# EDGAR Filing Document

**Accession Number:** 0001097519
**File Stem:** 0001193125-25-298460
**Filing Date:** 2025-11
**Character Count:** 246448
**Document Hash:** bec93ae54a8368637b7e031f137bc2ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-298460.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-298460

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001097519

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09645
- **FILM NUMBER:** 251524035

**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:** NATIONS FUNDS TRUST
- **DATE OF NAME CHANGE:** 19991022

## Series and Classes Contracts Data

### Columbia Short Term Bond Fund (Series ID: S000010777)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029788 | Columbia Short Term Bond Fund Class A               | NSTRX           |
| C000029790 | Columbia Short Term Bond Fund Class C               | NSTIX           |
| C000029791 | Columbia Short Term Bond Fund Institutional Class   | NSTMX           |
| C000079024 | Columbia Short Term Bond Fund Institutional 3 Class | CSBYX           |
| C000122569 | Columbia Short Term Bond Fund Institutional 2 Class | CCBRX           |
| C000254316 | Columbia Short Term Bond Fund Class S               | NSTDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09645

- **c. CIK number of Registrant:** 0001097519

- **d. LEI of Registrant:** 549300712V4UL3XCAB43

- **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 Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000010777

- **c. LEI of Series:** W20PRBDXHB83CYNHX881

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1627827294.51

**Total Liabilities:** $34548880.80

**Net Assets:** $1593278413.71

**Delayed Delivery Securities:** $27675187.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8449.505200000000 | **1-Year:** 6468.089200000000 | **5-Year:** 317180.304400000000 | **10-Year:** 18462.869600000000 | **30-Year:** 16423.246200000000

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

- **3-Month:** 110.914400000000 | **1-Year:** 12440.213200000000 | **5-Year:** 80962.126999999900 | **10-Year:** 198410.720000000000 | **30-Year:** 259600.082000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029788 | 0.07%                | 0.89%                | 0.48%                |
| Class ID C000029790 | 0.13%                | 0.84%                | 0.43%                |
| Class ID C000029791 | 0.19%                | 0.81%                | 0.50%                |
| Class ID C000079024 | 0.10%                | 0.92%                | 0.50%                |
| Class ID C000122569 | 0.20%                | 0.81%                | 0.50%                |
| Class ID C000254316 | 0.19%                | 0.81%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $247846.32               | $-4071375.03                               |
| Month 2  | $408480.35               | $8528450.77                                |
| Month 3  | $1870996.40              | $-595437.70                                |

**Designated Index Information**

- **Index Name:** Port ex. Deriv

- **Index Identifier:** Port ex. Deriv

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AADVANTAGE LOYALTY IP LTD                                   | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    494000 | PA      | $495980.39    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                         | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5558527.94   | 0.35%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM4                                     | ADMT_24-NQM4                       | CUSIP: 002939AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5854817 | PA      | $5875867.91   | 0.37%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    438000 | PA      | $434451.30    | 0.03%             | 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        |    548000 | PA      | $537810.07    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                | ACRISURE LLC/ACRISURE FINANCE INC  | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111916.88    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                      | ADVANCE AUTO PARTS INC             | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102993.56    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-1                              | AFRMT_25-1A                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15760000 | PA      | $15876464.82  | 1.00%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2               | AFFRM_24-X2                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4007885 | PA      | $4013085.61   | 0.25%             | 2029-12-17      | Fixed         | 5.22%                 | 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        |   2600000 | PA      | $2610673.00   | 0.16%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                | AFFRM_24-A                         | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7350000 | PA      | $7380171.75   | 0.46%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342833.54    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5548548.92   | 0.35%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                        | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    562000 | PA      | $557214.11    | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                           | 1011778 BC UNLIMITED LIABILITY CO  | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126722.20    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                       | ONYP_20-1NYP                       | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2939323.50   | 0.18%             | 2036-01-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142645.50    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    958000 | PA      | $973964.78    | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                 | ATLAS LUXCO 4 SARL/ALLIED UNIV     | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90307.36     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  15YR TBA(REG B)              | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12000000 | PA      | $11984171.40  | 0.75%             | 2040-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                           | AMERICAN AIRLINES INC              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    458000 | PA      | $477780.30    | 0.03%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                           | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $108314.93    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                    | ABC SUPPLY CO INC                  | CUSIP: 024747AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $208624.29    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2      | ACAR_22-2                          | CUSIP: 02530BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849786 | PA      | $850106.71    | 0.05%             | 2028-06-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8               | BRAVO_23-NQM8                      | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3373889 | PA      | $3411462.31   | 0.21%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1               | BRAVO_20-NQM1                      | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214209 | PA      | $208725.87    | 0.01%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM3               | BRAVO_24-NQM3                      | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6592612 | PA      | $6676538.92   | 0.42%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                      | ESA_21-ESH                         | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5902932 | PA      | $5902932.15   | 0.37%             | 2038-07-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_25-ESH                      | ESA_25-ESH                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15500000 | PA      | $15529060.95  | 0.97%             | 2042-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-2A                          | FIRST HELP_24-2A                   | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7120774 | PA      | $7201624.82   | 0.45%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 1YR CMT ARM                  | CUSIP: 3128JRBR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52331 | PA      | $53609.28     | 0.00%             | 2034-03-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR GIANT                   | CUSIP: 3128MCUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14 | PA      | $13.64        | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR GIANT                   | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       146 | PA      | $145.53       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR                         | CUSIP: 3128PS5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.66         | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR                         | CUSIP: 3128PS6V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10 | PA      | $10.28        | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FH 5/1 CONS 12M SOFR NF ARM        | CUSIP: 3128S4EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12113 | PA      | $12526.20     | 0.00%             | 2036-08-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 15YR UMBS SUPER              | CUSIP: 3132D6HB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4663664 | PA      | $4660213.49   | 0.29%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                          | CUSIP: 3138A2FH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        67 | PA      | $66.82        | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                          | CUSIP: 3138ABL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1411 | PA      | $1404.21      | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  15YR                         | CUSIP: 3138AJMV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       125 | PA      | $124.75       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  15YR                         | CUSIP: 3138EGYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       127 | PA      | $126.00       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4775000 | PA      | $4832294.67   | 0.30%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_03-W11                                      | FNMA_03-W11                        | CUSIP: 31393C6U2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4399 | PA      | $4462.55      | 0.00%             | 2033-06-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                          | CUSIP: 31416XLY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.65         | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-1                           | FIRST HELP_24-1A                   | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4144453 | PA      | $4183991.78   | 0.26%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                | FIRSTENERGY TRANSMISSION LLC       | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5912211.83   | 0.37%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_24-1                          | SCFET_24-1A                        | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615531 | PA      | $1626545.68   | 0.10%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                            | SBALT_24-A                         | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2214466.98   | 0.14%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-A                   | SMB_23-A                           | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2701538 | PA      | $2755835.98   | 0.17%             | 2053-01-15      | Fixed         | 5.38%                 | 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        |    516046 | PA      | $514200.42    | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1                | HOF_22-1                           | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5190877 | PA      | $5187550.64   | 0.33%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                               | FIVE CORNERS FUNDING TRUST II      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4215092.34   | 0.26%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                     | FORDR_21-2                         | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11250000 | PA      | $10959386.63  | 0.69%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337878.80    | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    319000 | PA      | $332776.08    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_23-NQM2                                     | ADMT_23-NQM2                       | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8855649 | PA      | $8874901.76   | 0.56%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM2                                     | ADMT_24-NQM2                       | CUSIP: 00002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5802113 | PA      | $5882902.86   | 0.37%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                  | ACHV_24-1PL                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178113 | PA      | $179769.77    | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                  | ACHV_24-1PL                        | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294019 | PA      | $298518.93    | 0.02%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                               | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    309000 | PA      | $308362.21    | 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        |    140000 | PA      | $139801.50    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-2PL                                  | ACHV_24-2PL                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1904039 | PA      | $1915405.91   | 0.12%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-2PL                                  | ACHV_24-2PL                        | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4606342 | PA      | $4647608.26   | 0.29%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                               | AEP TEXAS INC                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4057278.82   | 0.25%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ACHIEVE MORTGAGE ACHM_24-HE2                                | ACHM_24-HE2                        | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9036705 | PA      | $9056546.35   | 0.57%             | 2039-10-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                          | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591185.18    | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                   | COREBRIDGE GLOBAL FUNDING          | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4624626.93   | 0.29%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIMCO AIMCO_20-11A                                          | AIMCO_20-11A                       | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  16000000 | PA      | $16058592.00  | 1.01%             | 2037-07-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_23-SFR2                                     | AMSR_23-SFR2                       | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6840000 | PA      | $6758027.39   | 0.42%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_24-SFR2                                     | AMSR_24-SFR2                       | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6407125.57   | 0.40%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                    | ON ASSIGNMENT INC                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    823000 | PA      | $807998.08    | 0.05%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR2                     | PROG_25-SFR2                       | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19957216 | PA      | $18974852.05  | 1.19%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1         | PMIT_24-1A                         | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25709 | PA      | $25719.84     | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5592971.56   | 0.35%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM1 ADMT_25-NQM2                   | ADMT_25-NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8248025 | PA      | $8360780.06   | 0.52%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                       | FOUNDRY JV HOLDCO LLC              | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6566920.39   | 0.41%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                  | GATES CORPORATION                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    586000 | PA      | $607965.55    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                   | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    152750 | PA      | $152826.13    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1               | BRAVO_21-NQM1                      | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1832902 | PA      | $1713123.99   | 0.11%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-CES2               | BRAVO_24-CES2                      | CUSIP: 10570PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8370548 | PA      | $8418863.35   | 0.53%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM8               | BRAVO_25-NQM8                      | CUSIP: 10571JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13719510 | PA      | $13759521.75  | 0.86%             | 2065-06-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM5               | BRAVO_24-NQM5                      | CUSIP: 105925AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11032100 | PA      | $11153868.62  | 0.70%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC                       | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6228149.16   | 0.39%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                  | GOEASY LTD                         | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17760.66     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                  | GOEASY LTD                         | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59843.97     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                              | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $266348.28    | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_25-BIO3                     | BX_25-BIO3                         | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9213000 | PA      | $9493321.19   | 0.60%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-SLCT                     | BX_24-SLCT                         | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6995632.70   | 0.44%             | 2042-01-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76999.88     | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $972878.93    | 0.06%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $269476.30    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $213600.39    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $110359.75    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CCO HOLDINGS CAPI | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $189714.70    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CDI ESCROW ISSUER INC              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113000.00    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | 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        |    300000 | PA      | $236363.33    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1                 | CFMT_21-GRN1                       | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204068 | PA      | $203054.31    | 0.01%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                            | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $111511.17    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                 | CIGNA GROUP                        | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4213525.94   | 0.26%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    449000 | PA      | $450270.87    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                   | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $652903.00    | 0.04%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                   | CSMC_21-AFC1                       | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1245480 | PA      | $1050121.89   | 0.07%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                   | CSMC_21-RPL4                       | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2394757 | PA      | $2395735.03   | 0.15%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM5                                     | CSMC_22-NQM5                       | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3061102 | PA      | $3162122.72   | 0.20%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6331809.28   | 0.40%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    665000 | PA      | $635744.83    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    294000 | PA      | $302448.64    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                | CALPINE CORP                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176047.37    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                | CAMPBELL SOUP COMPANY              | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2902418.47   | 0.18%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                  | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 13805AAA5<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |    178000 | PA      | $177515.84    | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST CMXS_24-A                   | CMXS_24-A                          | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1712942.95   | 0.11%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    210000 | PA      | $206985.41    | 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        |    259000 | PA      | $262885.39    | 0.02%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A            | GLM_21-10A                         | CUSIP: 38138TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4150000 | PA      | $4159960.00   | 0.26%             | 2037-10-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $112371.63    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                         | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4638991.70   | 0.29%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N2                  | CRVNA_24-N2                        | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10154840.00  | 0.64%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P1                  | CRVNA_23-P1                        | CUSIP: 14688EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5090824.00   | 0.32%             | 2029-01-10      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P1                  | CRVNA_23-P1                        | CUSIP: 14688EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7815000 | PA      | $8098425.82   | 0.51%             | 2029-04-10      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AB2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75810.56     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6           | SDART_23-6                         | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4369000 | PA      | $4518552.18   | 0.28%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    543000 | PA      | $504486.99    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AE6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    339000 | PA      | $328000.02    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    576000 | PA      | $578532.56    | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                          | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $163350.93    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                   | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176898.96    | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664423.52    | 0.04%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CENTERPOINT ENERGY INC             | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4666496.10   | 0.29%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                          | CDK GLOBAL INC                     | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95215.24     | 0.01%             | 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        |     85000 | PA      | $75035.57     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    482000 | PA      | $456925.20    | 0.03%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                            | CHARTER COMMUNICATIONS INC         | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5194484.47   | 0.33%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHASE_05-S2                                                 | CHASE_05-S2                        | CUSIP: 16162WLM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49927 | PA      | $47931.38     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP CHAS                            | CHASE_06-S4                        | CUSIP: 16162YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147412 | PA      | $58966.00     | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                  | CHNGE_22-1                         | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4769727 | PA      | $4578704.47   | 0.29%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108626.77    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432451.95    | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                            | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    788000 | PA      | $784438.38    | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11004931.51  | 0.69%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    552000 | PA      | $572500.79    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    219000 | PA      | $226685.93    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | 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        |    330000 | PA      | $337416.09    | 0.02%             | 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        |    505000 | PA      | $522090.63    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                             | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $376109.79    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | 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        |    131000 | PA      | $128665.65    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                     | LMAT_21-GS1                        | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2391493 | PA      | $2392424.97   | 0.15%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    318000 | PA      | $333948.75    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    204000 | PA      | $211133.45    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                   | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228314.40    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                      | SEALED AIR CORPORATION             | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    318000 | PA      | $316358.39    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                      | SEALED AIR CORPORATION             | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244369.20    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                     | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    321000 | PA      | $308261.33    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_16-3                            | SEMT_16-3                          | CUSIP: 81746NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480769 | PA      | $440445.34    | 0.03%             | 2046-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                          | SIEMENS FUNDING B.V.               | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   4950000 | PA      | $5040052.06   | 0.32%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-1A         | SRFC_21-1A                         | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250310 | PA      | $248213.79    | 0.02%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $394143.74    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                               | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1461637.21   | 0.09%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | CLOUD SOFTWARE GROUP INC           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424874.87    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $163387.44    | 0.01%             | 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        |    337000 | PA      | $332711.59    | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    892000 | PA      | $890204.64    | 0.06%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                      | SOUTHERN POWER COMPANY             | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   5955000 | PA      | $5918205.48   | 0.37%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    334000 | PA      | $330664.25    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259415.57    | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                         | NOVOLEX                            | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    356000 | PA      | $360355.61    | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                         | CLYDESDALE ACQUISITION HOLDINGS    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167447.60    | 0.01%             | 2030-04-15      | 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        |    527000 | PA      | $527188.00    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-1                          | COLT_24-1                          | CUSIP: 19688TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1628691 | PA      | $1642903.56   | 0.10%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    327000 | PA      | $331218.61    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_21-SJ2                       | TPMT_21-SJ2                        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960447 | PA      | $1906302.23   | 0.12%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-3                          | COLT_24-3                          | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7552875 | PA      | $7669340.23   | 0.48%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-5                          | COLT_25-5                          | CUSIP: 19689AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8470707 | PA      | $8555784.35   | 0.54%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170448.16    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224600.38    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1012077.21   | 0.06%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    762000 | PA      | $779430.76    | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                               | COLT_24-INV3                       | CUSIP: 196919AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6212715 | PA      | $6249956.15   | 0.39%             | 2069-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-1                          | COLT_25-1                          | CUSIP: 196920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9515339 | PA      | $9635375.51   | 0.60%             | 2070-01-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                             | PROVIDENT FUNDING ASSOCIATES/PFG   | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $515149.80    | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                         | QUICKEN LOANS LLC/ QUICKEN LOANS   | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    396000 | PA      | $377925.55    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                 | TRANSMONTAIGNE PARTNERS LLC        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $211681.73    | 0.01%             | 2030-06-15      | 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              | BM        |    206429 | PA      | $211700.96    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                               | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  35639427 | NS      | $35628734.82  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                         | COMCAST CORPORATION                | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4352674.49   | 0.27%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_22-SFR1                        | TCN_22-SFR1                        | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11041159 | PA      | $10956457.50  | 0.69%             | 2039-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                  | TRONOX INC                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    287000 | PA      | $187365.56    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                  | TRONOX INC                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269425.57    | 0.02%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | TRUIST FINANCIAL CORP              | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2845834.70   | 0.18%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                             | TYSON FOODS INC                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4705050.08   | 0.30%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113415.92    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                     | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    416000 | PA      | $415116.00    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                     | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    465000 | PA      | $442280.06    | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $531218.40    | 0.03%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                            | UWM HOLDINGS LLC                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $500517.01    | 0.03%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H2                            | CROSS_24-H2                        | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241827 | PA      | $1256117.28   | 0.08%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                        | CROSSCOUNTRY INTERMEDIATE HOLDCO L | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125396.21    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                              | WESTERN MIDSTREAM OPERATING LP     | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4262445.83   | 0.27%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3A           | WLAKE_21-3A                        | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021280 | PA      | $1018640.39   | 0.06%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H4                            | CROSS_24-H4                        | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4793633 | PA      | $4861355.24   | 0.31%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAG                            | DBJPM_16-C3                        | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4742252.64   | 0.30%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                          | DTE ENERGY COMPANY                 | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3890502.47   | 0.24%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST DLPY_25-1                     | DLPY_25-1A                         | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2210000 | PA      | $2224292.51   | 0.14%             | 2028-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | DARLING INGREDIENTS INC            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    557000 | PA      | $555673.51    | 0.03%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_22-1              | DRMT_22-1                          | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10806214 | PA      | $9983878.44   | 0.63%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                 | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279520.25    | 0.02%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                 | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    733000 | PA      | $764575.41    | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                               | DIAGEO INVESTMENT CORPORATION      | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3911632.95   | 0.25%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP      | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    319000 | PA      | $334721.09    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-P1           | WLAKE_25-P1                        | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13380000 | PA      | $13508312.86  | 0.85%             | 2030-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                        | WESTPAC BANKING CORP               | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2825000 | PA      | $2920381.74   | 0.18%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                           | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    661000 | PA      | $699627.25    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | DOMINION ENERGY INC                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3870714.49   | 0.24%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                         | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $267279.06    | 0.02%             | 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        |    756000 | PA      | $754019.88    | 0.05%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORPORATION              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84729.19     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                         | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $385996.59    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                     | DRIVE_21-2                         | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655754 | PA      | $654829.97    | 0.04%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                            | DUKE ENERGY CORP                   | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5096187.07   | 0.32%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                      | WILLIAMS COMPANIES INC             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3808484.50   | 0.24%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                              | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203572.40    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                    | EQT CORP                           | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    247000 | PA      | $256410.69    | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                    | EQT CORP                           | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142784.64    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                         | NISSAN MOTOR ACCEPTANCE COMPANY LL | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116054.89    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                           | NISSAN MOTOR CO LTD                | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $414730.47    | 0.03%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                        | ERAC USA FINANCE LLC               | CUSIP: 26884TAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6460540.24   | 0.41%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                             | EARTHSTONE ENERGY HOLDINGS LLC     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305007.24    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                               | ECHOSTAR CORP                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1078931 | PA      | $1187109.08   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145573.43    | 0.01%             | 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        |    436000 | PA      | $444166.18    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 21 LTD ELM21_22-8A                              | ELM21_22-8A                        | CUSIP: 289907AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6000000 | PA      | $6005616.00   | 0.38%             | 2036-10-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD ELM24_23-3                               | ELM24_23-3A                        | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12000000 | PA      | $12051108.00  | 0.76%             | 2038-01-17      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD ELM40_25-3                               | ELM40_25-3A                        | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  15000000 | PA      | $15021885.00  | 0.94%             | 2038-03-22      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-3                                   | RCO_25-3                           | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3152577 | PA      | $3160654.87   | 0.20%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                     | RHP HOTEL PROPERTIES LP            | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    322000 | PA      | $332080.57    | 0.02%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                           | EMERALD DEBT MERGER SUB LLC        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115222.66    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                | ENBRIDGE INC                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3775000 | PA      | $3859562.80   | 0.24%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                        | IHO VERWALTUNGS GMBH PIK           | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    639000 | PA      | $643144.66    | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAYA SAS                                                    | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $422318.57    | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | ENERGY TRANSFER LP                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3996013.05   | 0.25%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                | ENTEGRIS INC                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    514000 | PA      | $502845.38    | 0.03%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                              | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    364000 | PA      | $374553.56    | 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        |    591000 | PA      | $580901.31    | 0.04%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                | ENTEGRIS INC                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $227333.44    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                   | ESAB CORP                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70911.72     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                          | EXELON CORPORATION                 | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3882655.03   | 0.24%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-3               | EART_24-3A                         | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733014 | PA      | $734159.20    | 0.05%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                    | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    128000 | PA      | $117041.69    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                            | WOODSIDE FINANCE LTD               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $4619377.68   | 0.29%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                        | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    437000 | PA      | $432972.20    | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | 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        |   7716601 | PA      | $7787604.53   | 0.49%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                  | PAID_21-HG1                        | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155603 | PA      | $154799.00    | 0.01%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3               | EART_21-3A                         | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677817 | PA      | $669771.05    | 0.04%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                      | ESA_21-ESH                         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220346 | PA      | $2220345.78   | 0.14%             | 2038-07-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                     | LMAT_21-GS2                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4181243 | PA      | $4177983.32   | 0.26%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_22-1                     | LBZZ_22-1A                         | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610247 | PA      | $609575.14    | 0.04%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                 | STACR_21-DNA5                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464670 | PA      | $467234.89    | 0.03%             | 2034-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                 | STACR_21-HQA4                      | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1903866 | PA      | $1903859.86   | 0.12%             | 2041-12-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                           | INEOS FINANCE PLC                  | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    579000 | PA      | $567977.02    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                           | INEOS FINANCE PLC                  | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    239000 | PA      | $234184.72    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                    | PAID_24-3                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874824 | PA      | $1884609.78   | 0.12%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                    | PAID_24-1                          | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811848 | PA      | $819516.84    | 0.05%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                        | FRONTIER COMMUNICATIONS CORP       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265025.71    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                | HB FULLER CO                       | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93572.92     | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    334000 | PA      | $333609.09    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM2                  | IMPRL_21-NQM2                      | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1848366 | PA      | $1598891.34   | 0.10%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                        | GCAT_21-CM2                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1973383 | PA      | $1841527.99   | 0.12%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                       | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $168678.20    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                 | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    532000 | PA      | $528872.60    | 0.03%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                               | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194105.92    | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-5                    | PAID_22-5                          | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88709 | PA      | $88837.82     | 0.01%             | 2030-06-17      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                             | STANDARD INDUSTRIES INC            | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    501000 | PA      | $496878.03    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM4                                     | GCAT_22-NQM4                       | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2912794 | PA      | $2911586.75   | 0.18%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    362000 | PA      | $383851.81    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                               | INTERFACE INC                      | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    352000 | PA      | $351913.72    | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                               | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    276000 | PA      | $270393.34    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389209.50    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                  | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    888000 | PA      | $886058.40    | 0.06%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    426000 | PA      | $436117.50    | 0.03%             | 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        |    460000 | PA      | $477581.73    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190069.19    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                  | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    367000 | PA      | $377892.55    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED SHORE FINANCIAL SERVICES LL | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    416000 | PA      | $416043.37    | 0.03%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                  | US BANCORP                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7381667.46   | 0.46%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5081412.95   | 0.32%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                             | NORTONLIFELOCK INC                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139136.66    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                             | STANDARD INDUSTRIES INC            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125629.98    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                             | SYNEOS HEALTH INC                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    156000 | PA      | $165231.53    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                       | ONYP_20-1NYP                       | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1096238.93   | 0.07%             | 2036-01-15      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2                 | OMFIT_22-2A                        | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2994227 | PA      | $2996808.34   | 0.19%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                             | XCEL ENERGY INC                    | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5179158.12   | 0.33%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    441000 | PA      | $446464.31    | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    338000 | PA      | $343319.67    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1              | GFORT_24-1A                        | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $4620757.51   | 0.29%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                  | GNMA2 1YR CMT ARM                  | CUSIP: 36225CNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2382 | PA      | $2391.88      | 0.00%             | 2030-03-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                            | GSMS_16-GS4                        | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514326 | PA      | $1497570.56   | 0.09%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-2                              | REACH_24-2A                        | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143281 | PA      | $2149595.10   | 0.13%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-1                              | REACH_24-1A                        | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153694 | PA      | $153917.04    | 0.01%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMMT_25-NQM2                                               | JPMMT_25-NQM2                      | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3854699 | PA      | $3893612.22   | 0.24%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_0                            | JPMMT_05-S3                        | CUSIP: 466247B51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6880 | PA      | $5894.59      | 0.00%             | 2026-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101631.91    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $343201.52    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1                 | GSMBS_20-NQM1                      | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591076 | PA      | $563111.82    | 0.04%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                              | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36266GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3837630.20   | 0.24%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                  | STAR_19-INV1                       | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393095 | PA      | $388924.77    | 0.02%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1            | STAR_20-INV1                       | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164447 | PA      | $158333.34    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $243289.73    | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    742000 | PA      | $763612.96    | 0.05%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP       | GSMS_23-SHIP                       | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1846078.27   | 0.12%             | 2038-09-10      | Variable      | 4.32%                 | 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        |   2273607 | PA      | $2280460.60   | 0.14%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP / SUNOCO FINANCE CORP    | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    564000 | PA      | $581232.40    | 0.04%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    329000 | PA      | $340694.97    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-1                 | OMFIT_23-1A                        | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $7493099.03   | 0.47%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                              | OPEN TEXT CORPORATION              | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $430848.78    | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                               | OPTN_24-3                          | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207076 | PA      | $207276.25    | 0.01%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                          | ORACLE CORPORATION                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6507000 | PA      | $6504911.29   | 0.41%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                  | GNMA  30YR                         | CUSIP: 36295FDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9819 | PA      | $9948.85      | 0.00%             | 2037-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_25-17             | GLM_23-17A                         | CUSIP: 38139FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |  11265000 | PA      | $11292576.72  | 0.71%             | 2039-01-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                 | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10375000 | PA      | $10728443.70  | 0.67%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_25-2            | GSKY_25-2                          | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220007 | PA      | $2225773.56   | 0.14%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                | ORGANON & CO                       | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112079.61    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                  | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    279000 | PA      | $277492.01    | 0.02%             | 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        |    175000 | PA      | $168317.00    | 0.01%             | 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        |    405000 | PA      | $389155.17    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                  | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    282000 | PA      | $273820.65    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178235.93    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    421000 | PA      | $402159.01    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_20-NQM1                                     | MFRA_20-NQM1                       | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    416807 | PA      | $405269.21    | 0.03%             | 2065-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                   | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    406000 | PA      | $402196.07    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                      | PNC FINANCIAL SERVICES GROUP INC   | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3434269.39   | 0.22%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                         | PRKCM_21-AFC2                      | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10340340 | PA      | $9228974.72   | 0.58%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM3                                       | PRPM_23-NQM3                       | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3285569 | PA      | $3320286.07   | 0.21%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_23-NQM4                                      | MFRA_23-NQM4                       | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2789592 | PA      | $2813894.49   | 0.18%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_24-NQM3                                      | MFRA_24-NQM3                       | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6654994 | PA      | $6737932.71   | 0.42%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-RPL3                               | PRPM_24-RPL3                       | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2713110 | PA      | $2662673.46   | 0.17%             | 2054-11-25      | 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        |   4460894 | PA      | $4461718.44   | 0.28%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                     | MPLX LP                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4780044.62   | 0.30%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_19-2A                                 | MVWOT_19-2A                        | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580976 | PA      | $576873.61    | 0.04%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-RPL3               | PRET_25-RPL3                       | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700654 | PA      | $9415784.27   | 0.59%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                             | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55645.70     | 0.00%             | 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        |    288000 | PA      | $284535.98    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP/FINANCE CORP             | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190260.54    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP                          | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114747.43    | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                               | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    423000 | PA      | $405010.16    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                | SYNOPSYS INC                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5907531.83   | 0.37%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                          | CHNGE_22-NQM1                      | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1490994 | PA      | $1495826.61   | 0.09%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                        | MDPK_21-48A                        | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1125176 | PA      | $1126830.80   | 0.07%             | 2033-04-19      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_17-19A                              | MAGNE_17-19A                       | CUSIP: 55954KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10000000 | PA      | $9984890.00   | 0.63%             | 2034-04-17      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CSMC_19-AFC1                                                | CSMC_19-AFC1                       | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829399 | PA      | $805396.77    | 0.05%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                | CSAIL_19-C18                       | CUSIP: 12597DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6874240 | PA      | $6715189.71   | 0.42%             | 2052-12-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LIMITED MAGNE_20-26                           | MAGNE_20-26A                       | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8000000 | PA      | $8000888.00   | 0.50%             | 2038-01-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_23-36                               | MAGNE_23-36A                       | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  15000000 | PA      | $15052845.00  | 0.94%             | 2038-07-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4                   | CSMC_20-RPL4                       | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4203091 | PA      | $3807441.46   | 0.24%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_25-1                             | MFT_25-1A                          | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4316455 | PA      | $4325304.21   | 0.27%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                            | MFT_24-1A                          | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131446 | PA      | $2141505.97   | 0.13%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                              | MARRIOTT OWNERSHIP RESORTS INC     | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    428000 | PA      | $421314.21    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                              | MARRIOTT OWNERSHIP RESORTS INC     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131166.48    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                    | MARS INC                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4559746.70   | 0.29%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | MATADOR RESOURCES CO               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791290.12    | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                    | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    447000 | PA      | $445868.95    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                    | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164299.06    | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589620.47    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                   | MCGRAW-HILL EDUCATION INC          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337644.40    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | MEDLINE BORROWER LP                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    451000 | PA      | $462896.38    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                    | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5142398.75   | 0.32%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_20-A                        | MMAF_20-A                          | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501328 | PA      | $495627.34    | 0.03%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L6                    | MSC_21-L6                          | CUSIP: 61692CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5140000 | PA      | $4787855.52   | 0.30%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12807415.95  | 0.80%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST MSM_04-10AR              | MSM_04-10AR                        | CUSIP: 61748HFE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15302 | PA      | $14595.27     | 0.00%             | 2034-11-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-RPL1 | MSRM_24-RPL1                       | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13635365 | PA      | $13298183.84  | 0.83%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM1 | MSRM_25-NQM1                       | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8470903 | PA      | $8585137.64   | 0.54%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                             | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153837.30    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    279000 | PA      | $278700.89    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_24-1                           | MPOWR_24-A                         | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767639 | PA      | $1817406.52   | 0.11%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    318000 | PA      | $306868.95    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1132526.88   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669865.58    | 0.04%             | 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        |    496000 | PA      | $489130.35    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL CORPORATION LTD                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    552000 | PA      | $551908.02    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337683.76    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390483.66    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                      | NXP BV/NXP FUNDING LLC             | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $5592395.36   | 0.35%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195967.44    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                             | NCR ATLEOS CORP                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1121706.44   | 0.07%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266050.60    | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175527.57    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST NAVRL_25-A                     | NAVRL_25-A                         | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6722557 | PA      | $6805855.99   | 0.43%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST NAVRL_25-B                     | NAVRL_25-B                         | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11985645.60  | 0.75%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224813.01    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4            | NRZT_19-NQM4                       | CUSIP: 64828EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    783477 | PA      | $750256.80    | 0.05%             | 2059-09-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147156.39    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414601.86    | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                         | NEXTERA ENERGY CAPITAL HOLDINGS IN | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3887256.83   | 0.24%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                   | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233497.30    | 0.01%             | 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        |    277000 | PA      | $272970.13    | 0.02%             | 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        |    822000 | PA      | $843580.74    | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_23-1            | NFMOT_23-1A                        | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3775000 | PA      | $3799135.09   | 0.24%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                               | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4641629.92   | 0.29%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                      | PAID_24-7                          | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2969774 | PA      | $3002775.10   | 0.19%             | 2031-12-15      | Fixed         | 6.12%                 | 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        |   3158680 | PA      | $3201347.92   | 0.20%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-2                    | PAID_21-2                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81532 | PA      | $81349.82     | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                    | PAID_23-5                          | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2978014 | PA      | $2988584.25   | 0.19%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                  | PAID_21-HG1                        | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22803 | PA      | $22775.38     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                    | PAID_24-6                          | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573429 | PA      | $576610.15    | 0.04%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A        | RPM_21-2A                          | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585934 | PA      | $580046.06    | 0.04%             | 2030-03-25      | Fixed         | 2.65%                 | 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        |    375129 | PA      | $378473.21    | 0.02%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORP              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99120.57     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    972000 | PA      | $972287.17    | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                               | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    556000 | PA      | $552730.80    | 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        |    587000 | PA      | $567357.74    | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    663000 | PA      | $647121.66    | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                    | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    376000 | PA      | $355174.29    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                   | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    804000 | PA      | $761512.31    | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                    | US 5YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -3002 | NC      | $75388.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                    | US 2YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       257 | NC      | $33304.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                    | US 2YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2053 | NC      | $-38879.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4          | RPM_25-4A                          | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3419955.96   | 0.21%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                         | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219615.72    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    589000 | PA      | $590715.29    | 0.04%             | 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        |    247000 | PA      | $258977.34    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    362000 | PA      | $349353.83    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162635.76    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                         | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256697.90    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-EXP2                        | OBX_19-EXP2                        | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317479 | PA      | $301754.92    | 0.02%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_22-NQM7                        | OBX_22-NQM7                        | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3593401 | PA      | $3587609.16   | 0.23%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                       | OBX_23-NQM8                        | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1797810 | PA      | $1823310.97   | 0.11%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                      | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    542000 | PA      | $554386.31    | 0.03%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                              | RIVERS ENTERPRISE BORROWER LLC     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $164505.64    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | PICARD MIDCO INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1366895.77   | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                   | TORONTO-DOMINION BANK/THE          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5109398.86   | 0.32%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                        | ROCKET COMPANIES INC               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $219692.60    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                         | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    538000 | PA      | $527505.10    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                      | TREASURY BILL                      | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15950000 | PA      | $15923995.60  | 1.00%             | 2025-10-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                    | UNITED TECHNOLOGIES CORPORATION    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4489904.30   | 0.28%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM8                        | OBX_24-NQM8                        | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9826750 | PA      | $9967240.64   | 0.63%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NM10                        | OBX_24-NQM10                       | CUSIP: 67119MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3542999 | PA      | $3594106.64   | 0.23%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                    | JPMMT_07-A2                        | CUSIP: 46630PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3901 | PA      | $3233.89      | 0.00%             | 2037-04-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    522000 | PA      | $521523.53    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_25-NQM15                                      | OBX_25-NQM15                       | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9885952 | PA      | $9926665.02   | 0.62%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM1                        | OBX_24-NQM1                        | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6537219 | PA      | $6589574.52   | 0.41%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_24-NQM12                                      | OBX_24-NQM12                       | CUSIP: 67448PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1539940 | PA      | $1549394.81   | 0.10%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM11                       | OBX_25-NQM11                       | CUSIP: 67449BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9711464 | PA      | $9793852.41   | 0.61%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                | ROCKIES EXPRESS PIPELINE LLC       | CUSIP: 77340RAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $248873.94    | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6463265.81   | 0.41%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149175.26    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                            | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6425830.87   | 0.40%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST UPGR_24-1                         | UPGR_24-1                          | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572497 | PA      | $573445.47    | 0.04%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    438000 | PA      | $432710.66    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST6                  | UMPT_25-ST6                        | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725000 | PA      | $4729225.10   | 0.30%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                      | UPST_24-1                          | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637860 | PA      | $639735.05    | 0.04%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                 | USA COMPRESSION PARTNERS LP/USA CO | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514203.09    | 0.03%             | 2027-09-01      | Fixed         | 6.88%                 | 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        |    271000 | PA      | $279895.40    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6          | VOLT_21-NPL6                       | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474536 | PA      | $474455.90    | 0.03%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                            | VAIL RESORTS INC                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283861.21    | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC VCAT_25-NPL1                  | VCAT_25-NPL1                       | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4121690 | PA      | $4160757.38   | 0.26%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION VCAT_25-NPL2                      | VCAT_25-NPL2                       | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16865400 | PA      | $17057333.11  | 1.07%             | 2054-09-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                           | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    284000 | PA      | $272072.76    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                           | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167918.51    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    691000 | PA      | $715486.86    | 0.04%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    347000 | PA      | $382598.43    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    662000 | PA      | $685156.70    | 0.04%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                  | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4291086.10   | 0.27%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-4                              | VZMT_24-4                          | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4572000 | PA      | $4645865.23   | 0.29%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-8                              | VZMT_24-8                          | CUSIP: 92348KDP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3690510.26   | 0.23%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                    | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    585000 | PA      | $583568.17    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                       | VERUS_21-8                         | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6142806 | PA      | $5612954.57   | 0.35%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-6                       | VERUS_23-6                         | CUSIP: 92539XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    674031 | PA      | $682313.58    | 0.04%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-8                       | VERUS_23-8                         | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2360486 | PA      | $2390461.11   | 0.15%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-1                       | VERUS_24-1                         | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2538439 | PA      | $2557360.49   | 0.16%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV1                    | VERUS_24-INV1                      | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1784886 | PA      | $1807776.10   | 0.11%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_25-6                       | VERUS_25-6                         | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6654894 | PA      | $6711447.59   | 0.42%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                          | VICI PROPERTIES LP / VICI NOTE CO  | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271965.85    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                          | VIKING CRUISES LTD                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    397000 | PA      | $397117.13    | 0.02%             | 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        |    768000 | PA      | $771947.78    | 0.05%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                    | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $219070.01    | 0.01%             | 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        |    363000 | PA      | $358466.50    | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLYA HOLDCO 18 DAC                                         | VIRGIN MEDIA VENDOR FINANCING IV   | CUSIP: 92770QAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $156694.96    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                  | VISIO_19-2                         | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120207 | PA      | $118680.60    | 0.01%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                 | VISIO_20-1R                        | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1433788 | PA      | $1380390.77   | 0.09%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    274000 | PA      | $273939.44    | 0.02%             | 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        |    496000 | PA      | $496185.61    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148865.31    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3               | VSTA_24-CES3                       | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6077971 | PA      | $6105583.63   | 0.38%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2               | VSTA_25-CES2                       | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23660641 | PA      | $23686840.67  | 1.49%             | 2055-08-25      | Variable      | 5.60%                 | 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        |    550116 | PA      | $550097.45    | 0.03%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10               | VOLT_21-NP10                       | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478278 | PA      | $478183.44    | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    435000 | PA      | $404701.62    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    399000 | PA      | $396617.85    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WFMBS_06-AR19                                               | WFMBS_06-AR19                      | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42588 | PA      | $41553.95     | 0.00%             | 2036-12-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                             | WFCM_16-C32                        | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5979177.00   | 0.38%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | WELLS FARGO & COMPANY              | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $11140378.64  | 0.70%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40           | WFCM_17-C40                        | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4916501.50   | 0.31%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP           | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16055000 | PA      | $15003227.32  | 0.94%             | 2034-12-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329453.42    | 0.02%             | 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        |    513000 | PA      | $528229.35    | 0.03%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                         | NISSAN MOTOR ACCEPTANCE COMPANY LL | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    189000 | PA      | $173494.37    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1                    | OVMLT_20-1                         | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    424834 | PA      | $401436.98    | 0.03%             | 2050-05-28      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    669000 | PA      | $643382.23    | 0.04%             | 2028-10-01      | Fixed         | 4.25%                 | 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        |    329000 | PA      | $323286.03    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                           | 1011778 BC UNLIMITED LIABILITY CO  | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    648000 | PA      | $663765.55    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_24-2A                   | PEAC_24-2A                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6811921 | PA      | $6825814.17   | 0.43%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL8               | PRET_25-NPL8                       | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9550237 | PA      | $9579429.70   | 0.60%             | 2055-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM1                                       | PRPM_23-NQM1                       | CUSIP: 693965AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1498052 | PA      | $1498312.82   | 0.09%             | 2068-01-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM1                                       | PRPM_24-NQM1                       | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1546878 | PA      | $1566279.41   | 0.10%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF2                                       | PRPM_24-RCF2                       | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4873962 | PA      | $4775730.91   | 0.30%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                    | PAID_24-2                          | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670792 | PA      | $2697288.36   | 0.17%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                   | PAID_24-11                         | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4334781 | PA      | $4356298.81   | 0.27%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                    | PAID_24-5                          | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569487 | PA      | $573842.42    | 0.04%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                    | PAID_25-1                          | CUSIP: 69544NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3422708 | PA      | $3453082.56   | 0.22%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_25-6                      | PAID_25-6                          | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6001586.40   | 0.38%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                              | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    858000 | PA      | $856915.17    | 0.05%             | 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        |     92000 | PA      | $89674.81     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    359000 | PA      | $350408.25    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $282185.28    | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                       | PFIZER INVESTMENT ENTERPRISES PTE  | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3300000 | PA      | $3337162.32   | 0.21%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | POST HOLDINGS INC                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    524000 | PA      | $522837.39    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    374000 | PA      | $360690.57    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL7               | PRET_25-NPL7                       | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5159500 | PA      | $5172441.86   | 0.32%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                         | PRESTIGE BRANDS INC                | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $487978.25    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                   | PART_24-1A                         | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602000 | PA      | $1616347.99   | 0.10%             | 2029-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4173223 | PA      | $4175368.90   | 0.26%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL4               | PRET_25-NPL4                       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2171877 | PA      | $2183728.76   | 0.14%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL9                                       | PRET_24-NPL9                       | CUSIP: 74143TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6801105 | PA      | $6806532.23   | 0.43%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL1               | PRET_25-NPL1                       | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11914415 | PA      | $11943449.09  | 0.75%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                        | PRIME SECURITY SERVICES BORROWER   | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162034.92    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                    | PRIMO WATER HOLDINGS INC           | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    344000 | PA      | $333543.36    | 0.02%             | 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        |    588000 | PA      | $588756.61    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                            | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4617432.96   | 0.29%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR4                     | PROG_25-SFR4                       | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12625000 | PA      | $12476065.40  | 0.78%             | 2042-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR4              | PROG_22-SFR4                       | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6427554 | PA      | $6419695.83   | 0.40%             | 2041-05-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6              | PROG_22-SFR6                       | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15185028 | PA      | $15241048.45  | 0.96%             | 2039-07-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233991.85    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258477.80    | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                               | SS&C TECHNOLOGIES INC              | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $279994.40    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                       | SPGN_22-TFLM                       | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14125000 | PA      | $14020667.10  | 0.88%             | 2039-02-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3      | ACAR_23-3                          | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695580 | PA      | $1706427.79   | 0.11%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-2      | ACAR_24-2                          | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4549482.45   | 0.29%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                        | AMERIGAS PARTNERS LP/AMERIGAS FINA | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    259000 | PA      | $271237.14    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                   | AMGEN INC                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4092750.00   | 0.26%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                            | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $424200.31    | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-11                         | AOMT_24-11                         | CUSIP: 03463QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12891396 | PA      | $13012162.17  | 0.82%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                          | AOMT_20-6                          | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261728 | PA      | $240023.78    | 0.02%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                          | AOMT_20-6                          | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $1009477.91   | 0.06%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-8                          | AOMT_21-8                          | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5324589 | PA      | $4773465.40   | 0.30%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-8                          | AOMT_24-8                          | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3631920 | PA      | $3649665.59   | 0.23%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-7                          | AOMT_24-7                          | CUSIP: 03466CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2287790 | PA      | $2306484.00   | 0.14%             | 2069-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_25-HB1                        | AOMT_25-HB1                        | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625063 | PA      | $1625055.71   | 0.10%             | 2055-02-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                       | ANTERO RESOURCES CORP              | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    149000 | PA      | $152039.62    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                         | ELEVANCE HEALTH INC                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4630461.94   | 0.29%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                | ANTERO MIDSTREAM PARTNERS/FIN      | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272011.41    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                | ANTERO MIDSTREAM PARTNERS/FIN      | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    307000 | PA      | $305858.51    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                            | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    738000 | PA      | $723214.50    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                        | ARCHROCK PARTNERS LP/FIN CORP      | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    242000 | PA      | $242350.52    | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                        | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    366000 | PA      | $366549.20    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                          | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $213598.63    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | 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        |    234000 | PA      | $216486.90    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                          | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    505000 | PA      | $505161.62    | 0.03%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                    | ARETEC GROUP INC                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $220143.27    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                  | ARETEC GROUP INC                   | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $381858.96    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110551.12    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    249000 | PA      | $241527.10    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                    | ATLANTICA SUSTAIN INFRA PLC        | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    291000 | PA      | $284318.66    | 0.02%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                         | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    404000 | PA      | $397474.01    | 0.02%             | 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        |    156000 | PA      | $148433.58    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL/AVIS FIN    | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283971.48    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL/AVIS FIN    | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    251000 | PA      | $244746.56    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL LLC         | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84351.55     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                  | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109487.81    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                             | BAE SYSTEMS PLC                    | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6325000 | PA      | $6097448.05   | 0.38%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                     | BX_25-LUNR                         | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14333775 | PA      | $14360640.80  | 0.90%             | 2040-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                        | BWX TECHNOLOGIES INC               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112304.70    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                      | BX_21-PAC                          | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $6326183.06   | 0.40%             | 2036-10-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM6               | BRAVO_24-NQM6                      | CUSIP: 05613JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2651501 | PA      | $2664921.92   | 0.17%             | 2064-08-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                          | BACARDI LTD                        | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   6325000 | PA      | $6536426.44   | 0.41%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_19-2A                       | BCC_19-2A                          | CUSIP: 05682LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13548937 | PA      | $13553611.68  | 0.85%             | 2032-10-17      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORAT                            | BAFC_05-5                          | CUSIP: 05946XE74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62396 | PA      | $60785.16     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_07-C               | BAFC_07-C                          | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32954 | PA      | $28689.50     | 0.00%             | 2036-05-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | BANK OF AMERICA CORP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15997708.07  | 1.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                         | BANK5_23-5YR4                      | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8244969 | PA      | $8697122.74   | 0.55%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                            | BANK OF MONTREAL                   | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4095000 | PA      | $4076710.67   | 0.26%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                            | BANK OF NEW YORK MELLON CORP/THE   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3878380.64   | 0.24%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                          | BAUSCH & LOMB ESCROW CORP          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $183669.27    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                          | BAYTEX ENERGY CORP                 | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $226372.80    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1           | BVCLN_24-CAR1                      | CUSIP: 07336QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811076 | PA      | $813390.91    | 0.05%             | 2031-12-26      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1           | BVCLN_24-CAR1                      | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417125 | PA      | $418711.45    | 0.03%             | 2031-12-26      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                | BECTON DICKINSON AND COMPANY       | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2413055.29   | 0.15%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                       | BELRON UK FINANCE PLC              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $148897.95    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_25-ATLS                            | BHMS_25-ATLS                       | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12535231.25  | 0.79%             | 2042-08-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | BOEING CO                          | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6714304.92   | 0.42%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                               | BOYNE USA INC                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $538673.33    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                              | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4618761.43   | 0.29%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                            | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136039.83    | 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        |    209000 | PA      | $213853.10    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_24-AFC1                                   | HOMES_24-AFC1                      | CUSIP: 403945AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8007263 | PA      | $8027545.63   | 0.50%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-NQM2                                   | HOMES_25-NQM2                      | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6092144 | PA      | $6150071.03   | 0.39%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    256000 | PA      | $248915.91    | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                     | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5925649.84   | 0.37%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8191868.42   | 0.51%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                            | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    414000 | PA      | $401813.47    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304323.14    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                | HELIOS SOFTWARE HOLDINGS/ION CORP  | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    218000 | PA      | $225879.17    | 0.01%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $638541.13    | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                  | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    688000 | PA      | $706979.31    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS ESCROW INC           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    434000 | PA      | $450849.88    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                | HESS MIDSTREAM OPERATIONS LP       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $209431.42    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                | HESS MIDSTREAM PARTNERS LP         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68277.35     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410978.00    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567534.24    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    252000 | PA      | $248345.00    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                             | HILTON GRAND VACATIONS BORROWER    | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    401000 | PA      | $385596.93    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15898645.42  | 1.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-HE3                       | JPMMT_24-HE3                       | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5194599 | PA      | $5194574.45   | 0.33%             | 2055-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                      | JAMES HARDIE INTERNATIONAL FINANCE | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   1021000 | PA      | $1014382.01   | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                 | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $332246.67    | 0.02%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | KODIAK GAS SERVICES LLC            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    684000 | PA      | $709604.91    | 0.04%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                        | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3711679.77   | 0.23%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                       | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $189235.67    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                             | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    524000 | PA      | $513415.64    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer