable      | 7.31%                 | 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      | $51844.03     | 0.03%             | 2032-01-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -572000 | OU      | $-13900.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CAN 10YR BOND SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |         72 | NC      | $69753.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -76 | NC      | $-118340.13   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| APEX GROUP TREASURY LLC                                          | APEX GROUP TREASURY LLC TLB 3.5        | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      62383 | PA      | $62110.57     | 0.03%             | 2032-02-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC           | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41644.70     | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30195.68     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      57000 | PA      | $54062.99     | 0.03%             | 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        |      72000 | PA      | $80459.46     | 0.04%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                        | PRPM_21-4                              | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     197841 | PA      | $198028.02    | 0.10%             | 2026-04-25      | Variable      | 1.87%                 | 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        |      37219 | PA      | $37196.13     | 0.02%             | 2031-07-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM3                                          | ADMT_24-NQM3                           | CUSIP: 00039HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     417296 | PA      | $422751.30    | 0.21%             | 2069-07-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57598.26     | 0.03%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48209.55     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67065.94     | 0.03%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      29000 | PA      | $30410.06     | 0.02%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30991.20     | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15648.33     | 0.01%             | 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        |      63000 | PA      | $61693.34     | 0.03%             | 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        |     169000 | PA      | $169283.42    | 0.08%             | 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        |     104000 | PA      | $101985.79    | 0.05%             | 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        |      59000 | PA      | $58159.20     | 0.03%             | 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        |      90000 | PA      | $91470.38     | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      78000 | PA      | $80692.62     | 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        |      41000 | PA      | $41826.40     | 0.02%             | 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        |      10000 | PA      | $10318.19     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 15YR TBA(REG B)                   | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $953416.24    | 0.47%             | 2040-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $865140.54    | 0.43%             | 2055-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                   | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $1800410.76   | 0.89%             | 2055-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39255.41     | 0.02%             | 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        |     460000 | PA      | $399561.29    | 0.20%             | 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        |     211000 | PA      | $216199.22    | 0.11%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV               | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1009000 | PA      | $1005688.74   | 0.50%             | 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        |     227923 | PA      | $227923.65    | 0.11%             | 2031-07-19      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-6A                                | BCC_21-6A                              | CUSIP: 05684JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     250000 | PA      | $241891.50    | 0.12%             | 2034-10-21      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57580.98     | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38347.73     | 0.02%             | 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        |      22000 | PA      | $21344.56     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509266.82    | 0.25%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP                            | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      68000 | PA      | $65050.34     | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48759.49     | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      69000 | PA      | $34154.81     | 0.02%             | 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        |     131000 | PA      | $92954.23     | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP/CLARIOS US FIN       | CUSIP: 18060TAC9<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      73000 | PA      | $74937.97     | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP                      | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71748.91     | 0.04%             | 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        |      31000 | PA      | $29705.78     | 0.01%             | 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        |     181000 | PA      | $170606.23    | 0.08%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      61000 | PA      | $57725.54     | 0.03%             | 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        |      78000 | PA      | $72124.74     | 0.04%             | 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        |      35000 | PA      | $36674.38     | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     114000 | PA      | $117659.53    | 0.06%             | 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        |      76000 | PA      | $75020.37     | 0.04%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     118000 | PA      | $108312.86    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      62000 | PA      | $55606.78     | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14150.19     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28556.72     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15016.02     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     213000 | PA      | $220834.58    | 0.11%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     122000 | PA      | $129879.47    | 0.06%             | 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        |     168000 | PA      | $171803.26    | 0.09%             | 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        |     187000 | PA      | $191651.48    | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC TLB 3.25       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      73711 | PA      | $73400.28     | 0.04%             | 2032-04-01      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H5                                 | CROSS_25-H5                            | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $399951.64    | 0.20%             | 2070-07-25      | Variable      | 5.68%                 | 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        |     155000 | PA      | $160949.18    | 0.08%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273207.25    | 0.14%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69935.05     | 0.03%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101             | GNMA_20-101                            | CUSIP: 38382F5M2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1427831 | PA      | $190481.33    | 0.09%             | 2050-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | GNMA_20-138                            | CUSIP: 38382J2S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     626984 | PA      | $100024.52    | 0.05%             | 2050-09-20      | Fixed         | 3.00%                 | 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        |    1042429 | PA      | $151416.87    | 0.08%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                             | CUSIP: 38382QBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1229010 | PA      | $239417.19    | 0.12%             | 2051-03-20      | Fixed         | 3.50%                 | 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        |     908098 | PA      | $142248.23    | 0.07%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58              | GNMA_21-58                             | CUSIP: 38382RBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1698882 | PA      | $230131.37    | 0.11%             | 2051-04-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                            | CUSIP: 38382XTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     853008 | PA      | $161848.21    | 0.08%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155             | GNMA_21-155                            | CUSIP: 38383AJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     962100 | PA      | $136805.85    | 0.07%             | 2051-09-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197             | GNMA_22-197                            | CUSIP: 38383LFC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1776057 | PA      | $238540.42    | 0.12%             | 2052-11-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215             | GNMA_22-215                            | CUSIP: 38383LSG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1906344 | PA      | $248339.76    | 0.12%             | 2049-12-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                             | CUSIP: 38383RJ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1762802 | PA      | $230106.96    | 0.11%             | 2050-07-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                             | CUSIP: 38383RM79<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1032490 | PA      | $119688.46    | 0.06%             | 2050-05-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-135             | GNMA_22-135                            | CUSIP: 38383URE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2048682 | PA      | $245554.44    | 0.12%             | 2052-08-20      | Variable      | 1.75%                 | 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        |    1739815 | PA      | $200143.92    | 0.10%             | 2050-05-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32              | GNMA_23-32                             | CUSIP: 38383VQT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2142830 | PA      | $210838.22    | 0.10%             | 2053-02-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18              | GNMA_23-18                             | CUSIP: 38383VT73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1254452 | PA      | $117793.42    | 0.06%             | 2053-02-20      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     146000 | PA      | $141729.53    | 0.07%             | 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        |     121000 | PA      | $118900.41    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_22-62                              | MDPK_22-62A                            | CUSIP: 55817HAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     750000 | PA      | $751034.25    | 0.37%             | 2036-07-17      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                            | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     400000 | PA      | $400100.00    | 0.20%             | 2029-10-20      | Variable      | 5.82%                 | 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        |      25891 | PA      | $25923.66     | 0.01%             | 2031-09-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     169000 | PA      | $159668.70    | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     114000 | PA      | $76606.32     | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     260000 | PA      | $263060.77    | 0.13%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18393.16     | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35702.28     | 0.02%             | 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        |      94000 | PA      | $93995.65     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |     101000 | PA      | $94187.55     | 0.05%             | 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        |      59000 | PA      | $59909.22     | 0.03%             | 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        |      50000 | PA      | $46127.94     | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $80732.59     | 0.04%             | 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        |      56000 | PA      | $58513.96     | 0.03%             | 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        |      27000 | PA      | $28077.31     | 0.01%             | 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        |     104000 | PA      | $106951.54    | 0.05%             | 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        |      79000 | PA      | $80533.71     | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      61000 | PA      | $63146.23     | 0.03%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     265000 | PA      | $267375.40    | 0.13%             | 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        |      91000 | PA      | $92754.93     | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                           | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      59000 | PA      | $57582.59     | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      48000 | PA      | $47746.01     | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28835.65     | 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        |      69000 | PA      | $59903.14     | 0.03%             | 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        |      79000 | PA      | $78472.24     | 0.04%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      78000 | PA      | $74551.19     | 0.04%             | 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        |      15000 | PA      | $14366.03     | 0.01%             | 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        |      21000 | PA      | $22239.45     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA (PERSERO) PT                 | CUSIP: 69370PAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $205808.01    | 0.10%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA PERSERO PT                   | CUSIP: 69370RAL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $174082.63    | 0.09%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1               | PRPM_23-RCF1                           | CUSIP: 69381AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     350000 | PA      | $335556.10    | 0.17%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                           | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     758576 | PA      | $755791.73    | 0.38%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                              | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $500075.80    | 0.25%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                           | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     505034 | PA      | $505255.22    | 0.25%             | 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        |     520000 | PA      | $419024.25    | 0.21%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-8                         | PAID_23-8                              | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274331 | PA      | $278378.79    | 0.14%             | 2031-06-16      | Fixed         | 7.30%                 | 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        |     399954 | PA      | $401177.00    | 0.20%             | 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        |     342134 | PA      | $344983.29    | 0.17%             | 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        |     427090 | PA      | $430785.97    | 0.21%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                             | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     549953 | PA      | $551985.60    | 0.27%             | 2032-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                         | PAID_25-1                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259978 | PA      | $261145.49    | 0.13%             | 2032-07-15      | Fixed         | 5.63%                 | 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        |     337088 | PA      | $338156.97    | 0.17%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5902.70      | 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        |      27000 | PA      | $28721.54     | 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        |      59000 | PA      | $65154.29     | 0.03%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION             | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      88000 | PA      | $94463.78     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     157000 | PA      | $153671.02    | 0.08%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28460.61     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     103000 | PA      | $106321.99    | 0.05%             | 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        |      25000 | PA      | $25593.17     | 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        |     125000 | PA      | $123685.76    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     152000 | PA      | $157433.46    | 0.08%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43241.10     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     193000 | PA      | $193903.20    | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     156000 | PA      | $162330.75    | 0.08%             | 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        |      99477 | PA      | $100514.55    | 0.05%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      23000 | PA      | $21293.40     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                         | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      96000 | PA      | $85623.40     | 0.04%             | 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        |     204476 | PA      | $209151.23    | 0.10%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                              | CUSIP: 89600GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     250000 | PA      | $256097.93    | 0.13%             | 2033-10-25      | Variable      | 9.93%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                             | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $16388.96     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                    | TRUIST INSURANCE HOLDINGS TLB 2.75     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      72782 | PA      | $72766.98     | 0.04%             | 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        |      42429 | PA      | $42577.93     | 0.02%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     570000 | PA      | $571025.33    | 0.28%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25             | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     149250 | PA      | $149739.54    | 0.07%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG INC                                | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $133870.91    | 0.07%             | 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        |      61000 | PA      | $60001.17     | 0.03%             | 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        |      94000 | PA      | $91555.12     | 0.05%             | 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        |      47000 | PA      | $48603.97     | 0.02%             | 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        |      44000 | PA      | $46291.36     | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM HOLDINGS LLC                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     116000 | PA      | $116152.55    | 0.06%             | 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        |      89151 | PA      | $89300.18     | 0.04%             | 2028-02-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                  | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $197430.87    | 0.10%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $203053.98    | 0.10%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                 | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23471.97     | 0.01%             | 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        |      76000 | PA      | $81171.46     | 0.04%             | 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        |     108000 | PA      | $115787.61    | 0.06%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                        | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53074.32     | 0.03%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC TLB 2.25     | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     410804 | PA      | $409982.42    | 0.20%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.16.BBB-)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     320000 | OU      | $49805.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.12.BBB-)                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     300000 | OU      | $52001.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: OIS 1.780500 09-AUG-2049          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    2100000 | OU      | $807592.57    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     500000 | OU      | $60487.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.8.BBB-)                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -194322 | OU      | $-40741.72    | -0.02%            |  |  |  | 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        |     121807 | PA      | $121883.55    | 0.06%             | 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        |     129992 | PA      | $130154.43    | 0.06%             | 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      | $112565.95    | 0.06%             | 2028-10-15      | Variable      | 8.18%                 | 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        |      10877 | PA      | $10865.02     | 0.01%             | 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        |     150000 | PA      | $150187.50    | 0.07%             | 2031-10-29      | Variable      | 7.80%                 | No            |                  3 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     151900 | PA      | $151729.86    | 0.08%             | 2031-11-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.25        | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     150000 | PA      | $150687.00    | 0.07%             | 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        |     126862 | PA      | $126703.92    | 0.06%             | 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        |     152205 | PA      | $152265.62    | 0.08%             | 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        |     143494 | PA      | $143315.01    | 0.07%             | 2030-08-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC TLB4 3.5            | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     148875 | PA      | $149104.27    | 0.07%             | 2028-08-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    7787632 | OU      | $81636.19     | 0.04%             |  |  |  | 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        |     148877 | PA      | $148616.35    | 0.07%             | 2031-06-02      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                                             | ANCHOR PACKAGING LLC TLB 3.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     163795 | PA      | $164572.99    | 0.08%             | 2029-07-18      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY                                                | LUMMUS TECHNOLOGY HLDS LLC TLB 3.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108428 | PA      | $108674.62    | 0.05%             | 2029-12-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP TLB 2.25                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      57675 | PA      | $57620.64     | 0.03%             | 2027-08-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP TLB 2.0                  | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     385842 | PA      | $385479.28    | 0.19%             | 2028-10-18      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-18

**Name of Applicant:** Columbia Funds Variable Insurance Trust

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer