# EDGAR Filing Document

**Accession Number:** 0000050013
**File Stem:** 0001145549-25-042400
**Filing Date:** 2025-6
**Character Count:** 1761675
**Document Hash:** 42a3b869c0837bde9dac4e3bd2d18b56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042400.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INCOME FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000050013

**ORGANIZATION NAME:**
- **EIN:** 060867264
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01880
- **FILM NUMBER:** 251077495

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img009124b91.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**The Income Fund of America**<sup>®</sup>

Investment portfolio

April 30, 2025

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Common stocks 67.06%<br> **Financials 14.29%**<br>| Shares | Value<br> (000)<br>|
| JPMorgan Chase & Co. | 7073743 | $1730379 |
| CME Group, Inc., Class A | 4700084 | 1302299 |
| Citigroup, Inc. | 16110906 | 1101664 |
| Brookfield Asset Management, Ltd., Class A | 17139812 | 914066 |
| CaixaBank, SA, non-registered shares | 108170491 | 829650 |
| Ares Management Corp., Class A | 4955917 | 755926 |
| Fifth Third Bancorp | 20032799 | 719979 |
| Synchrony Financial | 11083201 | 575772 |
| Carlyle Group, Inc. (The) | 14424698 | 557370 |
| Goldman Sachs Group, Inc. | 993702 | 544102 |
| UniCredit SpA<sup>1</sup>  | 8944794 | 517239 |
| AXA SA | 10598063 | 502384 |
| Bank of America Corp. | 11645542 | 464424 |
| Citizens Financial Group, Inc. | 12133604 | 447609 |
| Mizuho Financial Group, Inc. | 16650600 | 418672 |
| Apollo Asset Management, Inc. | 2993772 | 408590 |
| Morgan Stanley | 3475667 | 401162 |
| Progressive Corp. | 1315000 | 370488 |
| NatWest Group PLC | 53800910 | 343430 |
| Zurich Insurance Group AG | 472736 | 333516 |
| Power Corporation of Canada, subordinate voting shares | 7947322 | 300806 |
| Banco Bilbao Vizcaya Argentaria, SA | 21721457 | 298569 |
| BlackRock, Inc. | 307624 | 281248 |
| Allianz SE | 619243 | 255745 |
| DBS Group Holdings, Ltd. | 7336030 | 239840 |
| ING Groep NV | 12141692 | 235492 |
| 3i Group PLC | 4110000 | 233302 |
| American International Group, Inc. | 2796400 | 227963 |
| Münchener Rückversicherungs-Gesellschaft AG | 318703 | 217132 |
| Blackstone, Inc. | 1477751 | 194635 |
| National Bank of Canada | 2087372 | 183330 |
| MS&AD Insurance Group Holdings, Inc. | 7701200 | 175350 |
| Skandinaviska Enskilda Banken AB, Class A | 10977325 | 174844 |
| Partners Group Holding AG | 124045 | 161593 |
| Fidelity National Information Services, Inc. | 2000000 | 157760 |
| Royal Bank of Canada | 1221824 | 146653 |
| B3 SA - Brasil, Bolsa, Balcao | 60301822 | 143339 |
| Manulife Financial Corp. | 4595192 | 140829 |
| Aviva PLC | 18123287 | 135469 |
| Nordnet AB | 5000000 | 132664 |
| ICICI Bank, Ltd. | 7315730 | 123044 |
| PICC Property and Casualty Co., Ltd., Class H | 64394000 | 119405 |
| KB Financial Group, Inc. | 1721838 | 109262 |
| Qualitas Controladora, SAB de CV<sup>1</sup>  | 8439995 | 93005 |
| National Bank of Greece SA | 8041354 | 85459 |
| Islandsbanki hf.<sup>2</sup>  | 100744765 | 84299 |

---

The Income Fund of America — Page 1 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Financials (continued)**<br>| Shares | Value<br> (000)<br>|
| Wells Fargo & Co. | 869127 | $61717 |
| Macquarie Group, Ltd. | 457380 | 56935 |
| Bank Leumi le-Israel B.M. | 3593449 | 51280 |
| BNP Paribas SA | 519734 | 43926 |
| Bank Hapoalim BM | 2391752 | 35140 |
| KKR & Co., Inc. | 164019 | 18743 |
| Barclays PLC | 4440667 | 17770 |
| Brookfield Corp., Class A | 207530 | 11138 |
| Erste Group Bank AG | 156000 | 10508 |
| Great-West Lifeco, Inc. | 234000 | 9100 |
| Sberbank of Russia PJSC<sup>3</sup>  | 25683200 | — <br><sup>4</sup><br>|
|  |  | 18206015 |
| **Consumer staples 8.93%** |  |  |
| Philip Morris International, Inc. | 25224854 | 4322531 |
| Nestle SA | 17172965 | 1827763 |
| Coca-Cola Co. | 10540405 | 764706 |
| Sysco Corp. | 10165407 | 725810 |
| Keurig Dr Pepper, Inc. | 13694806 | 473703 |
| Procter & Gamble Co. | 2911194 | 473273 |
| Mondelez International, Inc., Class A | 5827808 | 397049 |
| Kimberly-Clark Corp. | 2980456 | 392765 |
| British American Tobacco PLC | 7236368 | 313991 |
| General Mills, Inc. | 5255234 | 298182 |
| Altria Group, Inc. | 4334208 | 256368 |
| Unilever PLC | 4000000 | 253876 |
| Target Corp. | 2458498 | 237737 |
| Bunge Global SA | 2254201 | 177451 |
| Pernod Ricard SA<sup>1</sup>  | 1000000 | 108069 |
| Tyson Foods, Inc., Class A | 1542104 | 94438 |
| Imperial Brands PLC | 1999525 | 81920 |
| PepsiCo, Inc. | 484503 | 65689 |
| WH Group, Ltd. | 49532000 | 44524 |
| Scandinavian Tobacco Group A/S | 2457804 | 35837 |
| Viva Wine Group AB<sup>1,2</sup>  | 4500000 | 19572 |
| Wal-Mart de Mexico, SAB de CV, Series V | 3533339 | 11198 |
| Coca-Cola FEMSA, SAB de CV (ADR) | 60363 | 5682 |
|  |  | 11382134 |
| **Health care 7.26%** |  |  |
| Gilead Sciences, Inc. | 21072656 | 2245081 |
| CVS Health Corp. | 20626577 | 1375999 |
| Sanofi<sup>1</sup>  | 10540068 | 1155919 |
| Amgen, Inc. | 3930995 | 1143605 |
| AbbVie, Inc. | 5098708 | 994758 |
| AstraZeneca PLC | 5226420 | 749005 |
| Medtronic PLC | 8038226 | 681320 |
| GSK PLC | 11970580 | 236435 |
| Pfizer, Inc. | 9419748 | 229936 |
| Takeda Pharmaceutical Co., Ltd. | 4245700 | 129834 |
| Johnson & Johnson | 769932 | 120348 |
| Danaher Corp. | 367786 | 73311 |
| Rotech Healthcare, Inc.<sup>2,3,5,6</sup>  | 543172 | 47946 |
| Novo Nordisk AS, Class B | 514387 | 34267 |
| Endo, Inc.<sup>5</sup>  | 1154586 | 24581 |

---

The Income Fund of America — Page 2 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Health care (continued)**<br>| Shares | Value<br> (000)<br>|
| Endo, Inc., 1L 7.50% Escrow<sup>3,5</sup>  | 79502000 | $— <br><sup>4</sup><br>|
| Sandoz Group AG | 167000 | 7238 |
|  |  | 9249583 |
| **Energy 5.90%** |  |  |
| EOG Resources, Inc. | 15814222 | 1744783 |
| Canadian Natural Resources, Ltd. (CAD denominated) | 38510045 | 1105076 |
| Chevron Corp. | 5626618 | 765558 |
| Exxon Mobil Corp. | 6492667 | 685820 |
| Baker Hughes Co., Class A | 14389581 | 509391 |
| Tourmaline Oil Corp. | 11325759 | 500318 |
| Shell PLC (GBP denominated) | 10889797 | 348422 |
| Shell PLC (EUR denominated) | 153500 | 5035 |
| TotalEnergies SE | 5128400 | 290828 |
| ConocoPhillips | 2942643 | 262248 |
| Enbridge, Inc. | 5000000 | 233450 |
| Expand Energy Corp. | 2182905 | 226804 |
| Schlumberger NV | 6500000 | 216125 |
| TC Energy Corp. (CAD denominated) | 2668721 | 134830 |
| Diamondback Energy, Inc. | 975266 | 128745 |
| Pembina Pipeline Corp. | 3095078 | 118316 |
| Viper Energy, Inc., Class A | 1808793 | 72949 |
| Cenovus Energy, Inc. (CAD denominated) | 4990614 | 58754 |
| Ascent Resources, LLC, Class A<sup>3,6</sup>  | 1102146 | 54082 |
| HF Sinclair Corp. | 1022000 | 30732 |
| DT Midstream, Inc. | 113913 | 11072 |
| New Fortress Energy, Inc., Class A<sup>5,7</sup>  | 1971128 | 10703 |
| Altera Infrastructure, LP<sup>3</sup>  | 80900 | 3571 |
| Mesquite Energy, Inc.<sup>3,5</sup>  | 25913 | 1469 |
| Bighorn Permian Resources, LLC<sup>3</sup>  | 17183 | — <br><sup>4</sup><br>|
|  |  | 7519081 |
| **Industrials 5.74%** |  |  |
| BAE Systems PLC | 105717428 | 2429894 |
| Lockheed Martin Corp. | 2022338 | 966172 |
| RTX Corp. | 4487072 | 565954 |
| ITOCHU Corp. | 6000000 | 307007 |
| L3Harris Technologies, Inc. | 1393700 | 306642 |
| 3M Co. | 2181535 | 303037 |
| PACCAR, Inc. | 2624343 | 236742 |
| Johnson Controls International PLC | 2779737 | 233220 |
| Paychex, Inc. | 1550514 | 228112 |
| Watsco, Inc. | 434018 | 199579 |
| Deutsche Post AG | 4453602 | 189376 |
| Norfolk Southern Corp. | 818000 | 183273 |
| Emerson Electric Co. | 1532420 | 161073 |
| United Parcel Service, Inc., Class B | 1615000 | 153909 |
| Siemens AG | 622750 | 142798 |
| Caterpillar, Inc. | 415639 | 128545 |
| Southwest Airlines Co. | 4000000 | 111840 |
| Ventia Services Group Pty, Ltd. | 34829353 | 94797 |
| Volvo AB, Class B | 3436750 | 94495 |
| Valmet OYJ<sup>1</sup>  | 2850000 | 86935 |
| Robert Half, Inc. | 1584960 | 70214 |
| Inwido AB | 2500000 | 53611 |

---

The Income Fund of America — Page 3 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Industrials (continued)**<br>| Shares | Value<br> (000)<br>|
| Bureau Veritas SA | 1218228 | $38422 |
| Regal Rexnord Corp. | 134000 | 14183 |
| General Dynamics Corp. | 35000 | 9524 |
|  |  | 7309354 |
| **Information technology 5.53%** |  |  |
| Broadcom, Inc. | 9807735 | 1887695 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | 42710786 | 1217521 |
| Taiwan Semiconductor Manufacturing Co., Ltd. (ADR) | 1471300 | 245251 |
| International Business Machines Corp. | 5283626 | 1277686 |
| Microsoft Corp. | 3082685 | 1218462 |
| MediaTek, Inc. | 8857000 | 375324 |
| Seagate Technology Holdings PLC | 3034559 | 276236 |
| Texas Instruments, Inc. | 1495236 | 239312 |
| Diebold Nixdorf, Inc.<sup>2,5</sup>  | 4521627 | 200444 |
| Tokyo Electron, Ltd. | 658350 | 98129 |
| Microchip Technology, Inc. | 153600 | 7078 |
|  |  | 7043138 |
| **Utilities 4.46%** |  |  |
| National Grid PLC | 78401453 | 1133305 |
| FirstEnergy Corp. | 22799273 | 977633 |
| DTE Energy Co. | 5435381 | 744647 |
| Brookfield Infrastructure Partners, LP | 22376603 | 669058 |
| Dominion Energy, Inc. | 9213059 | 501006 |
| Pinnacle West Capital Corp. | 4953030 | 471429 |
| Veolia Environnement SA<sup>1</sup>  | 10617668 | 388134 |
| NextEra Energy, Inc. | 2460803 | 164578 |
| AES Corp. | 15601367 | 156014 |
| CenterPoint Energy, Inc. | 3986622 | 154601 |
| Public Service Enterprise Group, Inc. | 1750000 | 139877 |
| CPFL Energia SA | 10301000 | 69319 |
| Southern Co. (The) | 534166 | 49085 |
| Talen Energy Corp.<sup>5</sup>  | 175287 | 37701 |
| Duke Energy Corp. | 182442 | 22262 |
| E.ON SE | 320141 | 5602 |
|  |  | 5684251 |
| **Communication services 4.35%** |  |  |
| Publicis Groupe SA<sup>2</sup>  | 13151284 | 1333081 |
| AT&T, Inc. | 36121347 | 1000561 |
| Comcast Corp., Class A | 28818849 | 985605 |
| Koninklijke KPN NV | 143411003 | 666157 |
| Singapore Telecommunications, Ltd. | 156796300 | 454489 |
| Verizon Communications, Inc. | 9492000 | 418218 |
| NetEase, Inc. (ADR) | 2145137 | 229658 |
| NetEase, Inc. | 8012100 | 172221 |
| Deutsche Telekom AG | 7982171 | 286423 |
| DSG TopCo, Inc.<sup>5</sup>  | 36863 | 568 |
| Clear Channel Outdoor Holdings, Inc.<sup>5</sup>  | 152827 | 150 |
| Cumulus Media, Inc., Class A<sup>5</sup>  | 217532 | 51 |
|  |  | 5547182 |

---

The Income Fund of America — Page 4 of 70

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**unaudited**

---

| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Consumer discretionary 4.28%**<br>| Shares | Value<br> (000)<br>|
| Darden Restaurants, Inc. | 5428808 | $1089236 |
| Home Depot, Inc. | 2624193 | 945995 |
| Industria de Diseno Textil, SA | 17211284 | 926383 |
| Restaurant Brands International, Inc. | 10505335 | 676544 |
| Starbucks Corp. | 7551020 | 604459 |
| McDonald's Corp. | 706297 | 225768 |
| Compagnie Financière Richemont SA, Class A | 888595 | 156342 |
| Hyundai Motor Co. | 1036716 | 139246 |
| NIKE, Inc., Class B | 2080914 | 117364 |
| Domino's Pizza Group PLC<sup>2</sup>  | 30671123 | 110130 |
| Hasbro, Inc. | 1617439 | 100119 |
| Puuilo OYJ<sup>2</sup>  | 5509640 | 78412 |
| Midea Group Co., Ltd., Class A | 7391465 | 75000 |
| Evolution AB | 950000 | 66575 |
| Vail Resorts, Inc. | 435951 | 60684 |
| Accor SA | 647008 | 31754 |
| Las Vegas Sands Corp. | 854598 | 31338 |
| Aimbridge Topco, LLC<sup>3,5</sup>  | 297303 | 21159 |
| Party City Holdco, Inc.<sup>3,5</sup>  | 1566483 | — <br><sup>4</sup><br>|
| Party City Holdco, Inc.<sup>3,5,8</sup>  | 15639 | — <br><sup>4</sup><br>|
| NMG Parent, LLC<sup>3,5</sup>  | 61091 | — <br><sup>4</sup><br>|
|  |  | 5456508 |
| **Materials 3.37%** |  |  |
| Agnico Eagle Mines, Ltd./ Mines Agnico Eagle Limitee | 9830897 | 1155448 |
| Dow, Inc. | 10908988 | 333706 |
| Barrick Gold Corp. | 16415500 | 312551 |
| Newmont Corp. | 5638953 | 297060 |
| Smurfit Westrock PLC | 7024869 | 295185 |
| Southern Copper Corp. | 2911513 | 260639 |
| Rio Tinto PLC | 4059905 | 242066 |
| International Paper Co. | 5135980 | 234612 |
| Packaging Corporation of America | 1229648 | 228235 |
| Lundin Mining Corp. | 24403237 | 199672 |
| Eastman Chemical Co. | 2470037 | 190193 |
| Air Products and Chemicals, Inc. | 640174 | 173545 |
| Holcim, Ltd. | 1151838 | 127804 |
| Glencore PLC | 25624217 | 83596 |
| International Flavors & Fragrances, Inc. | 753785 | 59142 |
| Vale SA, ordinary nominative shares | 3679000 | 34267 |
| Anglo American PLC | 1075408 | 29133 |
| Solidcore Resources PLC<sup>5</sup>  | 6162000 | 23107 |
| Venator Materials PLC<sup>2,3,5</sup>  | 53540 | 6593 |
|  |  | 4286554 |
| **Real estate 2.95%** |  |  |
| American Tower Corp. REIT | 2768989 | 624158 |
| VICI Properties, Inc. REIT | 16789242 | 537591 |
| UDR, Inc. REIT | 8827739 | 369706 |
| Extra Space Storage, Inc. REIT | 2235747 | 327582 |
| Simon Property Group, Inc. REIT | 2054584 | 323350 |
| Prologis, Inc. REIT | 2718366 | 277817 |
| Lineage, Inc. REIT<sup>1</sup>  | 5548751 | 267616 |
| Mid-America Apartment Communities, Inc. REIT | 1418361 | 226441 |
| Iron Mountain, Inc. REIT | 2117169 | 189847 |

---

The Income Fund of America — Page 5 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Common stocks (continued)<br> **Real estate (continued)**<br>| Shares | Value<br> (000)<br>|
| Crown Castle, Inc. REIT | 1580000 | $167101 |
| CTP NV | 8719193 | 164336 |
| Lamar Advertising Co. REIT, Class A | 903020 | 102773 |
| Gaming and Leisure Properties, Inc. REIT | 1891630 | 90533 |
| Public Storage REIT | 225000 | 67597 |
| Brixmor Property Group, Inc. REIT | 522713 | 13021 |
| Essential Properties Realty Trust, Inc. REIT | 229989 | 7399 |
| Invitation Homes, Inc. REIT | 153000 | 5231 |
| Safestore Holdings PLC REIT | 214238 | 1800 |
|  |  | 3763899 |
| **Total common stocks** (cost: $57,869,018,000) |  | 85447699 |
| Preferred securities 0.29%<br> **Financials 0.29%**<br>|  |  |
| Itau Unibanco Holding SA, preferred nominative shares | 45000000 | 282125 |
| Citigroup, Inc., 10.911% preferred shares | 2245277 | 66909 |
| AH Parent, Inc., Class A, 10.50% PIK or 10.00% Cash perpetual cumulative preferred shares<sup>3,6,9</sup>  | 17970 | 17900 |
|  |  | 366934 |
| **Industrials 0.00%** |  |  |
| ACR III LSC Holdings, LLC, Series B, preferred shares<sup>3,5,8</sup>  | 3259 | 4708 |
| **Total preferred securities** (cost: $294,358,000) |  | 371642 |
| Rights & warrants 0.00%<br> **Energy 0.00%**<br>|  |  |
| Constellation Oil Services Holding SA, Class D, warrants, expire 6/10/2071<sup>3,5</sup>  | 28 | — <br><sup>4</sup><br>|
| **Total rights & warrants** (cost: $0) |  | — <br><sup>4</sup><br>|
| Convertible stocks 0.85%<br> **Industrials 0.58%**<br>|  |  |
| Boeing Co., Series A, convertible preferred depositary shares, 6.00% 10/15/2027 | 11946474 | 733274 |
| **Financials 0.19%** |  |  |
| KKR & Co., Inc., Class D, convertible preferred shares, 6.25% 3/1/2028 | 5000000 | 239650 |
| **Information technology 0.08%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, Inc., Series A, <br>cumulative convertible preferred depositary shares, 7.75% 3/15/2028 | 2247219 | 106653 |
| **Total convertible stocks** (cost: $962,669,000) |  | 1079577 |
| Convertible bonds & notes 0.01%<br> **Communication services 0.01%**<br>| Principal amount<br> (000)<br>|  |
| Live Nation Entertainment, Inc., convertible notes, 2.875% 1/15/2030<sup>8</sup>  | USD17,500 | 18139 |
| **Total convertible bonds & notes** (cost: $17,500,000) |  | 18139 |

---

The Income Fund of America — Page 6 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 24.53%<br> **Corporate bonds, notes & loans 16.29%**<br> **Financials 2.87%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AerCap Ireland Capital DAC 6.50% 7/15/2025 | USD1,450 | $1452 |
| AerCap Ireland Capital DAC 2.45% 10/29/2026 | 9166 | 8870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aero Capital Solutions, Inc., Term Loan, <br>(1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029<sup>3,8,10,11</sup>  | 36164 | 35893 |
| AG Issuer, LLC 6.25% 3/1/2028<sup>8</sup>  | 77127 | 76068 |
| AG TTMT Escrow Issuer, LLC 8.625% 9/30/2027<sup>8</sup>  | 24566 | 25326 |
| AIB Group PLC 7.583% 10/14/2026 (USD-SOFR + 3.456% on 10/14/2025)<sup>8,12</sup>  | 14750 | 14927 |
| AIB Group PLC 6.608% 9/13/2029 (USD-SOFR + 2.33% on 9/13/2028)<sup>8,12</sup>  | 450 | 476 |
| Alliant Holdings Intermediate, LLC 4.25% 10/15/2027<sup>8</sup>  | 16855 | 16280 |
| Alliant Holdings Intermediate, LLC 6.75% 10/15/2027<sup>8</sup>  | 65526 | 65123 |
| Alliant Holdings Intermediate, LLC 6.75% 4/15/2028<sup>8</sup>  | 14500 | 14616 |
| Alliant Holdings Intermediate, LLC 5.875% 11/1/2029<sup>8</sup>  | 35215 | 34028 |
| Alliant Holdings Intermediate, LLC 7.00% 1/15/2031<sup>8</sup>  | 32120 | 32631 |
| Alliant Holdings Intermediate, LLC 7.375% 10/1/2032<sup>8</sup>  | 20165 | 20403 |
| Ally Financial, Inc. 8.00% 11/1/2031 | 4026 | 4427 |
| Ally Financial, Inc. 6.184% 7/26/2035 (USD-SOFR + 2.29% on 7/26/2034)<sup>12</sup>  | 3076 | 3036 |
| American Express Co. 6.338% 10/30/2026 (USD-SOFR + 1.33% on 10/30/2025)<sup>12</sup>  | 11161 | 11262 |
| American Express Co. 5.085% 1/30/2031 (USD-SOFR + 1.02% on 1/30/2030)<sup>12</sup>  | 4000 | 4074 |
| American Express Co. 6.489% 10/30/2031 (USD-SOFR + 1.94% on 10/30/2030)<sup>12</sup>  | 8383 | 9098 |
| American Express Co. 5.442% 1/30/2036 (USD-SOFR + 1.32% on 1/30/2035)<sup>12</sup>  | 17858 | 18032 |
| American International Group, Inc. 5.125% 3/27/2033 | 7481 | 7481 |
| AmWINS Group, Inc. 6.375% 2/15/2029<sup>8</sup>  | 17335 | 17552 |
| AmWINS Group, Inc. 4.875% 6/30/2029<sup>8</sup>  | 55605 | 53141 |
| Ardonagh Finco, Ltd. d 7.75% 2/15/2031<sup>8</sup>  | 16675 | 16990 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032<sup>8</sup>  | 16790 | 17140 |
| Aretec Group, Inc. 7.50% 4/1/2029<sup>8</sup>  | 60358 | 59088 |
| Aretec Group, Inc. 10.00% 8/15/2030<sup>8</sup>  | 17750 | 19135 |
| Arthur J. Gallagher & Co. 5.15% 2/15/2035 | 9980 | 9911 |
| Arthur J. Gallagher & Co. 5.55% 2/15/2055 | 4849 | 4574 |
| AssuredPartners, Inc. 5.625% 1/15/2029<sup>8</sup>  | 27866 | 27800 |
| AssuredPartners, Inc., Term Loan, (3-month USD CME Term SOFR + 3.50%) 7.822% 2/14/2031<sup>10,11</sup>  | 15283 | 15303 |
| Athene Global Funding 4.86% 8/27/2026<sup>8</sup>  | 2500 | 2511 |
| Banco Santander, SA 5.147% 8/18/2025 | 3400 | 3400 |
| Banco Santander, SA 5.565% 1/17/2030 | 18000 | 18602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% on 9/25/2029)<sup>12</sup>  | 6995 | 6456 |
| Bank of America Corp. 1.319% 6/19/2026 (USD-SOFR + 1.15% on 6/19/2025)<sup>12</sup>  | 9700 | 9655 |
| Bank of America Corp. 2.087% 6/14/2029 (USD-SOFR + 1.06% on 6/14/2028)<sup>12</sup>  | 4185 | 3898 |
| Bank of America Corp. 5.819% 9/15/2029 (USD-SOFR + 1.57% on 9/15/2028)<sup>12</sup>  | 7863 | 8192 |
| Bank of America Corp. 5.162% 1/24/2031 (USD-SOFR + 1.00% on 1/24/2030)<sup>12</sup>  | 6386 | 6507 |
| Bank of America Corp. 2.592% 4/29/2031 (USD-SOFR + 2.15% on 4/29/2030)<sup>12</sup>  | 2474 | 2236 |
| Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030)<sup>12</sup>  | 7982 | 6888 |
| Bank of America Corp. 5.288% 4/25/2034 (USD-SOFR + 1.91% on 4/25/2033)<sup>12</sup>  | 12134 | 12171 |
| Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033)<sup>12</sup>  | 2829 | 2949 |
| Bank of New York Mellon Corp. 4.975% 3/14/2030 (USD-SOFR + 1.085% on 3/14/2029)<sup>12</sup>  | 6954 | 7113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. 4.942% 2/11/2031 <br>(USD-SOFR + 0.887% on 2/11/2030)<sup>12</sup>  | 2225 | 2264 |
| Bank of New York Mellon Corp. 5.06% 7/22/2032 (USD-SOFR + 1.23% on 7/22/2031)<sup>12</sup>  | 1280 | 1300 |
| Bank of New York Mellon Corp. 5.225% 11/20/2035 (USD-SOFR + 1.253% on 11/20/2034)<sup>12</sup>  | 5977 | 6048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer, SA 7.625% 2/11/2035 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 3.375% on 2/11/2030)<sup>8,12</sup>  | 3295 | 3320 |
| Blackstone Private Credit Fund 6.00% 11/22/2034<sup>8</sup>  | 35920 | 34305 |
| Block, Inc. 3.50% 6/1/2031 | 14380 | 12850 |
| Blue Owl Capital Corp. 3.40% 7/15/2026 | 6475 | 6296 |

---

The Income Fund of America — Page 7 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Blue Owl Capital Corp. 2.625% 1/15/2027 | USD20,600 | $19540 |
| Blue Owl Capital Corp. 3.125% 4/13/2027 | 14490 | 13785 |
| Blue Owl Capital Corp. 2.875% 6/11/2028 | 1765 | 1611 |
| Blue Owl Credit Income Corp. 4.70% 2/8/2027 | 17775 | 17542 |
| Blue Owl Credit Income Corp. 6.65% 3/15/2031 | 13930 | 14082 |
| BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027)<sup>8,12</sup>  | 3443 | 3327 |
| BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028)<sup>8,12</sup>  | 8362 | 7699 |
| BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029)<sup>8,12</sup>  | 18600 | 18965 |
| BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029)<sup>8,12</sup>  | 476 | 482 |
| Boost Newco Borrower, LLC 7.50% 1/15/2031<sup>8</sup>  | 15025 | 15869 |
| BPCE SA 1.652% 10/6/2026 (USD-SOFR + 1.52% on 10/6/2025)<sup>8,12</sup>  | 4575 | 4512 |
| BPCE SA 5.975% 1/18/2027 (USD-SOFR + 2.10% on 1/18/2026)<sup>8,12</sup>  | 2008 | 2024 |
| BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028)<sup>8,12</sup>  | 3500 | 3698 |
| BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030)<sup>8,12</sup>  | 14300 | 14756 |
| BPCE SA 5.748% 7/19/2033 (USD-SOFR + 2.865% on 7/19/2032)<sup>8,12</sup>  | 750 | 760 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035)<sup>8,12</sup>  | 14250 | 14768 |
| CaixaBank, SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028)<sup>8,12</sup>  | 3400 | 3538 |
| CaixaBank, SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029)<sup>8,12</sup>  | 16902 | 17438 |
| CaixaBank, SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033)<sup>8,12</sup>  | 2200 | 2393 |
| CaixaBank, SA 6.037% 6/15/2035 (USD-SOFR + 2.26% on 9/15/2034)<sup>8,12</sup>  | 3350 | 3464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce 4.508% 9/11/2027 <br>(USD-SOFR + 0.93% on 9/11/2026)<sup>12</sup>  | 3000 | 3003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce 4.631% 9/11/2030 <br>(USD-SOFR + 1.335% on 9/11/2029)<sup>12</sup>  | 1272 | 1268 |
| Capital One Financial Corp. 4.985% 7/24/2026 (USD-SOFR + 2.16% on 7/24/2025)<sup>12</sup>  | 9000 | 9000 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029)<sup>12</sup>  | 4824 | 4943 |
| Capital One Financial Corp. 5.463% 7/26/2030 (USD-SOFR + 1.56% on 7/26/2029)<sup>12</sup>  | 10489 | 10663 |
| Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034)<sup>12</sup>  | 12067 | 12342 |
| Capital One Financial Corp. 5.884% 7/26/2035 (USD-SOFR + 1.99% on 7/26/2034)<sup>12</sup>  | 6934 | 7021 |
| Chubb INA Holdings, LLC 3.35% 5/3/2026 | 765 | 757 |
| Chubb INA Holdings, LLC 4.65% 8/15/2029 | 3000 | 3053 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034 | 8345 | 8363 |
| Citigroup, Inc. 5.61% 9/29/2026 (USD-SOFR + 1.546% on 12/29/2025)<sup>12</sup>  | 14295 | 14345 |
| Citigroup, Inc. 3.668% 7/24/2028 (3-month USD CME Term SOFR + 1.652% on 7/24/2027)<sup>12</sup>  | 700 | 687 |
| Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028)<sup>12</sup>  | 11000 | 11056 |
| Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029)<sup>12</sup>  | 5100 | 5176 |
| Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029)<sup>12</sup>  | 13948 | 13810 |
| Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030)<sup>12</sup>  | 33902 | 30369 |
| Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031)<sup>12</sup>  | 4748 | 4094 |
| Citigroup, Inc. 6.174% 5/25/2034 (USD-SOFR + 2.661% on 5/25/2033)<sup>12</sup>  | 2214 | 2267 |
| Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035)<sup>12</sup>  | 3532 | 3505 |
| Citizens Financial Group, Inc. 5.841% 1/23/2030 (USD-SOFR + 2.01% on 1/23/2029)<sup>12</sup>  | 20140 | 20622 |
| Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031)<sup>12</sup>  | 14969 | 15226 |
| Citizens Financial Group, Inc. 6.645% 4/25/2035 (USD-SOFR + 2.325% on 4/25/2034)<sup>12</sup>  | 2711 | 2868 |
| CME Group, Inc. 3.75% 6/15/2028 | 5875 | 5845 |
| Coinbase Global, Inc. 3.375% 10/1/2028<sup>8</sup>  | 115458 | 106363 |
| Coinbase Global, Inc. 3.625% 10/1/2031<sup>8</sup>  | 83345 | 72405 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029<sup>8</sup>  | 51095 | 48267 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032<sup>8</sup>  | 26645 | 23875 |
| Cooperatieve Rabobank UA 4.375% 8/4/2025 | 7500 | 7486 |
| Corebridge Financial, Inc. 3.65% 4/5/2027 | 7215 | 7111 |
| Corebridge Financial, Inc. 3.85% 4/5/2029 | 7448 | 7223 |
| Corebridge Financial, Inc. 3.90% 4/5/2032 | 2303 | 2122 |
| Corebridge Financial, Inc. 4.35% 4/5/2042 | 1622 | 1325 |

---

The Income Fund of America — Page 8 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Corebridge Financial, Inc. 4.40% 4/5/2052 | USD2,907 | $2275 |
| Corebridge Global Funding 5.35% 6/24/2026<sup>8</sup>  | 2500 | 2530 |
| Corebridge Global Funding 5.20% 6/24/2029<sup>8</sup>  | 3000 | 3053 |
| Credit Agricole SA 1.907% 6/16/2026 (USD-SOFR + 1.676% on 6/16/2025)<sup>8,12</sup>  | 10175 | 10138 |
| Credit Agricole SA 1.247% 1/26/2027 (USD-SOFR + 0.892% on 1/26/2026)<sup>8,12</sup>  | 4900 | 4773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank AS 6.259% 9/22/2026 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.18% on 9/22/2025)<sup>8,12</sup>  | 3000 | 3017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank AS 4.298% 4/1/2028 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 4/1/2027)<sup>8,12</sup>  | 5000 | 4974 |
| Deutsche Bank AG 4.10% 1/13/2026 | 33123 | 32991 |
| Deutsche Bank AG 4.10% 1/13/2026 | 834 | 831 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026)<sup>12</sup>  | 30403 | 29281 |
| Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027)<sup>12</sup>  | 76161 | 73420 |
| Deutsche Bank AG 5.706% 2/8/2028 (USD-SOFR + 1.594% on 2/8/2027)<sup>12</sup>  | 8098 | 8226 |
| Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028)<sup>12</sup>  | 20135 | 21118 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028)<sup>12</sup>  | 23447 | 24919 |
| Deutsche Bank AG 4.999% 9/11/2030 (USD-SOFR + 1.70% on 9/11/2029)<sup>12</sup>  | 3000 | 3004 |
| Deutsche Bank AG 3.729% 1/14/2032 (USD-SOFR + 2.757% on 1/14/2031)<sup>12</sup>  | 12000 | 10816 |
| Deutsche Bank AG 5.403% 9/11/2035 (USD-SOFR + 2.05% on 9/11/2034)<sup>12</sup>  | 2550 | 2491 |
| DNB Bank ASA 5.896% 10/9/2026 (USD-SOFR + 1.95% on 10/9/2025)<sup>8,12</sup>  | 14750 | 14832 |
| Equitable Holdings, Inc. 5.00% 4/20/2048 | 849 | 739 |
| Fifth Third Bancorp 5.631% 1/29/2032 (USD-SOFR + 1.84% on 1/29/2031)<sup>12</sup>  | 27964 | 28656 |
| First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030)<sup>12</sup>  | 20390 | 20348 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027)<sup>12</sup>  | 17500 | 16928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. 4.937% 4/23/2028 <br>(USD-SOFR + 1.319% on 4/23/2027)<sup>12</sup>  | 19500 | 19683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. 5.727% 4/25/2030 <br>(USD-SOFR + 1.265% on 4/25/2029)<sup>12</sup>  | 1009 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. 4.692% 10/23/2030 <br>(USD-SOFR + 1.135% on 10/23/2029)<sup>12</sup>  | 25937 | 25882 |
| Goldman Sachs Group, Inc. 5.207% 1/28/2031 (USD-SOFR + 1.078% on 1/28/2030)<sup>12</sup>  | 8000 | 8139 |
| Goldman Sachs Group, Inc. 5.218% 4/23/2031 (USD-SOFR + 1.58% on 4/23/2030)<sup>12</sup>  | 7081 | 7213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. 3.102% 2/24/2033 <br>(USD-SOFR + 1.41% on 2/24/2032)<sup>12</sup>  | 5859 | 5169 |
| Goldman Sachs Group, Inc. 3.21% 4/22/2042 (USD-SOFR + 1.513% on 4/22/2041)<sup>12</sup>  | 7500 | 5477 |
| Hightower Holding, LLC 6.75% 4/15/2029<sup>8</sup>  | 32395 | 31018 |
| Hightower Holding, LLC 9.125% 1/31/2030<sup>8</sup>  | 39065 | 39994 |
| Howden UK Refinance PLC 7.25% 2/15/2031<sup>8</sup>  | 26210 | 26945 |
| Howden UK Refinance 2 PLC 8.125% 2/15/2032<sup>8</sup>  | 13920 | 14138 |
| HSBC Holdings PLC 7.39% 11/03/2028 (USD-SOFR + 7.39% on 11/3/2027)<sup>12</sup>  | 243 | 258 |
| HSBC Holdings PLC 5.13% 11/19/2028 (USD-SOFR + 1.04% on 11/19/2027)<sup>12</sup>  | 15000 | 15164 |
| HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028)<sup>12</sup>  | 4701 | 4338 |
| HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031)<sup>12</sup>  | 2000 | 1761 |
| HSBC Holdings PLC 2.871% 11/22/2032 (USD-SOFR + 1.41% on 11/22/2031)<sup>12</sup>  | 1922 | 1683 |
| HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035)<sup>12</sup>  | 29241 | 29068 |
| HSBC Holdings PLC 6.332% 3/9/2044 (USD-SOFR + 2.65% on 3/9/2043)<sup>12</sup>  | 298 | 313 |
| HUB International, Ltd. 5.625% 12/1/2029<sup>8</sup>  | 25020 | 24472 |
| HUB International, Ltd. 7.25% 6/15/2030<sup>8</sup>  | 12698 | 13179 |
| HUB International, Ltd. 7.375% 1/31/2032<sup>8</sup>  | 25565 | 26354 |
| HUB International, Ltd., Term Loan, (3-month USD CME Term SOFR + 3.00%) 7.28% 6/20/2030<sup>10,11</sup>  | 41575 | 41351 |
| Intercontinental Exchange, Inc. 5.25% 6/15/2031 | 4099 | 4248 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026<sup>8</sup>  | 41358 | 41342 |
| Intesa Sanpaolo SpA 3.875% 7/14/2027<sup>8</sup>  | 6150 | 6056 |
| Intesa Sanpaolo SpA 3.875% 1/12/2028<sup>8</sup>  | 2820 | 2758 |

---

The Income Fund of America — Page 9 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on 11/21/2032)<sup>8,12</sup>  | USD8,800 | $10058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 7.778% 6/20/2054 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on 6/20/2053)<sup>8,12</sup>  | 7250 | 7804 |
| Iron Mountain Information Management Services, Inc. 5.00% 7/15/2032<sup>8</sup>  | 45895 | 42930 |
| Jane Street Group, LLC 6.75% 5/1/2033<sup>8</sup>  | 29325 | 29485 |
| JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027)<sup>12</sup>  | 2070 | 2091 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027)<sup>12</sup>  | 4000 | 4092 |
| JPMorgan Chase & Co. 3.54% 5/1/2028 (3-month USD CME Term SOFR + 1.642% on 5/1/2027)<sup>12</sup>  | 350 | 344 |
| JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027)<sup>12</sup>  | 6435 | 6505 |
| JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027)<sup>12</sup>  | 5200 | 5216 |
| JPMorgan Chase & Co. 6.087% 10/23/2029 (USD-SOFR + 1.57% on 10/23/2028)<sup>12</sup>  | 6500 | 6834 |
| JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029)<sup>12</sup>  | 8250 | 8552 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029)<sup>12</sup>  | 7515 | 7513 |
| JPMorgan Chase & Co. 5.14% 1/24/2031 (USD-SOFR + 0.90% on 1/24/2030)<sup>12</sup>  | 1000 | 1022 |
| JPMorgan Chase & Co. 2.522% 4/22/2031 (USD-SOFR + 2.04% on 4/22/2030)<sup>12</sup>  | 3350 | 3033 |
| JPMorgan Chase & Co. 5.294% 7/22/2035 (USD-SOFR + 1.46% on 7/22/2034)<sup>12</sup>  | 4835 | 4845 |
| JPMorgan Chase & Co. 5.502% 1/24/2036 (USD-SOFR + 1.315% on 1/24/2035)<sup>12</sup>  | 9098 | 9260 |
| JPMorgan Chase & Co. 3.328% 4/22/2052 (USD-SOFR + 1.58% on 4/22/2051)<sup>12</sup>  | 6250 | 4299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 1.70% on 10/2/2026)<sup>12</sup>  | 7070 | 6848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on 1/19/2028)<sup>8,12</sup>  | 2400 | 2481 |
| Liberty Mutual Group, Inc. 4.569% 2/1/2029<sup>8</sup>  | 2929 | 2917 |
| Lloyds Banking Group PLC 4.582% 12/10/2025 | 4600 | 4588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 3.75% 3/18/2028 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on 3/18/2027)<sup>12</sup>  | 9800 | 9651 |
| LPL Holdings, Inc. 4.625% 11/15/2027<sup>8</sup>  | 22510 | 22415 |
| LPL Holdings, Inc. 4.00% 3/15/2029<sup>8</sup>  | 19120 | 18414 |
| LPL Holdings, Inc. 4.375% 5/15/2031<sup>8</sup>  | 21690 | 20679 |
| M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028)<sup>12</sup>  | 13352 | 14369 |
| M&T Bank Corp. 6.082% 3/13/2032 (USD-SOFR + 2.26% on 3/13/2031)<sup>12</sup>  | 19000 | 19781 |
| M&T Bank Corp. 5.053% 1/27/2034 (USD-SOFR + 1.85% on 1/27/2033)<sup>12</sup>  | 13592 | 13087 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031 | 11250 | 11382 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035 | 7250 | 7204 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055 | 4500 | 4291 |
| Mastercard, Inc. 4.35% 1/15/2032 | 7469 | 7397 |
| Mastercard, Inc. 4.85% 3/9/2033 | 3783 | 3824 |
| Metropolitan Life Global Funding I 5.05% 6/11/2027<sup>8</sup>  | 3000 | 3049 |
| Metropolitan Life Global Funding I 5.15% 3/28/2033<sup>8</sup>  | 3578 | 3613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.098% 5/13/2031 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 0.82% on 5/13/2030)<sup>12</sup>  | 7607 | 7728 |
| Mizuho Financial Group, Inc. 1.979% 9/8/2031 (3-month USD CME Term SOFR + 1.532% on 9/8/2030)<sup>12</sup>  | 3350 | 2891 |
| Morgan Stanley 4.679% 7/17/2026 (USD-SOFR + 1.669% on 7/17/2025)<sup>12</sup>  | 12230 | 12227 |
| Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027)<sup>12</sup>  | 2000 | 2043 |
| Morgan Stanley 5.123% 2/1/2029 (USD-SOFR + 1.73% on 2/1/2028)<sup>12</sup>  | 2250 | 2286 |
| Morgan Stanley 4.994% 4/12/2029 (USD-SOFR + 1.38% on 4/12/2028)<sup>12</sup>  | 8000 | 8111 |
| Morgan Stanley 5.164% 4/20/2029 (USD-SOFR + 1.59% on 4/20/2028)<sup>12</sup>  | 10134 | 10320 |
| Morgan Stanley 5.449% 7/20/2029 (USD-SOFR + 1.63% on 7/20/2028)<sup>12</sup>  | 4350 | 4467 |
| Morgan Stanley 5.042% 7/19/2030 (USD-SOFR + 1.215% on 7/19/2029)<sup>12</sup>  | 6432 | 6513 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029)<sup>12</sup>  | 3776 | 3765 |
| Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030)<sup>12</sup>  | 4037 | 4117 |
| Morgan Stanley 2.699% 1/22/2031 (USD-SOFR + 1.143% on 1/22/2030)<sup>12</sup>  | 4862 | 4442 |
| Morgan Stanley 1.794% 2/13/2032 (USD-SOFR + 1.034% on 2/13/2031)<sup>12</sup>  | 301 | 254 |

---

The Income Fund of America — Page 10 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Morgan Stanley 5.32% 7/19/2035 (USD-SOFR + 1.555% on 7/19/2034)<sup>12</sup>  | USD230 | $229 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054)<sup>12</sup>  | 9586 | 9164 |
| Morgan Stanley Bank, N.A. 5.016% 1/12/2029 (USD-SOFR + 0.906% on 1/12/2028)<sup>12</sup>  | 5175 | 5254 |
| Nasdaq, Inc. 5.55% 2/15/2034 | 871 | 895 |
| Nationstar Mortgage Holdings, Inc. 7.125% 2/1/2032<sup>8</sup>  | 13930 | 14465 |
| Navient Corp. 6.75% 6/15/2026 | 15000 | 15149 |
| Navient Corp. 5.00% 3/15/2027 | 19710 | 19530 |
| Navient Corp. 4.875% 3/15/2028 | 3085 | 2970 |
| Navient Corp. 5.50% 3/15/2029 | 94940 | 89991 |
| Navient Corp. 11.50% 3/15/2031 | 43790 | 48900 |
| Navient Corp. 5.625% 8/1/2033 | 10990 | 9433 |
| New York Life Global Funding 4.55% 1/28/2033<sup>8</sup>  | 3288 | 3201 |
| Northwestern Mutual Global Funding 1.75% 1/11/2027<sup>8</sup>  | 8500 | 8174 |
| Northwestern Mutual Global Funding 4.11% 9/12/2027<sup>8</sup>  | 3000 | 2997 |
| OneMain Finance Corp. 3.875% 9/15/2028 | 9644 | 8933 |
| OneMain Finance Corp. 6.625% 5/15/2029 | 20225 | 20309 |
| OneMain Finance Corp. 5.375% 11/15/2029 | 15380 | 14722 |
| OneMain Finance Corp. 7.875% 3/15/2030 | 26250 | 27143 |
| OneMain Finance Corp. 7.50% 5/15/2031 | 6010 | 6101 |
| OneMain Finance Corp. 7.125% 11/15/2031 | 34750 | 34929 |
| Osaic Holdings, Inc. 10.75% 8/1/2027<sup>8</sup>  | 55562 | 55737 |
| Osaic Holdings, Inc., Term Loan B4, (3-month USD CME Term SOFR + 3.50%) 7.822% 8/17/2028<sup>10,11</sup>  | 25274 | 25195 |
| Oxford Finance, LLC 6.375% 2/1/2027<sup>8</sup>  | 13940 | 13903 |
| PayPal Holdings, Inc. 2.65% 10/1/2026 | 957 | 940 |
| PayPal Holdings, Inc. 2.30% 6/1/2030 | 674 | 610 |
| PennyMac Financial Services, Inc. 6.875% 2/15/2033<sup>8</sup>  | 24030 | 24027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br>5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035)<sup>12</sup>  | 7250 | 7341 |
| Prudential Financial, Inc. 4.35% 2/25/2050 | 5205 | 4268 |
| Prudential Financial, Inc. 3.70% 3/13/2051 | 755 | 548 |
| Rocket Mortgage, LLC 2.875% 10/15/2026<sup>8</sup>  | 12990 | 12547 |
| Rocket Mortgage, LLC 3.625% 3/1/2029<sup>8</sup>  | 6645 | 6186 |
| Royal Bank of Canada 1.15% 6/10/2025 | 10367 | 10327 |
| Royal Bank of Canada 4.522% 10/18/2028 (USD-SOFR + 0.86% on 10/18/2027)<sup>12</sup>  | 3000 | 3007 |
| Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030)<sup>12</sup>  | 7000 | 7125 |
| Ryan Specialty Group, LLC 4.375% 2/1/2030<sup>8</sup>  | 30295 | 28775 |
| Ryan Specialty, LLC 5.875% 8/1/2032<sup>8</sup>  | 14970 | 14799 |
| Santander Holdings USA, Inc. 6.124% 5/31/2027 (USD-SOFR + 1.232% on 5/31/2026)<sup>12</sup>  | 3575 | 3615 |
| Santander Holdings USA, Inc. 2.49% 1/6/2028 (USD-SOFR + 1.249% on 1/6/2027)<sup>12</sup>  | 5250 | 5041 |
| Santander Holdings USA, Inc. 6.499% 3/9/2029 (USD-SOFR + 2.356% on 3/9/2028)<sup>12</sup>  | 10750 | 11151 |
| Santander Holdings USA, Inc. 5.473% 3/20/2029 (USD-SOFR + 1.61% on 3/20/2028)<sup>12</sup>  | 14895 | 14953 |
| Santander Holdings USA, Inc. 6.565% 6/12/2029 (USD-SOFR + 2.70% on 6/12/2028)<sup>12</sup>  | 1861 | 1932 |
| Santander Holdings USA, Inc. 6.174% 1/9/2030 (USD-SOFR + 2.50% on 1/9/2029)<sup>12</sup>  | 8809 | 9076 |
| Santander Holdings USA, Inc. 5.353% 9/6/2030 (USD-SOFR + 1.94% on 9/6/2029)<sup>12</sup>  | 5907 | 5927 |
| SLM Corp. 6.50% 1/31/2030 | 2775 | 2867 |
| Starwood Property Trust, Inc. 4.375% 1/15/2027<sup>8</sup>  | 33055 | 32453 |
| Starwood Property Trust, Inc. 7.25% 4/1/2029<sup>8</sup>  | 17565 | 18237 |
| Starwood Property Trust, Inc. 6.50% 7/1/2030<sup>8</sup>  | 5100 | 5134 |
| Starwood Property Trust, Inc. 6.50% 10/15/2030<sup>8</sup>  | 18170 | 18379 |
| State Street Corp. 4.164% 8/4/2033 (USD-SOFR + 1.726% on 8/4/2032)<sup>12</sup>  | 5183 | 4932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Re Finance (Luxembourg) SA 5.00% 4/2/2049 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 3.582% on 4/2/2029)<sup>8,12</sup>  | 1400 | 1379 |
| Synchrony Bank 5.40% 8/22/2025 | 9000 | 9003 |
| Synchrony Bank 5.625% 8/23/2027 | 9000 | 9099 |

---

The Income Fund of America — Page 11 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Synchrony Financial 5.935% 8/2/2030 (USD-SOFR Index + 2.13% on 8/2/2029)<sup>12</sup>  | USD14,592 | $14786 |
| Synchrony Financial 2.875% 10/28/2031 | 11000 | 9327 |
| Toronto-Dominion Bank (The) 4.861% 1/31/2028 | 3000 | 3042 |
| Toronto-Dominion Bank (The) 5.298% 1/30/2032 | 4000 | 4079 |
| Truist Financial Corp. 7.161% 10/30/2029 (USD-SOFR + 2.446% on 10/30/2028)<sup>12</sup>  | 3163 | 3416 |
| Truist Insurance Holdings, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 9.049% 5/6/2032<sup>10,11</sup>  | 46811 | 46730 |
| U.S. Bancorp 2.375% 7/22/2026 | 5000 | 4901 |
| U.S. Bancorp 5.384% 1/23/2030 (USD-SOFR + 1.56% on 1/23/2029)<sup>12</sup>  | 6265 | 6417 |
| U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035)<sup>12</sup>  | 7250 | 7276 |
| UBS AG 7.50% 2/15/2028 | 9000 | 9742 |
| UBS Group AG 4.125% 9/24/2025<sup>8</sup>  | 4425 | 4414 |
| UBS Group AG 2.193% 6/5/2026 (USD-SOFR + 2.044% on 6/5/2025)<sup>8,12</sup>  | 22225 | 22169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.364% 1/30/2027 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 1.08% on 1/30/2026)<sup>8,12</sup>  | 2650 | 2586 |
| UBS Group AG 1.305% 2/2/2027 (USD-SOFR + 0.98% on 2/2/2026)<sup>8,12</sup>  | 20134 | 19619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.494% 8/10/2027 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on 8/10/2026)<sup>8,12</sup>  | 6000 | 5764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 4.751% 5/12/2028 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 5/12/2027)<sup>8,12</sup>  | 1407 | 1411 |
| UBS Group AG 6.442% 8/11/2028 (USD-SOFR + 3.70% on 8/11/2027)<sup>8,12</sup>  | 6152 | 6388 |
| UBS Group AG 3.869% 1/12/2029 (3-month USD-LIBOR + 1.41% on 1/12/2028)<sup>8,12</sup>  | 7429 | 7283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 6.246% 9/22/2029 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.80% on 9/22/2028)<sup>8,12</sup>  | 5269 | 5525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.428% 2/8/2030 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on 2/8/2029)<sup>8,12</sup>  | 14075 | 14419 |
| UBS Group AG 3.126% 8/13/2030 (3-month USD-LIBOR + 1.468% on 8/13/2029)<sup>8,12</sup>  | 1627 | 1522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.617% 9/13/2030 <br>(1-year USD-ICE SOFR Swap + 1.34% on 9/13/2029)<sup>8,12</sup>  | 4107 | 4239 |
| UBS Group AG 4.194% 4/1/2031 (USD-SOFR + 3.73% on 4/1/2030)<sup>8,12</sup>  | 42261 | 40997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 2.095% 2/11/2032 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.00% on 2/11/2031)<sup>8,12</sup>  | 15500 | 13247 |
| UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031)<sup>8,12</sup>  | 28043 | 25119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 2.746% 2/11/2033 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on 2/11/2032)<sup>8,12</sup>  | 4393 | 3762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 6.301% 9/22/2034 <br>(1-year UST Yield Curve Rate T Note Constant Maturity + 2.00% on 9/22/2033)<sup>8,12</sup>  | 2000 | 2118 |
| UniCredit SpA 4.625% 4/12/2027<sup>8</sup>  | 1730 | 1726 |
| USI, Inc. 7.50% 1/15/2032<sup>8</sup>  | 9555 | 9880 |
| Visa, Inc. 3.15% 12/14/2025 | 6750 | 6698 |
| Wells Fargo & Co. 4.90% 1/24/2028 (USD-SOFR + 0.78% on 1/24/2027)<sup>12</sup>  | 3000 | 3021 |
| Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027)<sup>12</sup>  | 7575 | 7746 |
| Wells Fargo & Co. 2.393% 6/2/2028 (USD-SOFR + 2.10% on 6/2/2027)<sup>12</sup>  | 4900 | 4698 |
| Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027)<sup>12</sup>  | 8248 | 8301 |
| Wells Fargo & Co. 4.97% 4/23/2029 (USD-SOFR + 1.37% on 4/23/2028)<sup>12</sup>  | 8325 | 8431 |
| Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028)<sup>12</sup>  | 7044 | 7249 |
| Wells Fargo & Co. 2.572% 2/11/2031 (USD-SOFR + 1.262% on 2/11/2030)<sup>12</sup>  | 7350 | 6662 |
| Wells Fargo & Co. 6.491% 10/23/2034 (USD-SOFR + 2.06% on 10/23/2033)<sup>12</sup>  | 10750 | 11565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp. 2.668% 11/15/2035 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 11/15/2030)<sup>12</sup>  | 9400 | 8180 |
| Westpac Banking Corp. 2.963% 11/16/2040 | 4325 | 3156 |
|  |  | 3651870 |

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The Income Fund of America — Page 12 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy 2.15%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Antero Midstream Partners, LP 5.375% 6/15/2029<sup>8</sup>  | USD17,795 | $17386 |
| Antero Midstream Partners, LP 6.625% 2/1/2032<sup>8</sup>  | 2430 | 2458 |
| APA Corp. 5.35% 7/1/2049<sup>8</sup>  | 1060 | 817 |
| Ascent Resources Utica Holdings, LLC 9.00% 11/1/2027<sup>8</sup>  | 959 | 1129 |
| Ascent Resources Utica Holdings, LLC 8.25% 12/31/2028<sup>8</sup>  | 17480 | 17675 |
| Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029<sup>8</sup>  | 8625 | 8378 |
| Ascent Resources Utica Holdings, LLC 6.625% 10/15/2032<sup>8</sup>  | 23095 | 22877 |
| Baker Hughes Holdings, LLC 4.486% 5/1/2030 | 1400 | 1388 |
| Baytex Energy Corp. 8.50% 4/30/2030<sup>8</sup>  | 8155 | 7586 |
| Baytex Energy Corp. 7.375% 3/15/2032<sup>8</sup>  | 9285 | 8015 |
| BIP-V Chinook Holdco, LLC 5.50% 6/15/2031<sup>8</sup>  | 36675 | 35233 |
| Blue Racer Midstream, LLC 7.00% 7/15/2029<sup>8</sup>  | 4095 | 4170 |
| Blue Racer Midstream, LLC 7.25% 7/15/2032<sup>8</sup>  | 3045 | 3125 |
| Borr IHC, Ltd. 10.00% 11/15/2028<sup>8</sup>  | 51356 | 44201 |
| Borr IHC, Ltd. 10.375% 11/15/2030<sup>8</sup>  | 2949 | 2553 |
| California Resources Corp. 7.125% 2/1/2026<sup>8</sup>  | 13137 | 13066 |
| Canadian Natural Resources, Ltd. 2.05% 7/15/2025 | 3150 | 3131 |
| Canadian Natural Resources, Ltd. 3.85% 6/1/2027 | 200 | 197 |
| Canadian Natural Resources, Ltd. 4.95% 6/1/2047 | 534 | 438 |
| Cenovus Energy, Inc. 5.375% 7/15/2025 | 4421 | 4422 |
| Cheniere Energy, Inc. 4.625% 10/15/2028 | 22775 | 22564 |
| Chevron U.S.A., Inc. 4.687% 4/15/2030 | 14181 | 14443 |
| Chord Energy Corp. 6.75% 3/15/2033<sup>8</sup>  | 8720 | 8497 |
| CITGO Petroleum Corp. 8.375% 1/15/2029<sup>8</sup>  | 32845 | 32905 |
| Civitas Resources, Inc. 5.00% 10/15/2026<sup>8</sup>  | 23690 | 23028 |
| Civitas Resources, Inc. 8.375% 7/1/2028<sup>8</sup>  | 16625 | 16354 |
| Civitas Resources, Inc. 8.625% 11/1/2030<sup>8</sup>  | 7165 | 6913 |
| Civitas Resources, Inc. 8.75% 7/1/2031<sup>8</sup>  | 31405 | 29891 |
| CNX Midstream Partners, LP 4.75% 4/15/2030<sup>8</sup>  | 8065 | 7431 |
| CNX Resources Corp. 6.00% 1/15/2029<sup>8</sup>  | 37027 | 35958 |
| CNX Resources Corp. 7.375% 1/15/2031<sup>8</sup>  | 25699 | 25750 |
| CNX Resources Corp. 7.25% 3/1/2032<sup>8</sup>  | 21990 | 22001 |
| Comstock Resources, Inc. 6.75% 3/1/2029<sup>8</sup>  | 22880 | 21841 |
| Comstock Resources, Inc. 5.875% 1/15/2030<sup>8</sup>  | 18845 | 17085 |
| ConocoPhillips Co. 5.50% 1/15/2055 | 6151 | 5710 |
| Crescent Energy Finance, LLC 9.25% 2/15/2028<sup>8</sup>  | 36492 | 36930 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032<sup>8</sup>  | 18465 | 16799 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033<sup>8</sup>  | 32175 | 28507 |
| Devon Energy Corp. 4.50% 1/15/2030 | 3138 | 3072 |
| Devon Energy Corp. 5.20% 9/15/2034 | 3183 | 2987 |
| Devon Energy Corp. 5.75% 9/15/2054 | 12317 | 10508 |
| Diamond Foreign Asset Co. 8.50% 10/1/2030<sup>8</sup>  | 4545 | 4350 |
| Diamondback Energy, Inc. 5.20% 4/18/2027 | 2000 | 2029 |
| Diamondback Energy, Inc. 5.15% 1/30/2030 | 627 | 637 |
| Diamondback Energy, Inc. 5.40% 4/18/2034 | 1056 | 1033 |
| Diamondback Energy, Inc. 5.55% 4/1/2035 | 8250 | 8115 |
| Diamondback Energy, Inc. 6.25% 3/15/2053 | 798 | 756 |
| Diamondback Energy, Inc. 5.75% 4/18/2054 | 9493 | 8494 |
| Diamondback Energy, Inc. 5.90% 4/18/2064 | 1501 | 1333 |
| DT Midstream, Inc. 4.125% 6/15/2029<sup>8</sup>  | 8935 | 8397 |
| DT Midstream, Inc. 4.375% 6/15/2031<sup>8</sup>  | 9670 | 8916 |
| Ecopetrol SA 8.875% 1/13/2033 | 65810 | 65918 |
| Enbridge Energy Partners, LP 5.875% 10/15/2025 | 1145 | 1147 |
| Encino Acquisition Partners Holdings, LLC 8.75% 5/1/2031<sup>8</sup>  | 14375 | 14656 |

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The Income Fund of America — Page 13 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Energy Transfer, LP 2.90% 5/15/2025 | USD3,150 | $3148 |
| Energy Transfer, LP 4.75% 1/15/2026 | 6000 | 5998 |
| Energy Transfer, LP 4.20% 4/15/2027 | 2450 | 2432 |
| Energy Transfer, LP 4.00% 10/1/2027 | 1900 | 1876 |
| Energy Transfer, LP 4.95% 6/15/2028 | 1950 | 1968 |
| Energy Transfer, LP 7.375% 2/1/2031<sup>8</sup>  | 14441 | 15121 |
| Eni SpA 5.95% 5/15/2054<sup>8</sup>  | 1780 | 1678 |
| Enterprise Products Operating, LLC 5.05% 1/10/2026 | 8571 | 8608 |
| Enterprise Products Operating, LLC 3.20% 2/15/2052 | 400 | 257 |
| EOG Resources, Inc. 5.65% 12/1/2054 | 4909 | 4662 |
| EQT Corp. 7.50% 6/1/2030<sup>8</sup>  | 5099 | 5487 |
| EQT Corp. 4.75% 1/15/2031<sup>8</sup>  | 7240 | 6996 |
| Equinor ASA 4.25% 11/23/2041 | 3000 | 2572 |
| Expand Energy Corp. 5.875% 2/1/2029<sup>8</sup>  | 13193 | 13155 |
| Expand Energy Corp. 6.75% 4/15/2029<sup>8</sup>  | 8880 | 8953 |
| Expand Energy Corp. 5.375% 3/15/2030 | 15630 | 15533 |
| Expand Energy Corp. 4.75% 2/1/2032 | 14320 | 13449 |
| Expand Energy Corp. 4.875% 4/15/2032<sup>13</sup>  | 28085 | 112 |
| Exxon Mobil Corp. 2.44% 8/16/2029 | 65 | 61 |
| Genesis Energy, LP 7.75% 2/1/2028 | 15880 | 15836 |
| Genesis Energy, LP 8.25% 1/15/2029 | 26105 | 26556 |
| Genesis Energy, LP 8.875% 4/15/2030 | 29409 | 30051 |
| Genesis Energy, LP 7.875% 5/15/2032 | 20925 | 20390 |
| Global Partners, LP 8.25% 1/15/2032<sup>8</sup>  | 7690 | 7836 |
| GreenSaif Pipelines Bidco SARL 5.853% 2/23/2036<sup>8</sup>  | 8795 | 8864 |
| GreenSaif Pipelines Bidco SA r.l. 6.129% 2/23/2038 | 6150 | 6287 |
| GreenSaif Pipelines Bidco SA r.l. 6.51% 2/23/2042 | 3555 | 3651 |
| GreenSaif Pipelines Bidco SARL 6.103% 8/23/2042<sup>8</sup>  | 7750 | 7694 |
| Gulfport Energy Operating Corp. 6.75% 9/1/2029<sup>8</sup>  | 5535 | 5462 |
| Harvest Midstream I, LP 7.50% 9/1/2028<sup>8</sup>  | 23275 | 23580 |
| Harvest Midstream I, LP 7.50% 5/15/2032<sup>8</sup>  | 18570 | 18919 |
| Hess Midstream Operations, LP 5.875% 3/1/2028<sup>8</sup>  | 5150 | 5165 |
| Hess Midstream Operations, LP 5.125% 6/15/2028<sup>8</sup>  | 14435 | 14147 |
| Hess Midstream Operations, LP 6.50% 6/1/2029<sup>8</sup>  | 7135 | 7253 |
| Hess Midstream Operations, LP 4.25% 2/15/2030<sup>8</sup>  | 5020 | 4717 |
| Hess Midstream Operations, LP 5.50% 10/15/2030<sup>8</sup>  | 8545 | 8353 |
| Hilcorp Energy I, LP 6.00% 4/15/2030<sup>8</sup>  | 17350 | 15865 |
| Hilcorp Energy I, LP 6.00% 2/1/2031<sup>8</sup>  | 25185 | 22700 |
| Hilcorp Energy I, LP 6.25% 4/15/2032<sup>8</sup>  | 1475 | 1285 |
| Hilcorp Energy I, LP 8.375% 11/1/2033<sup>8</sup>  | 18035 | 17173 |
| Kimmeridge Texas Gas, LLC 8.50% 2/15/2030<sup>8</sup>  | 9105 | 8754 |
| Kinder Morgan Energy Partners, LP 4.70% 11/1/2042 | 33265 | 27488 |
| Kinder Morgan Energy Partners, LP 5.00% 3/1/2043 | 20000 | 17283 |
| Kinder Morgan, Inc. 5.00% 2/1/2029 | 1003 | 1014 |
| Kinder Morgan, Inc. 5.40% 2/1/2034 | 890 | 881 |
| Kinder Morgan, Inc. 5.45% 8/1/2052 | 264 | 235 |
| Kodiak Gas Services, LLC 7.25% 2/15/2029<sup>8</sup>  | 16690 | 16967 |
| Matador Resources Co. 6.50% 4/15/2032<sup>8</sup>  | 11845 | 11424 |
| Matador Resources Co. 6.25% 4/15/2033<sup>8</sup>  | 10050 | 9511 |
| Mesquite Energy, Inc. 7.25% 2/15/2023<sup>8,13</sup>  | 5374 | 108 |
| MPLX, LP 1.75% 3/1/2026 | 1950 | 1900 |
| Murphy Oil Corp. 6.00% 10/1/2032 | 5070 | 4618 |
| Nabors Industries, Inc. 7.375% 5/15/2027<sup>8</sup>  | 14275 | 13472 |
| Nabors Industries, Inc. 9.125% 1/31/2030<sup>8</sup>  | 28185 | 25558 |

---

The Income Fund of America — Page 14 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| New Fortress Energy, Inc. 6.50% 9/30/2026<sup>8</sup>  | USD20,780 | $17043 |
| New Fortress Energy, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.50%) 9.795% 10/30/2028<sup>10,11</sup>  | 1678 | 1201 |
| NewCo Holding USD 20 SARL 9.375% 11/7/2029<sup>8</sup>  | 44745 | 44230 |
| NFE Financing, LLC 12.00% 11/15/2029<sup>8</sup>  | 296013 | 204141 |
| NGL Energy Operating, LLC 8.125% 2/15/2029<sup>8</sup>  | 9085 | 8548 |
| Noble Finance II, LLC 8.00% 4/15/2030<sup>8</sup>  | 33050 | 31519 |
| Northern Oil and Gas, Inc. 8.125% 3/1/2028<sup>8</sup>  | 43345 | 42834 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031<sup>8</sup>  | 17460 | 16796 |
| NuStar Logistics, LP 6.00% 6/1/2026 | 9165 | 9176 |
| NuStar Logistics, LP 5.625% 4/28/2027 | 6754 | 6738 |
| Occidental Petroleum Corp. 8.50% 7/15/2027 | 13000 | 13756 |
| Occidental Petroleum Corp. 6.375% 9/1/2028 | 10000 | 10272 |
| Occidental Petroleum Corp. 5.20% 8/1/2029 | 8307 | 8192 |
| Occidental Petroleum Corp. 8.875% 7/15/2030 | 34900 | 39134 |
| Occidental Petroleum Corp. 6.625% 9/1/2030 | 42000 | 43482 |
| Occidental Petroleum Corp. 5.375% 1/1/2032 | 19495 | 18562 |
| Occidental Petroleum Corp. 5.55% 10/1/2034 | 2392 | 2235 |
| ONEOK, Inc. 5.65% 11/1/2028 | 500 | 516 |
| ONEOK, Inc. 6.05% 9/1/2033 | 330 | 339 |
| ONEOK, Inc. 6.625% 9/1/2053 | 605 | 603 |
| Parkland Corp. 4.625% 5/1/2030<sup>8</sup>  | 5545 | 5225 |
| Permian Resources Operating, LLC 8.00% 4/15/2027<sup>8</sup>  | 8455 | 8610 |
| Permian Resources Operating, LLC 9.875% 7/15/2031<sup>8</sup>  | 16931 | 18349 |
| Permian Resources Operating, LLC 7.00% 1/15/2032<sup>8</sup>  | 21360 | 21525 |
| Permian Resources Operating, LLC 6.25% 2/1/2033<sup>8</sup>  | 18635 | 18240 |
| Petroleos Mexicanos 6.875% 10/16/2025 | 15490 | 15445 |
| Petroleos Mexicanos 6.875% 8/4/2026 | 77850 | 76912 |
| Petroleos Mexicanos 6.49% 1/23/2027 | 25378 | 24813 |
| Petroleos Mexicanos 6.50% 3/13/2027 | 48135 | 47061 |
| Petroleos Mexicanos 6.50% 1/23/2029 | 865 | 800 |
| Petroleos Mexicanos 8.75% 6/2/2029 | 32208 | 31695 |
| Petroleos Mexicanos 6.84% 1/23/2030 | 25862 | 23052 |
| Petroleos Mexicanos 5.95% 1/28/2031 | 41932 | 34719 |
| Petroleos Mexicanos 6.70% 2/16/2032 | 105631 | 90609 |
| Petroleos Mexicanos 6.95% 1/28/2060 | 21010 | 14010 |
| Plains All American Pipeline, LP 3.80% 9/15/2030 | 450 | 424 |
| Range Resources Corp. 4.875% 5/15/2025 | 2375 | 2375 |
| Range Resources Corp. 8.25% 1/15/2029 | 11472 | 11758 |
| Range Resources Corp. 4.75% 2/15/2030<sup>8</sup>  | 4415 | 4178 |
| Rockies Express Pipeline, LLC 4.95% 7/15/2029<sup>8</sup>  | 11768 | 11263 |
| Saudi Arabian Oil Co. 5.25% 7/17/2034<sup>8</sup>  | 1500 | 1513 |
| Saudi Arabian Oil Co. 5.75% 7/17/2054<sup>8</sup>  | 11250 | 10536 |
| Saudi Arabian Oil Co. 5.875% 7/17/2064<sup>8</sup>  | 1000 | 923 |
| Seadrill Finance, Ltd. 8.375% 8/1/2030<sup>8</sup>  | 10965 | 10282 |
| SM Energy Co. 6.50% 7/15/2028 | 2975 | 2855 |
| South Bow USA Infrastructure Holdings, LLC 4.911% 9/1/2027<sup>8</sup>  | 517 | 520 |
| South Bow USA Infrastructure Holdings, LLC 5.026% 10/1/2029<sup>8</sup>  | 3465 | 3438 |
| Suburban Propane Partners, LP 5.00% 6/1/2031<sup>8</sup>  | 6125 | 5604 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029<sup>8</sup>  | 19570 | 19302 |
| Sunoco, LP 6.00% 4/15/2027 | 12160 | 12131 |
| Sunoco, LP 5.875% 3/15/2028 | 12700 | 12650 |
| Sunoco, LP 7.00% 9/15/2028<sup>8</sup>  | 14945 | 15319 |
| Sunoco, LP 7.00% 5/1/2029<sup>8</sup>  | 9515 | 9792 |
| Sunoco, LP 4.50% 5/15/2029 | 12580 | 11934 |

---

The Income Fund of America — Page 15 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Sunoco, LP 4.50% 4/30/2030 | USD6,950 | $6547 |
| Sunoco, LP 6.25% 7/1/2033<sup>8</sup>  | 14590 | 14583 |
| Superior Plus, LP 4.50% 3/15/2029<sup>8</sup>  | 9082 | 8490 |
| Talos Production, Inc. 9.00% 2/1/2029<sup>8</sup>  | 7060 | 6776 |
| Talos Production, Inc. 9.375% 2/1/2031<sup>8</sup>  | 13725 | 12921 |
| Targa Resources Partners, LP 6.50% 7/15/2027 | 4740 | 4760 |
| Targa Resources Partners, LP 6.875% 1/15/2029 | 9385 | 9582 |
| TotalEnergies Capital SA 5.275% 9/10/2054 | 7500 | 6920 |
| TransCanada Pipelines, Ltd. 4.10% 4/15/2030 | 4504 | 4349 |
| Transocean Poseidon, Ltd. 6.875% 2/1/2027<sup>8</sup>  | 22987 | 22839 |
| Transocean Titan Financing, Ltd. 8.375% 2/1/2028<sup>8</sup>  | 27289 | 27058 |
| Transocean, Inc. 8.00% 2/1/2027<sup>8</sup>  | 2130 | 1980 |
| Transocean, Inc. 8.25% 5/15/2029<sup>8</sup>  | 9080 | 7329 |
| Transocean, Inc. 8.50% 5/15/2031<sup>8</sup>  | 14395 | 11141 |
| Valero Energy Corp. 4.00% 4/1/2029 | 5000 | 4886 |
| Venture Global Calcasieu Pass, LLC 3.875% 8/15/2029<sup>8</sup>  | 20300 | 18616 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030<sup>8</sup>  | 7746 | 7756 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031<sup>8</sup>  | 40865 | 36753 |
| Venture Global LNG, Inc. 7.00% 1/15/2030<sup>8</sup>  | 9180 | 8655 |
| Venture Global LNG, Inc. 8.375% 6/1/2031<sup>8</sup>  | 55960 | 54017 |
| Venture Global LNG, Inc. 9.875% 2/1/2032<sup>8</sup>  | 10550 | 10719 |
| Venture Global Plaquemines Lng, LLC 7.50% 5/1/2033<sup>8</sup>  | 13915 | 14287 |
| Venture Global Plaquemines Lng, LLC 7.75% 5/1/2035<sup>8</sup>  | 14885 | 15298 |
| Vital Energy, Inc. 7.875% 4/15/2032<sup>8</sup>  | 17900 | 13924 |
| Weatherford International, Ltd. 8.625% 4/30/2030<sup>8</sup>  | 78073 | 77450 |
|  |  | 2741078 |
| **Communication services 1.88%** |  |  |
| Alphabet Inc. 5.25% 5/15/2055 | 1746 | 1725 |
| Alphabet Inc. 5.30% 5/15/2065 | 4377 | 4328 |
| AT&T, Inc. 1.65% 2/1/2028 | 5925 | 5531 |
| AT&T, Inc. 3.50% 9/15/2053 | 9669 | 6478 |
| British Telecommunications PLC 9.625% 12/15/2030<sup>12</sup>  | 3261 | 3992 |
| CCO Holdings, LLC 5.125% 5/1/2027<sup>8</sup>  | 13485 | 13312 |
| CCO Holdings, LLC 5.00% 2/1/2028<sup>8</sup>  | 19340 | 18885 |
| CCO Holdings, LLC 4.75% 3/1/2030<sup>8</sup>  | 18987 | 17944 |
| CCO Holdings, LLC 4.50% 8/15/2030<sup>8</sup>  | 41075 | 38180 |
| CCO Holdings, LLC 4.25% 2/1/2031<sup>8</sup>  | 94478 | 85450 |
| CCO Holdings, LLC 4.75% 2/1/2032<sup>8</sup>  | 55115 | 49926 |
| CCO Holdings, LLC 4.50% 5/1/2032 | 62505 | 55575 |
| CCO Holdings, LLC 4.50% 6/1/2033<sup>8</sup>  | 79012 | 68804 |
| CCO Holdings, LLC 4.25% 1/15/2034<sup>8</sup>  | 22690 | 19129 |
| Charter Communications Operating, LLC 3.70% 4/1/2051 | 4000 | 2467 |
| Charter Communications Operating, LLC 5.25% 4/1/2053 | 7017 | 5552 |
| Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/2028<sup>8</sup>  | 15770 | 13101 |
| Comcast Corp. 4.80% 5/15/2033 | 8500 | 8396 |
| Comcast Corp. 5.65% 6/1/2054 | 7216 | 6972 |
| Connect Finco SARL 9.00% 9/15/2029<sup>8</sup>  | 143051 | 133999 |
| CSC Holdings, LLC 5.50% 4/15/2027<sup>8</sup>  | 44125 | 41042 |
| CSC Holdings, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.822% 1/18/2028<sup>10,11</sup>  | 59494 | 58007 |
| Diamond Sports Net, LLC, Term Loan, 15.00% PIK 1/2/2028<sup>9,10</sup>  | 692 | 626 |
| DIRECTV Financing, LLC 5.875% 8/15/2027<sup>8</sup>  | 73510 | 71113 |
| DIRECTV Financing, LLC, Term Loan, (3-month USD CME Term SOFR + 5.00%) 9.541% 8/2/2027<sup>10,11</sup>  | 1614 | 1618 |
| DISH Network Corp. 11.75% 11/15/2027<sup>8</sup>  | 105105 | 110556 |

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The Income Fund of America — Page 16 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| EchoStar Corp. 10.75% 11/30/2029 | USD67,760 | $71732 |
| EchoStar Corp. 6.75% PIK or 6.75% Cash 11/30/2030<sup>9</sup>  | 16773 | 15649 |
| Embarq, LLC 7.995% 6/1/2036 | 78221 | 35329 |
| Frontier Communications Holdings, LLC 5.00% 5/1/2028<sup>8</sup>  | 2350 | 2328 |
| Frontier Communications Holdings, LLC 6.75% 5/1/2029<sup>8</sup>  | 78240 | 78645 |
| Frontier Communications Holdings, LLC 5.875% 11/1/2029 | 54257 | 54339 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030<sup>8</sup>  | 59229 | 59486 |
| Frontier Communications Holdings, LLC 8.75% 5/15/2030<sup>8</sup>  | 22025 | 23074 |
| Frontier Communications Holdings, LLC 8.625% 3/15/2031<sup>8</sup>  | 10275 | 10905 |
| Gray Media, Inc. 10.50% 7/15/2029<sup>8</sup>  | 106840 | 109783 |
| Gray Media, Inc. 4.75% 10/15/2030<sup>8</sup>  | 18529 | 11071 |
| Gray Media, Inc. 5.375% 11/15/2031<sup>8</sup>  | 61198 | 36568 |
| Gray Television, Inc., Term Loan D, (3-month USD CME Term SOFR + 3.00%) 7.438% 12/1/2028<sup>10,11</sup>  | 17645 | 16305 |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 9.574% 6/4/2029<sup>10,11</sup>  | 36660 | 35560 |
| Intelsat Jackson Holdings SA 6.50% 3/15/2030<sup>8</sup>  | 112336 | 110777 |
| Lamar Media Corp. 3.625% 1/15/2031 | 8515 | 7703 |
| Ligado Networks, LLC 17.50% PIK 11/1/2023<sup>8,9,13</sup>  | 69666 | 20551 |
| Ligado Networks, LLC, Term Loan, 17.50% PIK 6/16/2025<sup>3,9,10</sup>  | 14742 | 14742 |
| Live Nation Entertainment, Inc. 4.75% 10/15/2027<sup>8</sup>  | 36840 | 36094 |
| Meta Platforms, Inc. 4.75% 8/15/2034 | 9577 | 9542 |
| Meta Platforms, Inc. 5.40% 8/15/2054 | 9457 | 9107 |
| Meta Platforms, Inc. 5.55% 8/15/2064 | 3000 | 2889 |
| News Corp. 3.875% 5/15/2029<sup>8</sup>  | 13000 | 12247 |
| Nexstar Media, Inc. 5.625% 7/15/2027<sup>8</sup>  | 10315 | 10228 |
| Nexstar Media, Inc. 4.75% 11/1/2028<sup>8</sup>  | 85005 | 80130 |
| SBA Tower Trust 1.631% 11/15/2026<sup>8</sup>  | 23592 | 22468 |
| Sinclair Television Group, Inc. 8.125% 2/15/2033<sup>8</sup>  | 24070 | 23843 |
| Sirius XM Radio, LLC 5.00% 8/1/2027<sup>8</sup>  | 10000 | 9889 |
| Sirius XM Radio, LLC 4.00% 7/15/2028<sup>8</sup>  | 68675 | 64664 |
| Sirius XM Radio, LLC 5.50% 7/1/2029<sup>8</sup>  | 9130 | 8901 |
| Sirius XM Radio, LLC 4.125% 7/1/2030<sup>8</sup>  | 67323 | 60298 |
| Sirius XM Radio, LLC 3.875% 9/1/2031<sup>8</sup>  | 146540 | 125866 |
| Snap, Inc. 6.875% 3/1/2033<sup>8</sup>  | 22095 | 22086 |
| Take-Two Interactive Software, Inc. 4.00% 4/14/2032 | 3752 | 3514 |
| TEGNA, Inc. 5.00% 9/15/2029 | 12100 | 11287 |
| T-Mobile USA, Inc. 2.05% 2/15/2028 | 9725 | 9147 |
| T-Mobile USA, Inc. 4.95% 3/15/2028 | 5224 | 5310 |
| T-Mobile USA, Inc. 4.80% 7/15/2028 | 7250 | 7326 |
| T-Mobile USA, Inc. 5.125% 5/15/2032 | 6179 | 6249 |
| T-Mobile USA, Inc. 5.30% 5/15/2035 | 7945 | 7981 |
| T-Mobile USA, Inc. 3.40% 10/15/2052 | 3839 | 2550 |
| Univision Communications, Inc. 6.625% 6/1/2027<sup>8</sup>  | 39575 | 38332 |
| Univision Communications, Inc. 8.00% 8/15/2028<sup>8</sup>  | 22940 | 22304 |
| Univision Communications, Inc. 4.50% 5/1/2029<sup>8</sup>  | 85579 | 73522 |
| Univision Communications, Inc. 7.375% 6/30/2030<sup>8</sup>  | 38826 | 35405 |
| Verizon Communications, Inc. 2.55% 3/21/2031 | 4318 | 3846 |
| Verizon Communications, Inc. 2.355% 3/15/2032 | 5696 | 4864 |
| Verizon Communications, Inc. 5.05% 5/9/2033 | 3816 | 3849 |
| Verizon Communications, Inc. 5.25% 4/2/2035 | 10570 | 10628 |
| Verizon Communications, Inc. 3.40% 3/22/2041 | 8500 | 6489 |
| Verizon Communications, Inc. 2.875% 11/20/2050 | 1266 | 778 |
| Verizon Communications, Inc. 5.50% 2/23/2054 | 513 | 492 |
| Verizon Communications, Inc. 2.987% 10/30/2056 | 2532 | 1506 |
| VMED O2 UK Financing I PLC 4.25% 1/31/2031<sup>8</sup>  | 25888 | 22616 |

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The Income Fund of America — Page 17 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Vodafone Group PLC 4.25% 9/17/2050 | USD6,025 | $4585 |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027 | 5545 | 5398 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052 | 9415 | 6440 |
| WMG Acquisition Corp. 3.75% 12/1/2029<sup>8</sup>  | 4771 | 4416 |
| WMG Acquisition Corp. 3.875% 7/15/2030<sup>8</sup>  | 30599 | 28165 |
| WMG Acquisition Corp. 3.00% 2/15/2031<sup>8</sup>  | 7235 | 6457 |
| X Corp., Term Loan B3, 9.50% 10/26/2029<sup>10</sup>  | 6175 | 6047 |
|  |  | 2395010 |
| **Consumer discretionary 1.88%** |  |  |
| Advance Auto Parts, Inc. 5.90% 3/9/2026 | 500 | 497 |
| Advance Auto Parts, Inc. 5.95% 3/9/2028 | 1525 | 1514 |
| Advance Auto Parts, Inc. 3.90% 4/15/2030 | 7266 | 6545 |
| Advance Auto Parts, Inc. 3.50% 3/15/2032 | 6054 | 5064 |
| Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 5.614%) 9.935% 3/11/2030<sup>3,10,11</sup>  | 3520 | 3520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, <br>(1-month USD CME Term SOFR + 7.614%) 6.00% PIK and 5.94% Cash 3/11/2030<sup>3,9,10,11</sup>  | 3189 | 3188 |
| Alibaba Group Holding, Ltd. 2.125% 2/9/2031 | 855 | 750 |
| Alibaba Group Holding, Ltd. 4.50% 11/28/2034 | 930 | 883 |
| Alibaba Group Holding, Ltd. 4.00% 12/6/2037 | 239 | 207 |
| Allied Universal Holdco, LLC 9.75% 7/15/2027<sup>8</sup>  | 33950 | 34101 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028<sup>8</sup>  | 22900 | 21949 |
| Allied Universal Holdco, LLC 6.00% 6/1/2029<sup>8</sup>  | 13320 | 12513 |
| Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029<sup>8</sup>  | 22402 | 23251 |
| Asbury Automotive Group, Inc. 4.625% 11/15/2029<sup>8</sup>  | 48325 | 45500 |
| Asbury Automotive Group, Inc. 5.00% 2/15/2032<sup>8</sup>  | 3365 | 3070 |
| Bath & Body Works, Inc. 6.875% 11/1/2035 | 32058 | 32121 |
| Bath & Body Works, Inc. 6.75% 7/1/2036 | 21160 | 20850 |
| Belron Finance 2019, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.75%) 7.052% 10/16/2031<sup>10,11</sup>  | 29214 | 29205 |
| Boyd Gaming Corp. 4.75% 12/1/2027 | 22590 | 22169 |
| Boyd Gaming Corp. 4.75% 6/15/2031<sup>8</sup>  | 7005 | 6538 |
| Boyne USA, Inc. 4.75% 5/15/2029<sup>8</sup>  | 31780 | 30279 |
| Caesars Entertainment, Inc. 4.625% 10/15/2029<sup>8</sup>  | 19495 | 18017 |
| Caesars Entertainment, Inc. 7.00% 2/15/2030<sup>8</sup>  | 29970 | 30697 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032<sup>8</sup>  | 24770 | 24921 |
| Carnival Corp. 5.75% 3/1/2027<sup>8</sup>  | 17400 | 17352 |
| Carnival Corp. 6.00% 5/1/2029<sup>8</sup>  | 16000 | 15923 |
| Carnival Corp. 7.00% 8/15/2029<sup>8</sup>  | 9630 | 10053 |
| Carnival Corp. 5.75% 3/15/2030<sup>8</sup>  | 14000 | 13911 |
| Carnival Corp. 6.125% 2/15/2033<sup>8</sup>  | 6395 | 6345 |
| Clarios Global, LP 6.25% 5/15/2026<sup>8</sup>  | 2085 | 2093 |
| Clarios Global, LP 8.50% 5/15/2027<sup>8</sup>  | 15740 | 15827 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032<sup>8</sup>  | 15730 | 16333 |
| Daimler Trucks Finance North America, LLC 4.95% 1/13/2028<sup>8</sup>  | 11599 | 11692 |
| Daimler Trucks Finance North America, LLC 5.125% 1/19/2028<sup>8</sup>  | 1108 | 1121 |
| Daimler Trucks Finance North America, LLC 2.375% 12/14/2028<sup>8</sup>  | 3825 | 3536 |
| Daimler Trucks Finance North America, LLC 5.125% 9/25/2029<sup>8</sup>  | 6460 | 6534 |
| Daimler Trucks Finance North America, LLC 5.25% 1/13/2030<sup>8</sup>  | 14370 | 14587 |
| Daimler Trucks Finance North America, LLC 5.375% 6/25/2034<sup>8</sup>  | 2393 | 2363 |
| Fertitta Entertainment, LLC 4.625% 1/15/2029<sup>8</sup>  | 35920 | 33310 |
| First Student Bidco, Inc. 4.00% 7/31/2029<sup>8</sup>  | 38200 | 35359 |
| First Student Bidco, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.799% 7/21/2028<sup>10,11</sup>  | 4459 | 4446 |
| First Student Bidco, Inc., Term Loan C, (3-month USD CME Term SOFR + 2.50%) 6.799% 7/21/2028<sup>10,11</sup>  | 1423 | 1419 |
| Ford Motor Co. 4.346% 12/8/2026 | 5000 | 4905 |

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The Income Fund of America — Page 18 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ford Motor Co. 3.25% 2/12/2032 | USD25,875 | $21157 |
| Ford Motor Credit Co., LLC 5.125% 6/16/2025 | 1250 | 1249 |
| Ford Motor Credit Co., LLC 3.375% 11/13/2025 | 7700 | 7611 |
| Ford Motor Credit Co., LLC 6.95% 3/6/2026 | 2180 | 2202 |
| Ford Motor Credit Co., LLC 4.271% 1/9/2027 | 83916 | 81598 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027 | 4000 | 3983 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027 | 45350 | 44400 |
| Ford Motor Credit Co., LLC 4.125% 8/17/2027 | 70420 | 67550 |
| Ford Motor Credit Co., LLC 3.815% 11/2/2027 | 7965 | 7545 |
| Ford Motor Credit Co., LLC 2.90% 2/16/2028 | 19180 | 17562 |
| Ford Motor Credit Co., LLC 5.918% 3/20/2028 | 9949 | 9893 |
| Ford Motor Credit Co., LLC 6.80% 5/12/2028 | 200 | 203 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028 | 7775 | 7936 |
| Ford Motor Credit Co., LLC 2.90% 2/10/2029 | 17000 | 15132 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029 | 40957 | 40227 |
| Ford Motor Credit Co., LLC 5.113% 5/3/2029 | 16757 | 16078 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029 | 17805 | 17529 |
| Ford Motor Credit Co., LLC 4.00% 11/13/2030 | 20645 | 18383 |
| Ford Motor Credit Co., LLC 6.05% 3/5/2031 | 6192 | 6052 |
| Ford Motor Credit Co., LLC 3.625% 6/17/2031 | 7994 | 6836 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031 | 4496 | 4361 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032 | 24830 | 24552 |
| Ford Motor Credit Co., LLC 7.122% 11/7/2033 | 2976 | 2999 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035 | 15305 | 14819 |
| Gap, Inc. 3.625% 10/1/2029<sup>8</sup>  | 2507 | 2270 |
| Gap, Inc. 3.875% 10/1/2031<sup>8</sup>  | 1670 | 1447 |
| General Motors Co. 6.80% 10/1/2027 | 1438 | 1495 |
| General Motors Co. 6.60% 4/1/2036 | 5110 | 5251 |
| General Motors Co. 6.75% 4/1/2046 | 12230 | 12081 |
| General Motors Financial Co., Inc. 1.25% 1/8/2026 | 2379 | 2321 |
| General Motors Financial Co., Inc. 4.00% 10/6/2026 | 1867 | 1844 |
| General Motors Financial Co., Inc. 2.70% 8/20/2027 | 3871 | 3680 |
| General Motors Financial Co., Inc. 5.35% 1/7/2030 | 32676 | 32774 |
| General Motors Financial Co., Inc. 5.625% 4/4/2032 | 4069 | 4040 |
| General Motors Financial Co., Inc. 6.40% 1/9/2033 | 6417 | 6637 |
| General Motors Financial Co., Inc. 5.45% 9/6/2034 | 12603 | 12100 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035 | 54724 | 54334 |
| Grand Canyon University 4.375% 10/1/2026 | 3750 | 3656 |
| Group 1 Automotive, Inc. 6.375% 1/15/2030<sup>8</sup>  | 12220 | 12368 |
| Hanesbrands, Inc. 9.00% 2/15/2031<sup>8</sup>  | 14012 | 14533 |
| Hanesbrands, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.75%) 7.072% 3/7/2032<sup>10,11</sup>  | 33108 | 32776 |
| Hilton Domestic Operating Co., Inc. 4.875% 1/15/2030 | 30661 | 30073 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031<sup>8</sup>  | 22520 | 20672 |
| Hilton Grand Vacations Borrower, LLC 5.00% 6/1/2029<sup>8</sup>  | 17560 | 16255 |
| Home Depot, Inc. 1.50% 9/15/2028 | 5000 | 4611 |
| Home Depot, Inc. 2.95% 6/15/2029 | 5000 | 4763 |
| Home Depot, Inc. 1.875% 9/15/2031 | 6250 | 5348 |
| Home Depot, Inc. 5.95% 4/1/2041 | 12500 | 13096 |
| Home Depot, Inc. 4.50% 12/6/2048 | 601 | 510 |
| Home Depot, Inc. 5.30% 6/25/2054 | 8500 | 8079 |
| Hyatt Hotels Corp. 5.05% 3/30/2028 | 19099 | 19195 |
| Hyatt Hotels Corp. 5.75% 3/30/2032 | 44258 | 44370 |
| Hyundai Capital America 1.80% 10/15/2025<sup>8</sup>  | 1871 | 1846 |
| Hyundai Capital America 1.30% 1/8/2026<sup>8</sup>  | 9000 | 8794 |

---

The Income Fund of America — Page 19 of 70

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hyundai Capital America 1.50% 6/15/2026<sup>8</sup>  | USD7,378 | $7124 |
| Hyundai Capital America 5.45% 6/24/2026<sup>8</sup>  | 8611 | 8688 |
| Hyundai Capital America 1.65% 9/17/2026<sup>8</sup>  | 950 | 911 |
| Hyundai Capital America 3.00% 2/10/2027<sup>8</sup>  | 19500 | 18917 |
| Hyundai Capital America 4.85% 3/25/2027<sup>8</sup>  | 25000 | 25041 |
| Hyundai Capital America 5.275% 6/24/2027<sup>8</sup>  | 12573 | 12685 |
| Hyundai Capital America 4.30% 9/24/2027<sup>8</sup>  | 3000 | 2963 |
| Hyundai Capital America 2.375% 10/15/2027<sup>8</sup>  | 2371 | 2239 |
| Hyundai Capital America 2.10% 9/15/2028<sup>8</sup>  | 4125 | 3758 |
| Hyundai Capital America 5.30% 6/24/2029<sup>8</sup>  | 4373 | 4405 |
| Hyundai Capital America 5.30% 1/8/2030<sup>8</sup>  | 18000 | 18173 |
| Hyundai Capital America 5.15% 3/27/2030<sup>8</sup>  | 21000 | 20990 |
| Hyundai Capital America 5.40% 1/8/2031<sup>8</sup>  | 1995 | 2006 |
| Hyundai Capital America 5.40% 6/24/2031<sup>8</sup>  | 8000 | 8063 |
| Hyundai Capital Services, Inc. 1.25% 2/8/2026<sup>8</sup>  | 3490 | 3403 |
| International Game Technology PLC 5.25% 1/15/2029<sup>8</sup>  | 38300 | 37481 |
| KB Home 7.25% 7/15/2030 | 10295 | 10551 |
| Kontoor Brands, Inc. 4.125% 11/15/2029<sup>8</sup>  | 5180 | 4766 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029<sup>8</sup>  | 42907 | 40611 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031<sup>8</sup>  | 22295 | 23341 |
| Levi Strauss & Co. 3.50% 3/1/2031<sup>8</sup>  | 41305 | 36246 |
| Light and Wonder International, Inc. 7.00% 5/15/2028<sup>8</sup>  | 15145 | 15162 |
| Light and Wonder International, Inc. 7.25% 11/15/2029<sup>8</sup>  | 3107 | 3171 |
| Light and Wonder International, Inc. 7.50% 9/1/2031<sup>8</sup>  | 7895 | 8118 |
| Lindblad Expeditions, LLC 6.75% 2/15/2027<sup>8</sup>  | 6830 | 6814 |
| Lithia Motors, Inc. 3.875% 6/1/2029<sup>8</sup>  | 37385 | 34755 |
| Lithia Motors, Inc. 4.375% 1/15/2031<sup>8</sup>  | 4550 | 4183 |
| Marriott International, Inc. 4.90% 4/15/2029 | 2504 | 2527 |
| Marriott International, Inc. 2.75% 10/15/2033 | 3220 | 2663 |
| Marriott Ownership Resorts, Inc. 4.50% 6/15/2029<sup>8</sup>  | 6240 | 5698 |
| McDonald's Corp. 4.60% 9/9/2032 | 1790 | 1785 |
| McDonald's Corp. 4.95% 3/3/2035 | 12556 | 12463 |
| Melco Resorts Finance, Ltd. 5.75% 7/21/2028<sup>8</sup>  | 11330 | 10714 |
| Mercedes-Benz Finance North America, LLC 5.375% 11/26/2025<sup>8</sup>  | 2850 | 2859 |
| Mercury Aggregator LP, Term Loan 2, 3.50% 4/3/2026<sup>3,10</sup>  | 640 | 379 |
| Mercury Aggregator LP, Term Loan, 13.50% 4/3/2026 (16.00% on 8/3/2025)<sup>3,10,12</sup>  | 1121 | 663 |
| MGM Resorts International 5.50% 4/15/2027 | 3617 | 3609 |
| NCL Corp., Ltd. 5.875% 2/15/2027<sup>8</sup>  | 19985 | 19906 |
| Newell Brands Inc. 6.625% 9/15/2029 | 15925 | 14969 |
| Newell Brands, Inc. 6.375% 5/15/2030 | 13545 | 12364 |
| Newell Brands, Inc. 6.625% 5/15/2032 | 3480 | 3128 |
| Nissan Motor Acceptance Co., LLC 2.00% 3/9/2026<sup>8</sup>  | 16020 | 15413 |
| Nissan Motor Acceptance Co., LLC 6.95% 9/15/2026<sup>8</sup>  | 1860 | 1878 |
| Nissan Motor Acceptance Co., LLC 1.85% 9/16/2026<sup>8</sup>  | 17890 | 16902 |
| Nissan Motor Acceptance Co., LLC 2.75% 3/9/2028<sup>8</sup>  | 19362 | 17659 |
| Nissan Motor Acceptance Co., LLC 2.45% 9/15/2028<sup>8</sup>  | 9883 | 8742 |
| Nissan Motor Acceptance Co., LLC 7.05% 9/15/2028<sup>8</sup>  | 9310 | 9527 |
| Nissan Motor Co., Ltd. 3.522% 9/17/2025<sup>8</sup>  | 800 | 793 |
| Nissan Motor Co., Ltd. 4.345% 9/17/2027<sup>8</sup>  | 11914 | 11441 |
| Nissan Motor Co., Ltd. 4.81% 9/17/2030<sup>8</sup>  | 952 | 880 |
| Party City Holdings, Inc. 12.00% PIK 1/11/2029<sup>2,3,8,9,13</sup>  | 31139 | 3114 |
| Penske Automotive Group, Inc. 3.75% 6/15/2029 | 7275 | 6753 |
| RHP Hotel Properties, LP 7.25% 7/15/2028<sup>8</sup>  | 15445 | 15885 |
| RHP Hotel Properties, LP 4.50% 2/15/2029<sup>8</sup>  | 22335 | 21395 |

---

The Income Fund of America — Page 20 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Royal Caribbean Cruises, Ltd. 5.50% 4/1/2028<sup>8</sup>  | USD2,000 | $1999 |
| Royal Caribbean Cruises, Ltd. 5.625% 9/30/2031<sup>8</sup>  | 5495 | 5457 |
| Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033<sup>8</sup>  | 15000 | 15052 |
| Sally Holdings, LLC 6.75% 3/1/2032 | 34980 | 35280 |
| Sands China, Ltd. 3.80% 1/8/2026 | 7075 | 6996 |
| Sands China, Ltd. 2.30% 3/8/2027 | 1477 | 1393 |
| Sands China, Ltd. 5.40% 8/8/2028 | 500 | 492 |
| Scientific Games Holdings, LP 6.625% 3/1/2030<sup>8</sup>  | 3520 | 3354 |
| Scientific Games Holdings, LP, Term Loan, (3-month USD CME Term SOFR + 3.00%) 7.285% 4/4/2029<sup>10,11</sup>  | 20728 | 20571 |
| Service Corp. International 5.75% 10/15/2032 | 11135 | 11007 |
| Somnigroup International, Inc. 4.00% 4/15/2029<sup>8</sup>  | 4625 | 4300 |
| Sonic Automotive, Inc. 4.625% 11/15/2029<sup>8</sup>  | 53085 | 49854 |
| Sonic Automotive, Inc. 4.875% 11/15/2031<sup>8</sup>  | 46860 | 42820 |
| Station Casinos, LLC 6.625% 3/15/2032<sup>8</sup>  | 9665 | 9618 |
| Stellantis Finance US, Inc. 1.711% 1/29/2027<sup>8</sup>  | 3175 | 3001 |
| Stellantis Finance US, Inc. 5.625% 1/12/2028<sup>8</sup>  | 3000 | 3033 |
| Toyota Motor Credit Corp. 1.90% 1/13/2027 | 8500 | 8191 |
| Travel + Leisure Co. 4.50% 12/1/2029<sup>8</sup>  | 18020 | 16905 |
| Vail Resorts, Inc. 6.50% 5/15/2032<sup>8</sup>  | 22380 | 22685 |
| Valvoline, Inc. 3.625% 6/15/2031<sup>8</sup>  | 28499 | 24985 |
| Volkswagen Group of America Finance, LLC 3.35% 5/13/2025<sup>8</sup>  | 1900 | 1899 |
| Volkswagen Group of America Finance, LLC 4.625% 11/13/2025<sup>8</sup>  | 2075 | 2073 |
| Volkswagen Group of America Finance, LLC 1.25% 11/24/2025<sup>8</sup>  | 3250 | 3187 |
| Volkswagen Group of America Finance, LLC 4.95% 3/25/2027<sup>8</sup>  | 14269 | 14319 |
| Volkswagen Group of America Finance, LLC 5.05% 3/27/2028<sup>8</sup>  | 11588 | 11618 |
| Volkswagen Group of America Finance, LLC 4.95% 8/15/2029<sup>8</sup>  | 4276 | 4245 |
| Volkswagen Group of America Finance, LLC 6.45% 11/16/2030<sup>8</sup>  | 6880 | 7187 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/2026<sup>8</sup>  | 26005 | 25774 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/2028<sup>8</sup>  | 20505 | 19712 |
| Wynn Resorts Finance, LLC 7.125% 2/15/2031<sup>8</sup>  | 10525 | 10868 |
|  |  | 2392083 |
| **Health care 1.66%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032<sup>8</sup>  | 37600 | 36842 |
| AbbVie, Inc. 4.95% 3/15/2031 | 1175 | 1203 |
| AbbVie, Inc. 5.05% 3/15/2034 | 1050 | 1059 |
| AbbVie, Inc. 4.55% 3/15/2035 | 6750 | 6505 |
| AbbVie, Inc. 5.20% 3/15/2035 | 5093 | 5163 |
| AbbVie, Inc. 5.35% 3/15/2044 | 375 | 363 |
| AbbVie, Inc. 4.75% 3/15/2045 | 1203 | 1077 |
| AbbVie, Inc. 5.40% 3/15/2054 | 17875 | 17145 |
| AbbVie, Inc. 5.60% 3/15/2055 | 3451 | 3428 |
| AdaptHealth, LLC 6.125% 8/1/2028<sup>8</sup>  | 12771 | 12397 |
| AdaptHealth, LLC 4.625% 8/1/2029<sup>8</sup>  | 17155 | 15353 |
| AdaptHealth, LLC 5.125% 3/1/2030<sup>8</sup>  | 9115 | 8158 |
| Amgen, Inc. 5.25% 3/2/2030 | 2990 | 3076 |
| Amgen, Inc. 5.25% 3/2/2033 | 8169 | 8258 |
| Amgen, Inc. 5.60% 3/2/2043 | 6753 | 6575 |
| Amgen, Inc. 5.65% 3/2/2053 | 8387 | 8056 |
| Amgen, Inc. 4.40% 2/22/2062 | 3249 | 2474 |
| Amgen, Inc. 5.75% 3/2/2063 | 3340 | 3179 |
| AstraZeneca Finance, LLC 1.75% 5/28/2028 | 5612 | 5235 |
| AstraZeneca Finance, LLC 4.90% 2/26/2031 | 4050 | 4160 |
| AstraZeneca Finance, LLC 5.00% 2/26/2034 | 8375 | 8460 |

---

The Income Fund of America — Page 21 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AstraZeneca PLC 3.375% 11/16/2025 | USD4,500 | $4481 |
| Avantor Funding, Inc. 4.625% 7/15/2028<sup>8</sup>  | 12100 | 11646 |
| Avantor Funding, Inc. 3.875% 11/1/2029<sup>8</sup>  | 25835 | 23876 |
| Bausch Health Americas, Inc. 9.25% 4/1/2026<sup>8</sup>  | 6535 | 6378 |
| Bausch Health Americas, Inc. 8.50% 1/31/2027<sup>8</sup>  | 34120 | 32447 |
| Bausch Health Cos., Inc., Term Loan, (3-month USD CME Term SOFR + 5.25%) 9.675% 2/1/2027<sup>10,11</sup>  | 1891 | 1786 |
| Baxter International, Inc. 1.915% 2/1/2027 | 9739 | 9325 |
| Baxter International, Inc. 2.272% 12/1/2028 | 5534 | 5108 |
| Bayer US Finance II, LLC 4.40% 7/15/2044<sup>8</sup>  | 13090 | 9824 |
| Bayer US Finance, LLC 6.125% 11/21/2026<sup>8</sup>  | 9951 | 10133 |
| Bayer US Finance, LLC 6.25% 1/21/2029<sup>8</sup>  | 5902 | 6155 |
| Biocon Biologics Global PLC 6.67% 10/9/2029<sup>8</sup>  | 15000 | 13528 |
| Biocon Biologics Global PLC 6.67% 10/9/2029 | 5000 | 4509 |
| Boston Scientific Corp. 1.90% 6/1/2025 | 7609 | 7589 |
| Bristol-Myers Squibb Co. 5.10% 2/22/2031 | 4675 | 4828 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034 | 10525 | 10677 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054 | 3000 | 2893 |
| Bristol-Myers Squibb Co. 5.65% 2/22/2064 | 8850 | 8511 |
| Centene Corp. 4.25% 12/15/2027 | 24109 | 23577 |
| Centene Corp. 2.45% 7/15/2028 | 15555 | 14312 |
| Centene Corp. 4.625% 12/15/2029 | 24871 | 24002 |
| Centene Corp. 3.375% 2/15/2030 | 20203 | 18419 |
| Centene Corp. 3.00% 10/15/2030 | 1760 | 1547 |
| Centene Corp. 2.50% 3/1/2031 | 12110 | 10279 |
| Centene Corp. 2.625% 8/1/2031 | 16982 | 14357 |
| Charles River Laboratories International, Inc. 4.25% 5/1/2028<sup>8</sup>  | 27840 | 26497 |
| CHS / Community Health Systems, Inc. 5.625% 3/15/2027<sup>8</sup>  | 68965 | 67313 |
| CHS / Community Health Systems, Inc. 5.25% 5/15/2030<sup>8</sup>  | 38125 | 32562 |
| CHS/Community Health Systems, Inc. 10.875% 1/15/2032<sup>8</sup>  | 6570 | 6792 |
| Concentra Escrow Issuer Corp. 6.875% 7/15/2032<sup>8</sup>  | 11955 | 12254 |
| CVS Health Corp. 5.00% 1/30/2029 | 7413 | 7496 |
| CVS Health Corp. 5.40% 6/1/2029 | 9561 | 9811 |
| CVS Health Corp. 5.55% 6/1/2031 | 7012 | 7208 |
| CVS Health Corp. 5.70% 6/1/2034 | 8598 | 8735 |
| CVS Health Corp. 5.875% 6/1/2053 | 1598 | 1499 |
| DaVita, Inc. 3.75% 2/15/2031<sup>8</sup>  | 20865 | 18362 |
| DaVita, Inc. 6.875% 9/1/2032<sup>8</sup>  | 7235 | 7310 |
| Elevance Health, Inc. 4.90% 2/8/2026 | 4176 | 4176 |
| Elevance Health, Inc. 5.20% 2/15/2035 | 2213 | 2216 |
| Elevance Health, Inc. 5.125% 2/15/2053 | 1296 | 1144 |
| Eli Lilly and Co. 5.10% 2/12/2035 | 14179 | 14485 |
| Eli Lilly and Co. 5.50% 2/12/2055 | 12329 | 12371 |
| Encompass Health Corp. 4.50% 2/1/2028 | 13743 | 13560 |
| Encompass Health Corp. 4.75% 2/1/2030 | 4560 | 4435 |
| Endo Finance Holdings, Inc. 8.50% 4/15/2031<sup>8</sup>  | 39665 | 41291 |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.00%) 8.322% 4/23/2031<sup>10,11</sup>  | 66197 | 64336 |
| GE HealthCare Technologies, Inc. 4.80% 8/14/2029 | 2726 | 2747 |
| Gilead Sciences, Inc. 5.25% 10/15/2033 | 7353 | 7510 |
| Gilead Sciences, Inc. 5.55% 10/15/2053 | 3059 | 2984 |
| HCA, Inc. 5.875% 2/15/2026 | 12399 | 12432 |
| HCA, Inc. 3.375% 3/15/2029 | 4074 | 3883 |
| HCA, Inc. 3.625% 3/15/2032 | 4250 | 3857 |
| HCA, Inc. 4.375% 3/15/2042 | 4250 | 3472 |
| HCA, Inc. 4.625% 3/15/2052 | 3997 | 3135 |

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The Income Fund of America — Page 22 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Humana, Inc. 5.375% 4/15/2031 | USD6,292 | $6376 |
| Humana, Inc. 5.95% 3/15/2034 | 2500 | 2566 |
| Humana, Inc. 5.55% 5/1/2035 | 10618 | 10541 |
| Humana, Inc. 5.75% 4/15/2054 | 3916 | 3595 |
| IQVIA, Inc. 5.00% 5/15/2027<sup>8</sup>  | 11510 | 11428 |
| IQVIA, Inc. 6.50% 5/15/2030<sup>8</sup>  | 26865 | 27321 |
| Jazz Securities DAC 4.375% 1/15/2029<sup>8</sup>  | 14125 | 13418 |
| Laboratory Corp. of America Holdings 4.55% 4/1/2032 | 3000 | 2930 |
| Laboratory Corp. of America Holdings 4.80% 10/1/2034 | 1309 | 1261 |
| Medline Borrower, LP 6.25% 4/1/2029<sup>8</sup>  | 30169 | 30438 |
| Medline Borrower, LP 5.25% 10/1/2029<sup>8</sup>  | 31235 | 29693 |
| Medline Borrower, LP, Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.572% 10/23/2028<sup>10,11</sup>  | 12840 | 12769 |
| Medtronic Global Holdings S.C.A. 4.25% 3/30/2028 | 5455 | 5484 |
| Molina Healthcare, Inc. 4.375% 6/15/2028<sup>8</sup>  | 25995 | 25010 |
| Molina Healthcare, Inc. 3.875% 11/15/2030<sup>8</sup>  | 12815 | 11563 |
| Molina Healthcare, Inc. 3.875% 5/15/2032<sup>8</sup>  | 63995 | 56433 |
| Molina Healthcare, Inc. 6.25% 1/15/2033<sup>8</sup>  | 27460 | 27272 |
| Novant Health, Inc. 3.168% 11/1/2051 | 5000 | 3279 |
| Organon & Co. 4.125% 4/30/2028<sup>8</sup>  | 28670 | 27062 |
| Owens & Minor, Inc. 4.50% 3/31/2029<sup>8</sup>  | 52825 | 42864 |
| Owens & Minor, Inc. 6.625% 4/1/2030<sup>8</sup>  | 31765 | 27071 |
| Owens & Minor, Inc. 10.00% 4/15/2030<sup>8</sup>  | 58255 | 60199 |
| Owens & Minor, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.75%) 9.055% 4/2/2030<sup>10,11</sup>  | 49235 | 48496 |
| Perrigo Finance Unlimited Co. 6.125% 9/30/2032 | 12895 | 12809 |
| Radiology Partners, Inc. 3.50% PIK and 4.28% Cash 1/31/2029<sup>8,9</sup>  | 79521 | 77907 |
| Radiology Partners, Inc. 9.78% PIK 2/15/2030<sup>8,9</sup>  | 40589 | 38103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Radiology Partners, Inc., Term Loan B, <br>(3-month USD CME Term SOFR + 3.50%) 1.50% PIK and 6.59% Cash 1/31/2029<sup>9,10,11</sup>  | 37421 | 36291 |
| Rede D'Or Finance SARL 4.95% 1/17/2028 | 200 | 197 |
| Rede D'Or Finance SARL 4.50% 1/22/2030 | 400 | 373 |
| Roche Holdings, Inc. 4.203% 9/9/2029<sup>8</sup>  | 6953 | 6974 |
| Roche Holdings, Inc. 4.592% 9/9/2034<sup>8</sup>  | 3703 | 3625 |
| Stryker Corp. 4.85% 2/10/2030 | 2000 | 2028 |
| Summa Health 3.511% 11/15/2051 | 2150 | 1585 |
| Surgery Center Holdings, Inc. 7.25% 4/15/2032<sup>8</sup>  | 17580 | 17562 |
| Surgery Center Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.75%) 7.07% 12/19/2030<sup>10,11</sup>  | 3871 | 3864 |
| Tenet Healthcare Corp. 4.625% 6/15/2028 | 5630 | 5487 |
| Tenet Healthcare Corp. 6.125% 10/1/2028 | 17500 | 17471 |
| Tenet Healthcare Corp. 4.25% 6/1/2029 | 17140 | 16342 |
| Tenet Healthcare Corp. 6.75% 5/15/2031 | 20010 | 20527 |
| Teva Pharmaceutical Finance Co., LLC 6.15% 2/1/2036 | 690 | 675 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026 | 52595 | 50859 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027 | 77720 | 76342 |
| Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028 | 170030 | 174287 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029 | 126860 | 123413 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029 | 11406 | 12240 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046 | 79475 | 56226 |
| UnitedHealth Group, Inc. 4.95% 1/15/2032 | 11298 | 11409 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034 | 7300 | 7326 |
| UnitedHealth Group, Inc. 5.625% 7/15/2054 | 5300 | 5101 |
| Viatris, Inc. 4.00% 6/22/2050 | 6778 | 4269 |
|  |  | 2112587 |

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The Income Fund of America — Page 23 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate 1.22%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Alexandria Real Estate Equities, Inc. 3.95% 1/15/2028 | USD975 | $962 |
| Alexandria Real Estate Equities, Inc. 2.75% 12/15/2029 | 4851 | 4443 |
| Alexandria Real Estate Equities, Inc. 3.375% 8/15/2031 | 2375 | 2159 |
| Alexandria Real Estate Equities, Inc. 1.875% 2/1/2033 | 4323 | 3371 |
| American Tower Corp. 1.45% 9/15/2026 | 7408 | 7107 |
| American Tower Corp. 3.55% 7/15/2027 | 2525 | 2481 |
| American Tower Corp. 2.30% 9/15/2031 | 2000 | 1723 |
| American Tower Corp. 2.95% 1/15/2051 | 4250 | 2646 |
| Anywhere Real Estate Group, LLC 5.75% 1/15/2029<sup>8</sup>  | 54930 | 43436 |
| Anywhere Real Estate Group, LLC 5.25% 4/15/2030<sup>8</sup>  | 27230 | 20035 |
| Anywhere Real Estate Group, LLC 7.00% 4/15/2030<sup>8</sup>  | 28400 | 25222 |
| Boston Properties, LP 6.75% 12/1/2027 | 25000 | 26108 |
| Boston Properties, LP 2.90% 3/15/2030 | 2310 | 2093 |
| Boston Properties, LP 3.25% 1/30/2031 | 10206 | 9200 |
| Boston Properties, LP 2.55% 4/1/2032 | 4508 | 3712 |
| Boston Properties, LP 2.45% 10/1/2033 | 17096 | 13387 |
| Boston Properties, LP 6.50% 1/15/2034 | 33896 | 35565 |
| Boston Properties, LP 5.75% 1/15/2035 | 23321 | 23013 |
| Brookfield Property REIT, Inc. 5.75% 5/15/2026<sup>8</sup>  | 12907 | 12799 |
| Equinix, Inc. 1.45% 5/15/2026 | 13335 | 12903 |
| ERP Operating, LP 4.65% 9/15/2034 | 2274 | 2186 |
| Extra Space Storage, LP 2.35% 3/15/2032 | 1949 | 1622 |
| Forestar Group, Inc. 6.50% 3/15/2033<sup>8</sup>  | 37785 | 36785 |
| Howard Hughes Corp. (The) 5.375% 8/1/2028<sup>8</sup>  | 77180 | 74429 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029<sup>8</sup>  | 58830 | 53942 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031<sup>8</sup>  | 90370 | 80219 |
| Invitation Homes Operating Partnership, LP 2.00% 8/15/2031 | 3300 | 2769 |
| Iron Mountain, Inc. 4.875% 9/15/2027<sup>8</sup>  | 1875 | 1850 |
| Iron Mountain, Inc. 5.00% 7/15/2028<sup>8</sup>  | 9311 | 9114 |
| Iron Mountain, Inc. 4.875% 9/15/2029<sup>8</sup>  | 9300 | 8968 |
| Iron Mountain, Inc. 5.25% 7/15/2030<sup>8</sup>  | 33830 | 32818 |
| Iron Mountain, Inc. 4.50% 2/15/2031<sup>8</sup>  | 43400 | 40250 |
| Iron Mountain, Inc. 6.25% 1/15/2033<sup>8</sup>  | 28260 | 28234 |
| Kennedy-Wilson, Inc. 4.75% 3/1/2029 | 55047 | 49636 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030 | 81396 | 71869 |
| Kennedy-Wilson, Inc. 5.00% 3/1/2031 | 53703 | 46005 |
| Ladder Capital Finance Holdings LLLP 4.25% 2/1/2027<sup>8</sup>  | 26434 | 25778 |
| Ladder Capital Finance Holdings LLLP 4.75% 6/15/2029<sup>8</sup>  | 19183 | 18381 |
| Ladder Capital Finance Holdings LLLP 7.00% 7/15/2031<sup>8</sup>  | 10500 | 10799 |
| MPT Operating Partnership, LP 5.00% 10/15/2027 | 178331 | 157688 |
| MPT Operating Partnership, LP 4.625% 8/1/2029 | 14715 | 11226 |
| MPT Operating Partnership, LP 8.50% 2/15/2032<sup>8</sup>  | 99141 | 100807 |
| Park Intermediate Holdings, LLC 5.875% 10/1/2028<sup>8</sup>  | 5010 | 4894 |
| Park Intermediate Holdings, LLC 4.875% 5/15/2029<sup>8</sup>  | 22600 | 21181 |
| Park Intermediate Holdings, LLC 7.00% 2/1/2030<sup>8</sup>  | 8695 | 8711 |
| Pebblebrook Hotel, LP 6.375% 10/15/2029<sup>8</sup>  | 29400 | 28903 |
| Prologis, LP 4.875% 6/15/2028 | 3841 | 3914 |
| Prologis, LP 4.75% 6/15/2033 | 2957 | 2911 |
| Prologis, LP 5.00% 3/15/2034 | 3445 | 3415 |
| Prologis, LP 5.00% 1/31/2035 | 1721 | 1702 |
| Public Storage Operating Co. 1.85% 5/1/2028 | 8037 | 7521 |
| Public Storage Operating Co. 1.95% 11/9/2028 | 8107 | 7518 |
| Public Storage Operating Co. 2.30% 5/1/2031 | 3242 | 2857 |
| RLJ Lodging Trust, LP 3.75% 7/1/2026<sup>8</sup>  | 2120 | 2080 |

---

The Income Fund of America — Page 24 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| RLJ Lodging Trust, LP 4.00% 9/15/2029<sup>8</sup>  | USD6,265 | $5668 |
| Scentre Group Trust 1 3.25% 10/28/2025<sup>8</sup>  | 9115 | 9049 |
| Scentre Group Trust 1 3.75% 3/23/2027<sup>8</sup>  | 2500 | 2469 |
| Service Properties Trust 5.25% 2/15/2026 | 4070 | 4023 |
| Service Properties Trust 4.75% 10/1/2026 | 19605 | 19004 |
| Service Properties Trust 4.95% 2/15/2027 | 27618 | 26282 |
| Service Properties Trust 5.50% 12/15/2027 | 27165 | 25903 |
| Service Properties Trust 3.95% 1/15/2028 | 56065 | 49501 |
| Service Properties Trust 8.375% 6/15/2029 | 52506 | 51401 |
| Service Properties Trust 4.95% 10/1/2029 | 30822 | 24225 |
| Service Properties Trust 4.375% 2/15/2030 | 34840 | 26010 |
| Service Properties Trust 8.625% 11/15/2031<sup>8</sup>  | 39615 | 42069 |
| Service Properties Trust 8.875% 6/15/2032 | 20406 | 19747 |
| Simon Property Group, LP 3.50% 9/1/2025 | 3250 | 3237 |
| Simon Property Group, LP 2.65% 7/15/2030 | 3350 | 3060 |
| Sun Communities Operating, LP 2.30% 11/1/2028 | 2566 | 2388 |
| Sun Communities Operating, LP 2.70% 7/15/2031 | 1941 | 1697 |
| VICI Properties, LP 4.25% 12/1/2026<sup>8</sup>  | 3660 | 3625 |
| VICI Properties, LP 3.875% 2/15/2029<sup>8</sup>  | 14460 | 13862 |
| VICI Properties, LP 4.625% 12/1/2029<sup>8</sup>  | 140 | 136 |
| VICI Properties, LP 4.125% 8/15/2030<sup>8</sup>  | 14885 | 14054 |
|  |  | 1560757 |
| **Information technology 1.12%** |  |  |
| Accenture Capital, Inc. 4.25% 10/4/2031 | 8263 | 8178 |
| Accenture Capital, Inc. 4.50% 10/4/2034 | 7868 | 7587 |
| Acuris Finance US, Inc. 9.00% 8/1/2029<sup>8</sup>  | 14325 | 13725 |
| ams-OSRAM AG 12.25% 3/30/2029<sup>8</sup>  | 21575 | 21889 |
| Analog Devices, Inc. 5.05% 4/1/2034 | 3616 | 3662 |
| Analog Devices, Inc. 5.30% 4/1/2054 | 4974 | 4676 |
| Booz Allen Hamilton, Inc. 4.00% 7/1/2029<sup>8</sup>  | 17037 | 16243 |
| Broadcom Corp. 3.875% 1/15/2027 | 3384 | 3361 |
| Broadcom, Inc. 3.15% 11/15/2025 | 564 | 560 |
| Broadcom, Inc. 5.05% 7/12/2027 | 2000 | 2032 |
| Broadcom, Inc. 5.05% 7/12/2029 | 3569 | 3640 |
| Broadcom, Inc. 4.35% 2/15/2030 | 9019 | 8913 |
| Broadcom, Inc. 5.15% 11/15/2031 | 2938 | 2996 |
| Broadcom, Inc. 4.55% 2/15/2032 | 2661 | 2610 |
| Broadcom, Inc. 4.80% 10/15/2034 | 2679 | 2609 |
| Broadcom, Inc. 3.187% 11/15/2036<sup>8</sup>  | 739 | 603 |
| Cisco Systems, Inc. 4.95% 2/26/2031 | 6690 | 6886 |
| Cisco Systems, Inc. 5.05% 2/26/2034 | 2269 | 2297 |
| Cisco Systems, Inc. 5.10% 2/24/2035 | 17098 | 17328 |
| Cloud Software Group, Inc. 6.50% 3/31/2029<sup>8</sup>  | 48410 | 48473 |
| Cloud Software Group, Inc. 9.00% 9/30/2029<sup>8</sup>  | 77190 | 77848 |
| Cloud Software Group, Inc. 8.25% 6/30/2032<sup>8</sup>  | 29200 | 30482 |
| Cloud Software Group, Inc., Term Loan B1, (3-month USD CME Term SOFR + 3.50%) 7.799% 3/30/2029<sup>10,11</sup>  | 52688 | 52142 |
| CommScope Technologies, LLC 5.00% 3/15/2027<sup>8</sup>  | 96764 | 84317 |
| CommScope, LLC 8.25% 3/1/2027<sup>8</sup>  | 63998 | 58377 |
| CommScope, LLC 7.125% 7/1/2028<sup>8</sup>  | 16551 | 14079 |
| CommScope, LLC 9.50% 12/15/2031<sup>8</sup>  | 4125 | 4223 |
| Diebold Nixdorf, Inc. 7.75% 3/31/2030<sup>2,8</sup>  | 124435 | 129863 |
| Ellucian Holdings, Inc. 6.50% 12/1/2029<sup>8</sup>  | 18775 | 18803 |
| Ellucian Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 4.75%) 9.072% 11/22/2032<sup>10,11</sup>  | 5650 | 5675 |

---

The Income Fund of America — Page 25 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Information technology (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Entegris, Inc. 3.625% 5/1/2029<sup>8</sup>  | USD30,000 | $27656 |
| Fair Isaac Corp. 4.00% 6/15/2028<sup>8</sup>  | 11530 | 11069 |
| Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + 7.25%) 11.428% 9/13/2029<sup>6,10,11</sup>  | 33389 | 33557 |
| Finastra USA, Inc., Term Loan, (3-month USD CME Term SOFR + 7.25%) 11.428% 9/13/2029<sup>6,10,11</sup>  | 278 | 279 |
| Gartner, Inc. 4.50% 7/1/2028<sup>8</sup>  | 14275 | 14083 |
| Helios Software Holdings, Inc. 8.75% 5/1/2029<sup>8</sup>  | 43925 | 42697 |
| Hughes Satellite Systems Corp. 5.25% 8/1/2026 | 138946 | 129677 |
| Hughes Satellite Systems Corp. 6.625% 8/1/2026 | 101302 | 82367 |
| ION Trading Technologies SARL 9.50% 5/30/2029<sup>8</sup>  | 28365 | 27612 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 5.00%) 9.322% 3/20/2033<sup>10,11</sup>  | 16750 | 16446 |
| Microchip Technology, Inc. 5.05% 3/15/2029 | 8175 | 8191 |
| Microchip Technology, Inc. 5.05% 2/15/2030 | 12497 | 12447 |
| NCR Atleos Corp. 9.50% 4/1/2029<sup>8</sup>  | 59983 | 64591 |
| NCR Voyix Corp. 5.125% 4/15/2029<sup>8</sup>  | 4281 | 4122 |
| Oracle Corp. 4.80% 8/3/2028 | 2000 | 2027 |
| Oracle Corp. 5.25% 2/3/2032 | 9744 | 9883 |
| Oracle Corp. 5.50% 8/3/2035 | 14291 | 14356 |
| Oracle Corp. 6.00% 8/3/2055 | 3000 | 2921 |
| Shift4 Payments, LLC, 6.75% 8/15/2032<sup>8</sup>  | 14530 | 14749 |
| Synaptics, Inc. 4.00% 6/15/2029<sup>8</sup>  | 3700 | 3425 |
| Synopsys, Inc. 5.15% 4/1/2035 | 10279 | 10305 |
| Synopsys, Inc. 5.70% 4/1/2055 | 8351 | 8079 |
| Texas Instruments, Inc. 4.60% 2/8/2029 | 4408 | 4478 |
| Texas Instruments, Inc. 4.85% 2/8/2034 | 2294 | 2311 |
| UKG, Inc. 6.875% 2/1/2031<sup>8</sup>  | 13825 | 14236 |
| Viasat, Inc. 5.625% 9/15/2025<sup>8</sup>  | 15375 | 15384 |
| Viasat, Inc. 5.625% 4/15/2027<sup>8</sup>  | 95464 | 93627 |
| Viasat, Inc. 6.50% 7/15/2028<sup>8</sup>  | 27508 | 24217 |
| Viasat, Inc. 7.50% 5/30/2031<sup>8</sup>  | 68280 | 52051 |
| Viavi Solutions, Inc. 3.75% 10/1/2029<sup>8</sup>  | 4675 | 4289 |
| Wolfspeed, Inc. 2.00% PIK and 9.88% Cash 6/23/2030 (10.875% Cash and 2.00% PIK on 6/22/2025)<sup>3,6,9,12</sup>  | 20732 | 20836 |
|  |  | 1426045 |
| **Industrials 0.99%** |  |  |
| AAdvantage Loyalty IP, Ltd. 5.50% 4/20/2026<sup>8</sup>  | 2637 | 2622 |
| AAR Escrow Issuer, LLC 6.75% 3/15/2029<sup>8</sup>  | 15509 | 15891 |
| Air Lease Corp. 2.875% 1/15/2026 | 5916 | 5833 |
| Air Lease Corp. 2.20% 1/15/2027 | 934 | 898 |
| Allison Transmission, Inc. 3.75% 1/30/2031<sup>8</sup>  | 25185 | 22649 |
| Amentum Escrow Corp., Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.572% 9/29/2031<sup>10,11</sup>  | 38793 | 38381 |
| Amentum Holdings, Inc. 7.25% 8/1/2032<sup>8</sup>  | 28260 | 28773 |
| American Airlines, Inc. 8.50% 5/15/2029<sup>8</sup>  | 22670 | 23119 |
| Americold Realty Operating Partnership, LP 5.60% 5/15/2032 | 9660 | 9674 |
| Aramark Services, Inc. 5.00% 2/1/2028<sup>8</sup>  | 18290 | 18015 |
| ATI, Inc. 4.875% 10/1/2029 | 30055 | 28744 |
| ATI, Inc. 7.25% 8/15/2030 | 14815 | 15423 |
| ATI, Inc. 5.125% 10/1/2031 | 15485 | 14669 |
| Avis Budget Car Rental, LLC 5.75% 7/15/2027<sup>8</sup>  | 12175 | 11821 |
| Avis Budget Car Rental, LLC 5.375% 3/1/2029<sup>8</sup>  | 18760 | 17287 |
| Avis Budget Car Rental, LLC 8.00% 2/15/2031<sup>8</sup>  | 6700 | 6663 |
| Axon Enterprise, Inc. 6.25% 3/15/2033<sup>8</sup>  | 2755 | 2815 |
| BAE Systems PLC 5.00% 3/26/2027<sup>8</sup>  | 3000 | 3040 |
| BAE Systems PLC 5.125% 3/26/2029<sup>8</sup>  | 7348 | 7505 |
| BAE Systems PLC 5.25% 3/26/2031<sup>8</sup>  | 5564 | 5706 |

---

The Income Fund of America — Page 26 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BAE Systems PLC 5.30% 3/26/2034<sup>8</sup>  | USD6,357 | $6437 |
| BAE Systems PLC 5.50% 3/26/2054<sup>8</sup>  | 1750 | 1701 |
| Boeing Co. (The) 3.10% 5/1/2026 | 500 | 492 |
| Boeing Co. (The) 5.04% 5/1/2027 | 4500 | 4532 |
| Boeing Co. (The) 3.25% 3/1/2028 | 1025 | 982 |
| Boeing Co. (The) 6.298% 5/1/2029 | 15658 | 16475 |
| Boeing Co. (The) 5.15% 5/1/2030 | 7095 | 7165 |
| Boeing Co. (The) 3.625% 2/1/2031 | 2720 | 2543 |
| Boeing Co. (The) 6.388% 5/1/2031 | 2425 | 2590 |
| Boeing Co. (The) 3.60% 5/1/2034 | 5750 | 4964 |
| Boeing Co. (The) 6.528% 5/1/2034 | 27805 | 29887 |
| Boeing Co. (The) 3.90% 5/1/2049 | 800 | 560 |
| Boeing Co. (The) 5.805% 5/1/2050 | 8169 | 7663 |
| Boeing Co. (The) 6.858% 5/1/2054 | 3206 | 3428 |
| Boeing Co. (The) 7.008% 5/1/2064 | 2350 | 2515 |
| Brink's Co. (The) 4.625% 10/15/2027<sup>8</sup>  | 12800 | 12611 |
| Brink's Co. (The) 6.50% 6/15/2029<sup>8</sup>  | 4755 | 4850 |
| Brink's Co. (The) 6.75% 6/15/2032<sup>8</sup>  | 7500 | 7685 |
| Burlington Northern Santa Fe, LLC 3.55% 2/15/2050 | 8500 | 6200 |
| BWX Technologies, Inc. 4.125% 6/30/2028<sup>8</sup>  | 5190 | 4990 |
| BWX Technologies, Inc. 4.125% 4/15/2029<sup>8</sup>  | 8595 | 8195 |
| Canadian Pacific Railway Co. 1.75% 12/2/2026 | 3015 | 2896 |
| Canadian Pacific Railway Co. 4.80% 3/30/2030 | 14873 | 15048 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035 | 4698 | 4719 |
| Canadian Pacific Railway, Co. 3.00% 12/2/2041 | 1028 | 738 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051 | 3204 | 2072 |
| Chart Industries, Inc. 7.50% 1/1/2030<sup>8</sup>  | 11063 | 11492 |
| Clarivate Science Holdings Corp. 3.875% 7/1/2028<sup>8</sup>  | 12595 | 11897 |
| Clarivate Science Holdings Corp. 4.875% 7/1/2029<sup>8</sup>  | 25820 | 23506 |
| Clean Harbors, Inc. 6.375% 2/1/2031<sup>8</sup>  | 12974 | 13227 |
| CoreLogic, Inc. 4.50% 5/1/2028<sup>8</sup>  | 81186 | 76909 |
| CoreLogic, Inc., Term Loan, (3-month USD CME Term SOFR + 3.50%) 7.936% 6/2/2028<sup>10,11</sup>  | 24818 | 24554 |
| CoreLogic, Inc., Term Loan, (3-month USD CME Term SOFR + 6.50%) 10.936% 6/4/2029<sup>10,11</sup>  | 13525 | 12925 |
| CSX Corp. 3.80% 3/1/2028 | 1300 | 1290 |
| Dun & Bradstreet Corp. (The) 5.00% 12/15/2029<sup>8</sup>  | 16480 | 16463 |
| Enviri Corp. 5.75% 7/31/2027<sup>8</sup>  | 14770 | 14251 |
| EquipmentShare.com, Inc. 9.00% 5/15/2028<sup>8</sup>  | 4535 | 4621 |
| EquipmentShare.com, Inc. 8.625% 5/15/2032<sup>8</sup>  | 14480 | 14801 |
| FTAI Aviation Investors, LLC 5.50% 5/1/2028<sup>8</sup>  | 26800 | 26345 |
| Garda World Security Corp. 8.375% 11/15/2032<sup>8</sup>  | 7745 | 7647 |
| General Dynamics Corp. 3.625% 4/1/2030 | 5433 | 5281 |
| Herc Holdings, Inc. 6.625% 6/15/2029<sup>8</sup>  | 19575 | 19361 |
| Icahn Enterprises, LP 6.25% 5/15/2026 | 24564 | 24496 |
| Icahn Enterprises, LP 5.25% 5/15/2027 | 42205 | 40077 |
| Icahn Enterprises, LP 4.375% 2/1/2029 | 21525 | 17971 |
| L3Harris Technologies, Inc. 5.40% 7/31/2033 | 7430 | 7551 |
| Lockheed Martin Corp. 5.10% 11/15/2027 | 3305 | 3397 |
| Lockheed Martin Corp. 4.45% 5/15/2028 | 7873 | 7961 |
| Lockheed Martin Corp. 5.70% 11/15/2054 | 6148 | 6130 |
| Mexico City Airport Trust 3.875% 4/30/2028<sup>8</sup>  | 770 | 734 |
| Mexico City Airport Trust 5.50% 10/31/2046 | 2303 | 1834 |
| Mexico City Airport Trust 5.50% 7/31/2047 | 4482 | 3510 |
| Mexico City Airport Trust 5.50% 7/31/2047<sup>8</sup>  | 215 | 168 |
| Mileage Plus Holdings, LLC 6.50% 6/20/2027<sup>8</sup>  | 14924 | 14983 |

---

The Income Fund of America — Page 27 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Miter Brands Acquisition Holdco, Inc. 6.75% 4/1/2032<sup>8</sup>  | USD9,224 | $9236 |
| Moog, Inc. 4.25% 12/9/2027<sup>8</sup>  | 16909 | 16327 |
| Movida Europe SA 7.85% 4/11/2029<sup>8</sup>  | 2500 | 2204 |
| Mueller Water Products, Inc. 4.00% 6/15/2029<sup>8</sup>  | 5110 | 4803 |
| Norfolk Southern Corp. 4.45% 3/1/2033 | 2208 | 2136 |
| Norfolk Southern Corp. 5.10% 5/1/2035 | 974 | 978 |
| Norfolk Southern Corp. 3.05% 5/15/2050 | 1727 | 1118 |
| Norfolk Southern Corp. 5.35% 8/1/2054 | 8613 | 8119 |
| Northrop Grumman Corp. 3.25% 1/15/2028 | 7495 | 7294 |
| Otis Worldwide Corp. 2.293% 4/5/2027 | 1940 | 1869 |
| Paychex, Inc. 5.60% 4/15/2035 | 814 | 829 |
| PM General Purchaser, LLC 9.50% 10/1/2028<sup>8</sup>  | 4580 | 4427 |
| RB Global Holdings, Inc. 7.75% 3/15/2031<sup>8</sup>  | 11040 | 11589 |
| Reworld Holding Corp. 4.875% 12/1/2029<sup>8</sup>  | 19365 | 18114 |
| RTX Corp. 1.90% 9/1/2031 | 6250 | 5293 |
| RTX Corp. 5.15% 2/27/2033 | 9542 | 9649 |
| RTX Corp. 5.375% 2/27/2053 | 3947 | 3712 |
| Sensata Technologies BV 4.00% 4/15/2029<sup>8</sup>  | 19310 | 17791 |
| Sensata Technologies, Inc. 3.75% 2/15/2031<sup>8</sup>  | 26288 | 23017 |
| Spirit AeroSystems, Inc. 9.75% 11/15/2030<sup>8</sup>  | 6620 | 7336 |
| TransDigm, Inc. 5.50% 11/15/2027 | 35399 | 35262 |
| TransDigm, Inc. 6.75% 8/15/2028<sup>8</sup>  | 14390 | 14697 |
| TransDigm, Inc. 6.375% 3/1/2029<sup>8</sup>  | 17810 | 18166 |
| Triton Container International, Ltd. 3.15% 6/15/2031<sup>8</sup>  | 7222 | 6218 |
| Union Pacific Corp. 3.75% 7/15/2025 | 3970 | 3966 |
| Union Pacific Corp. 2.40% 2/5/2030 | 1931 | 1771 |
| Union Pacific Corp. 5.10% 2/20/2035 | 6058 | 6102 |
| Union Pacific Corp. 2.891% 4/6/2036 | 2495 | 2049 |
| Union Pacific Corp. 2.95% 3/10/2052 | 2250 | 1424 |
| Union Pacific Corp. 5.60% 12/1/2054 | 8250 | 8117 |
| United Rentals (North America), Inc. 5.25% 1/15/2030 | 6840 | 6772 |
| United Rentals (North America), Inc. 3.875% 2/15/2031 | 21600 | 19745 |
| United Rentals (North America), Inc. 3.75% 1/15/2032 | 10985 | 9806 |
| United Rentals (North America), Inc. 6.125% 3/15/2034<sup>8</sup>  | 29140 | 29491 |
| Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034<sup>8</sup>  | 975 | 987 |
| Virgin Australia Holdings, Ltd. 7.875% 10/15/2021<sup>8,13</sup>  | 1632 | 12 |
| Waste Pro USA, Inc. 7.00% 2/1/2033<sup>8</sup>  | 7165 | 7328 |
| WESCO Distribution, Inc. 7.25% 6/15/2028<sup>8</sup>  | 6435 | 6526 |
| WESCO Distribution, Inc. 6.625% 3/15/2032<sup>8</sup>  | 20920 | 21306 |
| WESCO Distribution, Inc. 6.375% 3/15/2033<sup>8</sup>  | 25770 | 26094 |
| XPO, Inc. 7.125% 6/1/2031<sup>8</sup>  | 6765 | 6932 |
| XPO, Inc. 7.125% 2/1/2032<sup>8</sup>  | 14878 | 15257 |
|  |  | 1258717 |
| **Materials 0.98%** |  |  |
| Air Products and Chemicals, Inc. 1.85% 5/15/2027 | 1607 | 1540 |
| Alliance Resource Operating Partners, LP 8.625% 6/15/2029<sup>8</sup>  | 5629 | 5817 |
| ARD Finance SA 7.25% PIK 6/30/2027<sup>8,9</sup>  | 17095 | 554 |
| Avient Corp. 7.125% 8/1/2030<sup>8</sup>  | 6900 | 7042 |
| Avient Corp. 6.25% 11/1/2031<sup>8</sup>  | 7115 | 7045 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031<sup>8</sup>  | 7585 | 7864 |
| Axalta Coating Systems, LLC 4.75% 6/15/2027<sup>8</sup>  | 14076 | 13912 |
| Ball Corp. 6.875% 3/15/2028 | 19100 | 19580 |
| Ball Corp. 6.00% 6/15/2029 | 24810 | 25347 |

---

The Income Fund of America — Page 28 of 70

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Ball Corp. 3.125% 9/15/2031 | USD20,755 | $18147 |
| CAN-PACK Spolka Akcyjna 3.875% 11/15/2029<sup>8</sup>  | 21747 | 19929 |
| Capstone Copper Corp. 6.75% 3/31/2033<sup>8</sup>  | 8275 | 8137 |
| Celanese US Holdings, LLC 6.415% 7/15/2027 | 34028 | 34334 |
| Celanese US Holdings, LLC 6.60% 11/15/2028 | 22109 | 22371 |
| Celanese US Holdings, LLC 6.58% 7/15/2029 | 18697 | 18881 |
| Celanese US Holdings, LLC 6.80% 11/15/2030 | 30928 | 30947 |
| Celanese US Holdings, LLC 6.629% 7/15/2032 | 1312 | 1291 |
| Celanese US Holdings, LLC 6.75% 4/15/2033 | 30235 | 28400 |
| Celanese US Holdings, LLC 6.95% 11/15/2033 (7.20% on 5/15/2025)<sup>12</sup>  | 5318 | 5332 |
| Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030<sup>8</sup>  | 893 | 899 |
| Cleveland-Cliffs, Inc. 7.00% 3/15/2027 | 1300 | 1290 |
| Cleveland-Cliffs, Inc. 5.875% 6/1/2027 | 62300 | 61524 |
| Cleveland-Cliffs, Inc. 4.625% 3/1/2029<sup>8</sup>  | 33580 | 30773 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029<sup>8</sup>  | 36551 | 35443 |
| Cleveland-Cliffs, Inc. 6.75% 4/15/2030<sup>8</sup>  | 36895 | 35574 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031<sup>8</sup>  | 6700 | 5755 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031<sup>8</sup>  | 37900 | 36710 |
| Cleveland-Cliffs, Inc. 7.00% 3/15/2032<sup>8</sup>  | 24110 | 22681 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033<sup>8</sup>  | 12699 | 11947 |
| Consolidated Energy Finance SA 12.00% 2/15/2031<sup>8</sup>  | 12905 | 11650 |
| CRH America, Inc. 5.125% 5/18/2045<sup>8</sup>  | 350 | 318 |
| CVR Partners, LP 6.125% 6/15/2028<sup>8</sup>  | 6135 | 5935 |
| Dow Chemical Co. (The) 5.35% 3/15/2035 | 4901 | 4766 |
| Dow Chemical Co. (The) 4.80% 5/15/2049 | 2075 | 1647 |
| Dow Chemical Co. (The) 3.60% 11/15/2050 | 10215 | 6688 |
| Dow Chemical Co. (The) 5.95% 3/15/2055 | 8500 | 7930 |
| Element Solutions, Inc. 3.875% 9/1/2028<sup>8</sup>  | 21085 | 19954 |
| First Quantum Minerals, Ltd. 6.875% 10/15/2027<sup>8</sup>  | 52043 | 51456 |
| First Quantum Minerals, Ltd. 9.375% 3/1/2029<sup>8</sup>  | 75755 | 79558 |
| First Quantum Minerals, Ltd. 8.00% 3/1/2033<sup>8</sup>  | 20625 | 20432 |
| FXI Holdings, Inc. 12.25% 11/15/2026<sup>8</sup>  | 35598 | 31550 |
| FXI Holdings, Inc. 12.25% 11/15/2026<sup>8</sup>  | 24259 | 21494 |
| INEOS Finance PLC 6.75% 5/15/2028<sup>8</sup>  | 16310 | 15939 |
| INEOS Finance PLC 7.50% 4/15/2029<sup>8</sup>  | 6920 | 6508 |
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027<sup>8</sup>  | 2875 | 2687 |
| Kaiser Aluminum Corp. 4.625% 3/1/2028<sup>8</sup>  | 20295 | 19550 |
| Linde, Inc. 1.10% 8/10/2030 | 3657 | 3136 |
| LSB Industries, Inc. 6.25% 10/15/2028<sup>8</sup>  | 16910 | 15848 |
| Methanex Corp. 5.125% 10/15/2027 | 57263 | 56260 |
| Minera Mexico, SA de CV 5.625% 2/12/2032<sup>8</sup>  | 11045 | 11084 |
| Mineral Resources, Ltd. 8.125% 5/1/2027<sup>8</sup>  | 11100 | 10805 |
| Mineral Resources, Ltd. 8.00% 11/1/2027<sup>8</sup>  | 8875 | 8441 |
| Mineral Resources, Ltd. 9.25% 10/1/2028<sup>8</sup>  | 23240 | 22007 |
| Mineral Resources, Ltd. 8.50% 5/1/2030<sup>8</sup>  | 12175 | 11073 |
| NOVA Chemicals Corp. 5.25% 6/1/2027<sup>8</sup>  | 13410 | 13270 |
| NOVA Chemicals Corp. 4.25% 5/15/2029<sup>8</sup>  | 8830 | 8354 |
| NOVA Chemicals Corp. 9.00% 2/15/2030<sup>8</sup>  | 6685 | 7151 |
| NOVA Chemicals Corp. 7.00% 12/1/2031<sup>8</sup>  | 8425 | 8716 |
| Novelis Corp. 4.75% 1/30/2030<sup>8</sup>  | 7523 | 7003 |
| Novelis Corp. 3.875% 8/15/2031<sup>8</sup>  | 10632 | 9187 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032<sup>8</sup>  | 5585 | 5621 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033<sup>8</sup>  | 13290 | 13351 |
| Quikrete Holdings, Inc., Term Loan B3, (3-month USD CME Term SOFR + 2.25%) 6.572% 2/10/2032<sup>10,11</sup>  | 5430 | 5331 |

---

The Income Fund of America — Page 29 of 70

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Rio Tinto Finance (USA) PLC 5.25% 3/14/2035 | USD2,899 | $2911 |
| Rio Tinto Finance (USA) PLC 5.75% 3/14/2055 | 6838 | 6754 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028<sup>8</sup>  | 64170 | 61539 |
| SCIH Salt Holdings, Inc. 6.625% 5/1/2029<sup>8</sup>  | 38225 | 37172 |
| Sealed Air Corp. 4.00% 12/1/2027<sup>8</sup>  | 19239 | 18580 |
| Sealed Air Corp. 6.125% 2/1/2028<sup>8</sup>  | 30890 | 31145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venator Material, LLC, Term Loan, <br>(3-month USD CME Term SOFR + 2.00%) 8.00% PIK and 6.31% Cash 1/16/2026<sup>9,10,11</sup>  | 9052 | 8826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venator Material, LLC, Term Loan, <br>(3-month USD CME Term SOFR + 8.00%) 8.00% PIK and 6.33% Cash 10/10/2028<sup>9,10,11</sup>  | 9101 | 9147 |
| Venator Material, LLC, Term Loan, (USD-SOFR + 10.00%) 8.00% PIK and 6.30% Cash 10/10/2028<sup>9,10,11</sup>  | 14981 | 12621 |
| Warrior Met Coal, Inc. 7.875% 12/1/2028<sup>8</sup>  | 23007 | 23235 |
| Westlake Corp. 5.00% 8/15/2046 | 350 | 298 |
| Westlake Corp. 4.375% 11/15/2047 | 300 | 231 |
|  |  | 1256225 |
| **Utilities 0.85%** |  |  |
| American Electric Power Co., Inc. 4.30% 12/1/2028 | 2280 | 2264 |
| American Water Capital Corp. 2.80% 5/1/2030 | 950 | 875 |
| Calpine Corp. 5.125% 3/15/2028<sup>8</sup>  | 12315 | 12209 |
| Calpine Corp. 3.75% 3/1/2031<sup>8</sup>  | 12570 | 11640 |
| Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028<sup>8</sup>  | 2500 | 2407 |
| Colbun SA 3.95% 10/11/2027<sup>8</sup>  | 1554 | 1525 |
| Comision Federal de Electricidad 4.688% 5/15/2029<sup>8</sup>  | 14525 | 14021 |
| Comision Federal de Electricidad 3.348% 2/9/2031 | 9000 | 7721 |
| Comision Federal de Electricidad 3.875% 7/26/2033 | 7531 | 6209 |
| Comision Federal de Electricidad 6.45% 1/24/2035<sup>8</sup>  | 8000 | 7677 |
| Commonwealth Edison Co. 3.85% 3/15/2052 | 3848 | 2841 |
| Connecticut Light and Power Co. (The) 4.95% 8/15/2034 | 3300 | 3258 |
| Consumers Energy Co. 4.50% 1/15/2031 | 3500 | 3517 |
| Consumers Energy Co. 4.625% 5/15/2033 | 5826 | 5699 |
| Consumers Energy Co. 5.05% 5/15/2035 | 5525 | 5543 |
| DTE Energy Co. 4.95% 7/1/2027 | 1075 | 1086 |
| Duke Energy Indiana, LLC 4.90% 7/15/2043 | 12285 | 11154 |
| Duke Energy Indiana, LLC 3.25% 10/1/2049 | 1727 | 1147 |
| Duke Energy Progress, LLC 4.15% 12/1/2044 | 987 | 806 |
| Edison International 4.125% 3/15/2028 | 7566 | 7310 |
| Edison International 5.25% 11/15/2028 | 8575 | 8523 |
| Edison International 5.45% 6/15/2029 | 9732 | 9673 |
| Edison International 6.95% 11/15/2029 | 4179 | 4356 |
| Edison International 6.25% 3/15/2030 | 9150 | 9279 |
| Edison International 5.25% 3/15/2032 | 16500 | 15761 |
| Electricite de France SA 6.25% 5/23/2033<sup>8</sup>  | 5121 | 5400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 5.411% on 6/15/2033)<sup>8,12</sup>  | 4000 | 4484 |
| Emera, Inc. 6.75% 6/15/2076 (3-month USD-LIBOR + 5.44% on 6/15/2026)<sup>12</sup>  | 35774 | 35912 |
| Entergy Louisiana, LLC 5.15% 9/15/2034 | 7050 | 7074 |
| Eversource Energy 5.50% 1/1/2034 | 1650 | 1651 |
| FirstEnergy Corp. 1.60% 1/15/2026 | 989 | 965 |
| FirstEnergy Corp. 2.65% 3/1/2030 | 3154 | 2862 |
| FirstEnergy Corp. 2.25% 9/1/2030 | 150 | 132 |
| FirstEnergy Corp., Series B, 3.90% 7/15/2027 | 47834 | 47295 |
| FirstEnergy Transmission, LLC 2.866% 9/15/2028<sup>8</sup>  | 10000 | 9490 |
| Georgia Power Co. 3.70% 1/30/2050 | 1200 | 883 |

---

The Income Fund of America — Page 30 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Israel Electric Corp., Ltd. 8.10% 12/15/2096<sup>8</sup>  | USD4,905 | $6421 |
| Ithaca Energy (North sea) PLC 8.125% 10/15/2029<sup>8</sup>  | 11310 | 11349 |
| Jersey Central Power & Light Co. 2.75% 3/1/2032<sup>8</sup>  | 1025 | 885 |
| Long Ridge Energy, LLC, 8.75% 2/15/2032<sup>8</sup>  | 22185 | 21157 |
| MI Windows and Doors, LLC, Term Loan B2, (3-month USD CME Term SOFR + 3.00%) 7.322% 3/28/2031<sup>10,11</sup>  | 8263 | 8152 |
| MidAmerican Energy Co. 5.85% 9/15/2054 | 2325 | 2354 |
| Monongahela Power Co. 3.55% 5/15/2027<sup>8</sup>  | 2550 | 2509 |
| Northern States Power Co. 5.05% 5/15/2035 | 4025 | 4040 |
| Northern States Power Co. 5.65% 5/15/2055 | 900 | 893 |
| Pacific Gas and Electric Co. 3.15% 1/1/2026 | 42725 | 42199 |
| Pacific Gas and Electric Co. 2.95% 3/1/2026 | 21350 | 21004 |
| Pacific Gas and Electric Co. 3.30% 3/15/2027 | 546 | 533 |
| Pacific Gas and Electric Co. 5.45% 6/15/2027 | 4214 | 4270 |
| Pacific Gas and Electric Co. 2.10% 8/1/2027 | 1034 | 974 |
| Pacific Gas and Electric Co. 3.30% 12/1/2027 | 20719 | 19984 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028 | 9085 | 8603 |
| Pacific Gas and Electric Co. 3.75% 7/1/2028 | 11090 | 10746 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028 | 7874 | 7834 |
| Pacific Gas and Electric Co. 6.10% 1/15/2029 | 2400 | 2482 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030 | 66496 | 64539 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031 | 22226 | 19196 |
| Pacific Gas and Electric Co. 3.25% 6/1/2031 | 7678 | 6854 |
| Pacific Gas and Electric Co. 4.40% 3/1/2032 | 458 | 428 |
| Pacific Gas and Electric Co. 5.90% 6/15/2032 | 10213 | 10357 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033 | 8193 | 8361 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033 | 40541 | 41940 |
| Pacific Gas and Electric Co. 6.95% 3/15/2034 | 8428 | 9046 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034 | 8506 | 8497 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035 | 20545 | 20272 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040 | 3333 | 2409 |
| Pacific Gas and Electric Co. 3.75% 8/15/2042 | 9685 | 6955 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050 | 11145 | 8991 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050 | 5053 | 3237 |
| Pacific Gas and Electric Co. 6.70% 4/1/2053 | 5290 | 5357 |
| Pacific Gas and Electric Co. 5.90% 10/1/2054 | 525 | 481 |
| PacifiCorp 5.30% 2/15/2031 | 2275 | 2338 |
| PacifiCorp 5.45% 2/15/2034 | 16303 | 16435 |
| PacifiCorp 4.125% 1/15/2049 | 5481 | 4133 |
| PacifiCorp 4.15% 2/15/2050 | 3536 | 2652 |
| PacifiCorp 3.30% 3/15/2051 | 3586 | 2302 |
| PacifiCorp 2.90% 6/15/2052 | 2619 | 1538 |
| PacifiCorp 5.35% 12/1/2053 | 12684 | 11335 |
| PacifiCorp 5.50% 5/15/2054 | 13275 | 12033 |
| PacifiCorp 5.80% 1/15/2055 | 22138 | 21141 |
| PG&E Corp. 5.00% 7/1/2028 | 52990 | 51734 |
| PG&E Corp. 5.25% 7/1/2030 | 69443 | 66962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 7.375% 3/15/2055 <br>(5-year UST Yield Curve Rate T Note Constant Maturity + 3.883% on 3/15/2030)<sup>12</sup>  | 41205 | 40104 |
| Progress Energy, Inc. 7.00% 10/30/2031 | 3750 | 4149 |
| Public Service Company of Colorado 5.35% 5/15/2034 | 1877 | 1889 |
| Public Service Company of Colorado 5.75% 5/15/2054 | 1700 | 1655 |
| Public Service Company of Colorado 5.85% 5/15/2055 | 401 | 394 |
| Public Service Electric and Gas Co. 3.15% 1/1/2050 | 1700 | 1135 |
| Southern California Edison Co. 5.25% 3/15/2030 | 22950 | 23182 |

---

The Income Fund of America — Page 31 of 70

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Southern California Edison Co. 6.20% 9/15/2055 | USD11,925 | $11618 |
| Southern California Edison Co. 3.70% 8/1/2025 | 450 | 448 |
| Southern California Edison Co. 4.20% 3/1/2029 | 8020 | 7851 |
| Southern California Edison Co. 2.85% 8/1/2029 | 8900 | 8200 |
| Southern California Edison Co. 2.25% 6/1/2030 | 176 | 154 |
| Southern California Edison Co. 5.45% 6/1/2031 | 8900 | 9007 |
| Southern California Edison Co. 2.75% 2/1/2032 | 5656 | 4822 |
| Southern California Edison Co. 5.45% 3/1/2035 | 408 | 396 |
| Southern California Edison Co. 5.75% 4/1/2035 | 3100 | 3118 |
| Southern California Edison Co. 5.35% 7/15/2035 | 16012 | 15340 |
| Southern California Edison Co. 5.625% 2/1/2036 | 16750 | 16447 |
| Southern California Edison Co. 4.50% 9/1/2040 | 12324 | 10200 |
| Southern California Edison Co. 3.60% 2/1/2045 | 8000 | 5475 |
| Southern California Edison Co. 3.65% 2/1/2050 | 3895 | 2587 |
| Southern California Edison Co. 5.90% 3/1/2055 | 1825 | 1680 |
| Southern Co. (The) 4.25% 7/1/2036 | 1300 | 1179 |
| Southwestern Electric Power Co. 1.65% 3/15/2026 | 5075 | 4950 |
| Talen Energy Supply, LLC 8.625% 6/1/2030<sup>8</sup>  | 13294 | 14207 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.818% 5/17/2030<sup>10,11</sup>  | 16820 | 16803 |
| Union Electric Co. 5.125% 3/15/2055 | 350 | 317 |
| Virginia Electric & Power 2.40% 3/30/2032 | 3525 | 3010 |
| Wisconsin Electric Power Co. 4.60% 10/1/2034 | 800 | 781 |
| Wisconsin Electric Power Co. 5.05% 10/1/2054 | 750 | 668 |
| Wisconsin Power and Light Co. 3.65% 4/1/2050 | 350 | 247 |
| Xcel Energy, Inc. 4.75% 3/21/2028 | 2450 | 2470 |
| Xcel Energy, Inc. 2.60% 12/1/2029 | 3000 | 2746 |
| Xcel Energy, Inc. 2.35% 11/15/2031 | 2525 | 2161 |
|  |  | 1077951 |
| **Consumer staples 0.69%** |  |  |
| 7-Eleven, Inc. 0.95% 2/10/2026<sup>8</sup>  | 3950 | 3836 |
| Altria Group, Inc. 5.625% 2/6/2035 | 1168 | 1182 |
| Altria Group, Inc. 5.80% 2/14/2039 | 16525 | 16390 |
| Anheuser-Busch InBev Worldwide, Inc. 4.95% 1/15/2042 | 6817 | 6347 |
| Anheuser-Busch InBev Worldwide, Inc. 5.55% 1/23/2049 | 2085 | 2065 |
| B&G Foods, Inc. 5.25% 9/15/2027 | 21515 | 20218 |
| B&G Foods, Inc. 8.00% 9/15/2028<sup>8</sup>  | 5760 | 5722 |
| BAT Capital Corp. 3.557% 8/15/2027 | 500 | 491 |
| BAT Capital Corp. 2.259% 3/25/2028 | 8610 | 8101 |
| BAT Capital Corp. 6.343% 8/2/2030 | 12073 | 12912 |
| BAT Capital Corp. 5.834% 2/20/2031 | 2643 | 2753 |
| BAT Capital Corp. 6.421% 8/2/2033 | 2828 | 3029 |
| BAT Capital Corp. 5.625% 8/15/2035 | 10472 | 10520 |
| BAT Capital Corp. 4.54% 8/15/2047 | 1333 | 1050 |
| BAT International Finance PLC 3.95% 6/15/2025<sup>8</sup>  | 7500 | 7488 |
| BAT International Finance PLC 1.668% 3/25/2026 | 3050 | 2969 |
| BAT International Finance PLC 4.448% 3/16/2028 | 8000 | 8011 |
| Campbells Co. (The) 4.75% 3/23/2035 | 3734 | 3577 |
| Campbells Co. (The) 5.25% 10/13/2054 | 469 | 421 |
| Central Garden & Pet Co. 4.125% 10/15/2030 | 40146 | 36818 |
| Central Garden & Pet Co. 4.125% 4/30/2031<sup>8</sup>  | 32375 | 29177 |
| Coca-Cola Co. 4.65% 8/14/2034 | 2898 | 2898 |
| Constellation Brands, Inc. 4.40% 11/15/2025 | 1930 | 1927 |
| Constellation Brands, Inc. 4.80% 5/1/2030 | 1455 | 1458 |

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The Income Fund of America — Page 32 of 70

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Constellation Brands, Inc. 2.25% 8/1/2031 | USD3,713 | $3180 |
| Coty, Inc. 5.00% 4/15/2026<sup>8</sup>  | 561 | 558 |
| Coty, Inc. 4.75% 1/15/2029<sup>8</sup>  | 10624 | 10231 |
| Coty, Inc. 6.625% 7/15/2030<sup>8</sup>  | 3426 | 3438 |
| Darling Ingredients, Inc. 5.25% 4/15/2027<sup>8</sup>  | 19295 | 19102 |
| Darling Ingredients, Inc. 6.00% 6/15/2030<sup>8</sup>  | 19560 | 19524 |
| Energizer Holdings, Inc. 4.375% 3/31/2029<sup>8</sup>  | 17615 | 16459 |
| Fiesta Purchaser, Inc. 7.875% 3/1/2031<sup>8</sup>  | 15815 | 16587 |
| Fiesta Purchaser, Inc. 9.625% 9/15/2032<sup>8</sup>  | 18730 | 19632 |
| Fiesta Purchaser, Inc., Term Loan, (3-month USD CME Term SOFR + 3.25%) 7.572% 2/12/2031<sup>10,11</sup>  | 4948 | 4914 |
| Ingles Markets, Inc. 4.00% 6/15/2031<sup>8</sup>  | 25700 | 23288 |
| J. M. Smucker Co. (The) 5.90% 11/15/2028 | 7370 | 7740 |
| J. M. Smucker Co. (The) 6.20% 11/15/2033 | 5195 | 5545 |
| J. M. Smucker Co. (The) 6.50% 11/15/2043 | 708 | 751 |
| J. M. Smucker Co. (The) 6.50% 11/15/2053 | 3099 | 3298 |
| JBS USA Holding Lux SARL 2.50% 1/15/2027 | 12702 | 12262 |
| Kroger Co. 5.00% 9/15/2034 | 6865 | 6731 |
| Kroger Co. 5.50% 9/15/2054 | 3130 | 2930 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/2030<sup>8</sup>  | 43025 | 40412 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032<sup>8</sup>  | 2035 | 1866 |
| Mars, Inc. 4.45% 3/1/2027<sup>8</sup>  | 15000 | 15097 |
| Mars, Inc. 4.60% 3/1/2028<sup>8</sup>  | 15000 | 15166 |
| Mars, Inc. 4.80% 3/1/2030<sup>8</sup>  | 20126 | 20379 |
| Mars, Inc. 5.00% 3/1/2032<sup>8</sup>  | 22790 | 22984 |
| Mars, Inc. 5.20% 3/1/2035<sup>8</sup>  | 23647 | 23750 |
| Mars, Inc. 5.65% 5/1/2045<sup>8</sup>  | 6205 | 6167 |
| Mars, Inc. 5.70% 5/1/2055<sup>8</sup>  | 23183 | 22868 |
| Mondelez International, Inc. 4.75% 8/28/2034 | 6145 | 6055 |
| Opal Bidco SAS 6.50% 3/31/2032<sup>8</sup>  | 18010 | 18029 |
| Performance Food Group, Inc. 5.50% 10/15/2027<sup>8</sup>  | 12980 | 12887 |
| Performance Food Group, Inc. 4.25% 8/1/2029<sup>8</sup>  | 12645 | 11985 |
| Performance Food Group, Inc. 6.125% 9/15/2032<sup>8</sup>  | 11310 | 11328 |
| Philip Morris International Inc. 4.375% 4/30/2030 | 4911 | 4883 |
| Philip Morris International Inc. 4.875% 4/30/2035 | 3667 | 3597 |
| Philip Morris International, Inc. 5.125% 11/17/2027 | 5947 | 6075 |
| Philip Morris International, Inc. 4.875% 2/15/2028 | 18750 | 19093 |
| Philip Morris International, Inc. 4.625% 11/1/2029 | 10794 | 10892 |
| Philip Morris International, Inc. 5.625% 11/17/2029 | 2850 | 2988 |
| Philip Morris International, Inc. 5.125% 2/15/2030 | 10323 | 10594 |
| Philip Morris International, Inc. 1.75% 11/1/2030 | 8486 | 7343 |
| Philip Morris International, Inc. 5.125% 2/13/2031 | 3982 | 4085 |
| Philip Morris International, Inc. 4.75% 11/1/2031 | 10044 | 10085 |
| Philip Morris International, Inc. 4.90% 11/1/2034 | 10955 | 10801 |
| Post Holdings, Inc. 5.50% 12/15/2029<sup>8</sup>  | 20825 | 20469 |
| Post Holdings, Inc. 4.625% 4/15/2030<sup>8</sup>  | 62941 | 59399 |
| Post Holdings, Inc. 6.25% 2/15/2032<sup>8</sup>  | 8961 | 9042 |
| Prestige Brands, Inc. 5.125% 1/15/2028<sup>8</sup>  | 8162 | 8112 |
| Prestige Brands, Inc. 3.75% 4/1/2031<sup>8</sup>  | 8045 | 7270 |
| Reynolds American, Inc. 5.70% 8/15/2035 | 3130 | 3151 |
| Reynolds American, Inc. 5.85% 8/15/2045 | 3900 | 3657 |
| Simmons Foods, Inc. 4.625% 3/1/2029<sup>8</sup>  | 15597 | 14512 |
| Target Corp. 4.50% 9/15/2034 | 2676 | 2572 |
| TreeHouse Foods, Inc. 4.00% 9/1/2028 | 30260 | 27182 |

---

The Income Fund of America — Page 33 of 70

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| US Foods, Inc. 4.625% 6/1/2030<sup>8</sup>  | USD20,951 | $19979 |
| Walgreens Boots Alliance, Inc. 3.45% 6/1/2026 | 18165 | 17767 |
|  |  | 878051 |
| **Municipals 0.00%** |  |  |
| Texas Combined Tirz I, LLC 0% 12/7/2062<sup>3,8</sup>  | 3400 | 3400 |
| **Total corporate bonds, notes & loans** |  | 20753774 |
| **Mortgage-backed obligations 4.42%**<br> **Federal agency mortgage-backed obligations 3.47%**<br>|  |  |
| Fannie Mae Pool #AD5692 4.50% 5/1/2025<sup>14</sup>  | 1 | 1 |
| Fannie Mae Pool #AD6392 4.50% 5/1/2025<sup>14</sup>  | —<br> <sup>4</sup><br>| — <br><sup>4</sup><br>|
| Fannie Mae Pool #AD8191 4.00% 9/1/2025<sup>14</sup>  | 5 | 5 |
| Fannie Mae Pool #AI6180 4.00% 7/1/2026<sup>14</sup>  | 11 | 11 |
| Fannie Mae Pool #AL2940 3.50% 11/1/2027<sup>14</sup>  | 45 | 44 |
| Fannie Mae Pool #AL8347 4.00% 3/1/2029<sup>14</sup>  | 8 | 8 |
| Fannie Mae Pool #FM8013 5.50% 4/1/2031<sup>14</sup>  | 67 | 67 |
| Fannie Mae Pool #BM1231 3.50% 11/1/2031<sup>14</sup>  | 52 | 51 |
| Fannie Mae Pool #BJ5674 3.00% 1/1/2033<sup>14</sup>  | 97 | 95 |
| Fannie Mae Pool #254767 5.50% 6/1/2033<sup>14</sup>  | 69 | 71 |
| Fannie Mae Pool #BJ6249 4.00% 9/1/2033<sup>14</sup>  | 83 | 82 |
| Fannie Mae Pool #MA3541 4.00% 12/1/2033<sup>14</sup>  | 90 | 90 |
| Fannie Mae Pool #BN1085 4.00% 1/1/2034<sup>14</sup>  | 5 | 5 |
| Fannie Mae Pool #MA3611 4.00% 3/1/2034<sup>14</sup>  | 38 | 38 |
| Fannie Mae Pool #735228 5.50% 2/1/2035<sup>14</sup>  | 62 | 64 |
| Fannie Mae Pool #878099 6.00% 4/1/2036<sup>14</sup>  | 107 | 112 |
| Fannie Mae Pool #880426 6.00% 4/1/2036<sup>14</sup>  | 50 | 52 |
| Fannie Mae Pool #256308 6.00% 7/1/2036<sup>14</sup>  | 104 | 109 |
| Fannie Mae Pool #888795 5.50% 11/1/2036<sup>14</sup>  | 423 | 436 |
| Fannie Mae Pool #AS8554 3.00% 12/1/2036<sup>14</sup>  | 8635 | 8181 |
| Fannie Mae Pool #BE4703 3.00% 12/1/2036<sup>14</sup>  | 478 | 449 |
| Fannie Mae Pool #936999 6.00% 7/1/2037<sup>14</sup>  | 300 | 312 |
| Fannie Mae Pool #945832 6.50% 8/1/2037<sup>14</sup>  | 52 | 55 |
| Fannie Mae Pool #888637 6.00% 9/1/2037<sup>14</sup>  | 686 | 719 |
| Fannie Mae Pool #950991 6.00% 10/1/2037<sup>14</sup>  | 217 | 225 |
| Fannie Mae Pool #995674 6.00% 5/1/2038<sup>14</sup>  | 381 | 400 |
| Fannie Mae Pool #929964 6.00% 9/1/2038<sup>14</sup>  | 223 | 234 |
| Fannie Mae Pool #AE0967 3.50% 6/1/2039<sup>14</sup>  | 65 | 61 |
| Fannie Mae Pool #AC0479 6.00% 9/1/2039<sup>14</sup>  | 138 | 143 |
| Fannie Mae Pool #AE0443 6.50% 10/1/2039<sup>14</sup>  | 84 | 89 |
| Fannie Mae Pool #932274 4.50% 12/1/2039<sup>14</sup>  | 3387 | 3353 |
| Fannie Mae Pool #AD4927 5.00% 6/1/2040<sup>14</sup>  | 1056 | 1066 |
| Fannie Mae Pool #AE4483 4.00% 9/1/2040<sup>14</sup>  | 936 | 905 |
| Fannie Mae Pool #AE8073 4.00% 12/1/2040<sup>14</sup>  | 79 | 77 |
| Fannie Mae Pool #AE0828 3.50% 2/1/2041<sup>14</sup>  | 27 | 25 |
| Fannie Mae Pool #AB2470 4.50% 3/1/2041<sup>14</sup>  | 14 | 14 |
| Fannie Mae Pool #AI3422 5.00% 5/1/2041<sup>14</sup>  | 42 | 43 |
| Fannie Mae Pool #AI4836 5.00% 6/1/2041<sup>14</sup>  | 35 | 35 |
| Fannie Mae Pool #MA4387 2.00% 7/1/2041<sup>14</sup>  | 10121 | 8708 |
| Fannie Mae Pool #AI5571 5.00% 7/1/2041<sup>14</sup>  | 33 | 34 |
| Fannie Mae Pool #AI8482 5.00% 8/1/2041<sup>14</sup>  | 33 | 33 |
| Fannie Mae Pool #AJ0257 4.00% 9/1/2041<sup>14</sup>  | 27 | 26 |
| Fannie Mae Pool #AJ4154 4.00% 11/1/2041<sup>14</sup>  | 82 | 79 |
| Fannie Mae Pool #AB4050 4.00% 12/1/2041<sup>14</sup>  | 155 | 150 |

---

The Income Fund of America — Page 34 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #AJ4189 4.00% 12/1/2041<sup>14</sup>  | USD92 | $89 |
| Fannie Mae Pool #FS0305 1.50% 1/1/2042<sup>14</sup>  | 33793 | 27940 |
| Fannie Mae Pool #890407 4.00% 2/1/2042<sup>14</sup>  | 221 | 214 |
| Fannie Mae Pool #AL2745 4.00% 3/1/2042<sup>14</sup>  | 637 | 615 |
| Fannie Mae Pool #AB5377 3.50% 6/1/2042<sup>14</sup>  | 9659 | 9052 |
| Fannie Mae Pool #AO9140 3.50% 7/1/2042<sup>14</sup>  | 3308 | 3100 |
| Fannie Mae Pool #AU3742 3.50% 8/1/2043<sup>14</sup>  | 1963 | 1839 |
| Fannie Mae Pool #AU8813 4.00% 11/1/2043<sup>14</sup>  | 1132 | 1091 |
| Fannie Mae Pool #AU9348 4.00% 11/1/2043<sup>14</sup>  | 776 | 749 |
| Fannie Mae Pool #AU9350 4.00% 11/1/2043<sup>14</sup>  | 730 | 704 |
| Fannie Mae Pool #FM9416 3.50% 7/1/2045<sup>14</sup>  | 23073 | 21299 |
| Fannie Mae Pool #AL8354 3.50% 10/1/2045<sup>14</sup>  | 3484 | 3234 |
| Fannie Mae Pool #AL8522 3.50% 5/1/2046<sup>14</sup>  | 7616 | 7041 |
| Fannie Mae Pool #AS8310 3.00% 11/1/2046<sup>14</sup>  | 1270 | 1141 |
| Fannie Mae Pool #BM1179 3.00% 4/1/2047<sup>14</sup>  | 1520 | 1364 |
| Fannie Mae Pool #947661 6.50% 10/1/2047<sup>14</sup>  | 29 | 29 |
| Fannie Mae Pool #947554 7.00% 10/1/2047<sup>14</sup>  | 129 | 137 |
| Fannie Mae Pool #920015 7.00% 10/1/2047<sup>14</sup>  | 33 | 34 |
| Fannie Mae Pool #CA0770 3.50% 11/1/2047<sup>14</sup>  | 262 | 240 |
| Fannie Mae Pool #CA0854 3.50% 12/1/2047<sup>14</sup>  | 4891 | 4489 |
| Fannie Mae Pool #BM4413 4.50% 12/1/2047<sup>14</sup>  | 2629 | 2562 |
| Fannie Mae Pool #FM7341 4.00% 3/1/2048<sup>14</sup>  | 23 | 22 |
| Fannie Mae Pool #CA1542 4.00% 4/1/2048<sup>14</sup>  | 4390 | 4146 |
| Fannie Mae Pool #BF0293 3.00% 7/1/2048<sup>14</sup>  | 7213 | 6418 |
| Fannie Mae Pool #BF0318 3.50% 8/1/2048<sup>14</sup>  | 5572 | 5095 |
| Fannie Mae Pool #FM1784 4.00% 9/1/2048<sup>14</sup>  | 5949 | 5610 |
| Fannie Mae Pool #CA3184 4.00% 3/1/2049<sup>14</sup>  | 8192 | 7725 |
| Fannie Mae Pool #CA3807 3.00% 7/1/2049<sup>14</sup>  | 1519 | 1348 |
| Fannie Mae Pool #CA3806 3.00% 7/1/2049<sup>14</sup>  | 1018 | 909 |
| Fannie Mae Pool #CA3814 3.50% 7/1/2049<sup>14</sup>  | 26325 | 24290 |
| Fannie Mae Pool #CA3976 4.00% 8/1/2049<sup>14</sup>  | 45511 | 42908 |
| Fannie Mae Pool #FM1668 4.00% 8/1/2049<sup>14</sup>  | 4969 | 4685 |
| Fannie Mae Pool #CA4112 3.50% 9/1/2049<sup>14</sup>  | 29256 | 26933 |
| Fannie Mae Pool #FM1589 3.50% 9/1/2049<sup>14</sup>  | 2442 | 2231 |
| Fannie Mae Pool #BO3491 2.50% 10/1/2049<sup>14</sup>  | 46 | 38 |
| Fannie Mae Pool #CA4432 4.00% 10/1/2049<sup>14</sup>  | 5281 | 4979 |
| Fannie Mae Pool #FM1954 3.50% 11/1/2049<sup>14</sup>  | 3866 | 3531 |
| Fannie Mae Pool #CA4802 3.50% 12/1/2049<sup>14</sup>  | 21699 | 19906 |
| Fannie Mae Pool #CA4804 3.50% 12/1/2049<sup>14</sup>  | 19097 | 17466 |
| Fannie Mae Pool #FM2092 3.50% 12/1/2049<sup>14</sup>  | 10823 | 9899 |
| Fannie Mae Pool #BN7443 2.50% 3/1/2050<sup>14</sup>  | 54 | 46 |
| Fannie Mae Pool #CA5659 2.50% 5/1/2050<sup>14</sup>  | 1971 | 1643 |
| Fannie Mae Pool #CA5968 2.50% 6/1/2050<sup>14</sup>  | 15094 | 12761 |
| Fannie Mae Pool #BP5576 2.50% 6/1/2050<sup>14</sup>  | 6824 | 5690 |
| Fannie Mae Pool #BP5474 2.50% 6/1/2050<sup>14</sup>  | 6119 | 5102 |
| Fannie Mae Pool #BP5502 2.50% 6/1/2050<sup>14</sup>  | 2333 | 1945 |
| Fannie Mae Pool #CA6168 2.50% 6/1/2050<sup>14</sup>  | 2039 | 1700 |
| Fannie Mae Pool #BP5482 2.50% 6/1/2050<sup>14</sup>  | 485 | 405 |
| Fannie Mae Pool #BP8762 2.50% 7/1/2050<sup>14</sup>  | 3423 | 2854 |
| Fannie Mae Pool #FM3720 2.50% 7/1/2050<sup>14</sup>  | 1848 | 1542 |
| Fannie Mae Pool #CA6349 3.00% 7/1/2050<sup>14</sup>  | 2615 | 2285 |
| Fannie Mae Pool #FM3920 2.50% 8/1/2050<sup>14</sup>  | 8235 | 6866 |
| Fannie Mae Pool #FP0058 2.50% 8/1/2050<sup>14</sup>  | 1917 | 1598 |
| Fannie Mae Pool #CA6593 2.50% 8/1/2050<sup>14</sup>  | 655 | 554 |

---

The Income Fund of America — Page 35 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BQ0212 2.50% 8/1/2050<sup>14</sup>  | USD481 | $401 |
| Fannie Mae Pool #FM4021 2.50% 8/1/2050<sup>14</sup>  | 362 | 302 |
| Fannie Mae Pool #CA6740 3.00% 8/1/2050<sup>14</sup>  | 1490 | 1302 |
| Fannie Mae Pool #MA4119 2.00% 9/1/2050<sup>14</sup>  | 11988 | 9601 |
| Fannie Mae Pool #FM7195 2.50% 9/1/2050<sup>14</sup>  | 2565 | 2140 |
| Fannie Mae Pool #BQ1844 2.50% 9/1/2050<sup>14</sup>  | 242 | 203 |
| Fannie Mae Pool #FP0015 2.50% 9/1/2050<sup>14</sup>  | 85 | 71 |
| Fannie Mae Pool #CA7052 3.00% 9/1/2050<sup>14</sup>  | 361 | 317 |
| Fannie Mae Pool #CA7278 2.50% 10/1/2050<sup>14</sup>  | 1753 | 1462 |
| Fannie Mae Pool #FM4377 2.50% 10/1/2050<sup>14</sup>  | 831 | 693 |
| Fannie Mae Pool #FM5313 2.50% 10/1/2050<sup>14</sup>  | 34 | 28 |
| Fannie Mae Pool #CA7381 3.00% 10/1/2050<sup>14</sup>  | 2409 | 2105 |
| Fannie Mae Pool #CA7737 2.50% 11/1/2050<sup>14</sup>  | 17002 | 14359 |
| Fannie Mae Pool #CA7599 2.50% 11/1/2050<sup>14</sup>  | 8489 | 7190 |
| Fannie Mae Pool #FM5309 2.50% 11/1/2050<sup>14</sup>  | 1463 | 1219 |
| Fannie Mae Pool #BQ7514 2.50% 11/1/2050<sup>14</sup>  | 19 | 16 |
| Fannie Mae Pool #FM4897 3.00% 11/1/2050<sup>14</sup>  | 4601 | 4108 |
| Fannie Mae Pool #CA8130 2.50% 12/1/2050<sup>14</sup>  | 14394 | 12113 |
| Fannie Mae Pool #BQ9058 2.50% 12/1/2050<sup>14</sup>  | 2137 | 1780 |
| Fannie Mae Pool #CA8026 2.50% 12/1/2050<sup>14</sup>  | 551 | 461 |
| Fannie Mae Pool #CA8046 3.00% 12/1/2050<sup>14</sup>  | 7506 | 6699 |
| Fannie Mae Pool #FM5166 3.00% 12/1/2050<sup>14</sup>  | 1620 | 1415 |
| Fannie Mae Pool #FS9792 4.50% 12/1/2050<sup>14</sup>  | 208 | 202 |
| Fannie Mae Pool #MA4237 2.00% 1/1/2051<sup>14</sup>  | 12197 | 9762 |
| Fannie Mae Pool #CA8601 2.50% 1/1/2051<sup>14</sup>  | 42064 | 35324 |
| Fannie Mae Pool #CA8480 2.50% 1/1/2051<sup>14</sup>  | 30746 | 26089 |
| Fannie Mae Pool #FM5608 2.50% 1/1/2051<sup>14</sup>  | 5539 | 4615 |
| Fannie Mae Pool #FM5944 2.50% 1/1/2051<sup>14</sup>  | 2855 | 2377 |
| Fannie Mae Pool #CA8828 2.50% 2/1/2051<sup>14</sup>  | 36067 | 30563 |
| Fannie Mae Pool #FM5713 2.50% 2/1/2051<sup>14</sup>  | 2069 | 1736 |
| Fannie Mae Pool #CA9233 2.50% 2/1/2051<sup>14</sup>  | 1940 | 1618 |
| Fannie Mae Pool #CA9291 2.50% 2/1/2051<sup>14</sup>  | 1026 | 854 |
| Fannie Mae Pool #FM5975 2.50% 2/1/2051<sup>14</sup>  | 358 | 299 |
| Fannie Mae Pool #CA9302 3.00% 2/1/2051<sup>14</sup>  | 9983 | 8913 |
| Fannie Mae Pool #CA8969 3.00% 2/1/2051<sup>14</sup>  | 3175 | 2789 |
| Fannie Mae Pool #CA8968 3.00% 2/1/2051<sup>14</sup>  | 655 | 575 |
| Fannie Mae Pool #CA9390 2.50% 3/1/2051<sup>14</sup>  | 4898 | 4078 |
| Fannie Mae Pool #FM6764 2.50% 3/1/2051<sup>14</sup>  | 3165 | 2635 |
| Fannie Mae Pool #CB0290 2.00% 4/1/2051<sup>14</sup>  | 1609 | 1284 |
| Fannie Mae Pool #FM6871 2.50% 4/1/2051<sup>14</sup>  | 5943 | 4948 |
| Fannie Mae Pool #FM7093 2.50% 4/1/2051<sup>14</sup>  | 2127 | 1771 |
| Fannie Mae Pool #FS0030 2.50% 4/1/2051<sup>14</sup>  | 1872 | 1560 |
| Fannie Mae Pool #FM6856 2.50% 4/1/2051<sup>14</sup>  | 983 | 826 |
| Fannie Mae Pool #BN9135 2.50% 4/1/2051<sup>14</sup>  | 586 | 488 |
| Fannie Mae Pool #CB0191 3.00% 4/1/2051<sup>14</sup>  | 10815 | 9452 |
| Fannie Mae Pool #CB0193 3.00% 4/1/2051<sup>14</sup>  | 1333 | 1168 |
| Fannie Mae Pool #MA4325 2.00% 5/1/2051<sup>14</sup>  | 170476 | 135618 |
| Fannie Mae Pool #CB0396 2.50% 5/1/2051<sup>14</sup>  | 5416 | 4510 |
| Fannie Mae Pool #FM7527 2.50% 5/1/2051<sup>14</sup>  | 2438 | 2030 |
| Fannie Mae Pool #FM7408 2.50% 5/1/2051<sup>14</sup>  | 1258 | 1048 |
| Fannie Mae Pool #CB0517 2.50% 5/1/2051<sup>14</sup>  | 291 | 242 |
| Fannie Mae Pool #BT1364 3.00% 5/1/2051<sup>14</sup>  | 1459 | 1279 |
| Fannie Mae Pool #FM7740 2.50% 6/1/2051<sup>14</sup>  | 3382 | 2816 |
| Fannie Mae Pool #FM7909 3.00% 6/1/2051<sup>14</sup>  | 995 | 872 |

---

The Income Fund of America — Page 36 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA4378 2.00% 7/1/2051<sup>14</sup>  | USD78 | $62 |
| Fannie Mae Pool #CB1004 2.50% 7/1/2051<sup>14</sup>  | 7432 | 6189 |
| Fannie Mae Pool #CB1134 2.50% 7/1/2051<sup>14</sup>  | 3371 | 2807 |
| Fannie Mae Pool #FM9530 2.50% 7/1/2051<sup>14</sup>  | 2649 | 2206 |
| Fannie Mae Pool #BT1288 2.50% 7/1/2051<sup>14</sup>  | 892 | 743 |
| Fannie Mae Pool #CB1050 2.50% 7/1/2051<sup>14</sup>  | 472 | 395 |
| Fannie Mae Pool #CB1304 3.00% 8/1/2051<sup>14</sup>  | 1159 | 1019 |
| Fannie Mae Pool #FM8692 2.50% 9/1/2051<sup>14</sup>  | 7288 | 6068 |
| Fannie Mae Pool #FM8436 2.50% 9/1/2051<sup>14</sup>  | 3913 | 3258 |
| Fannie Mae Pool #FS1630 2.50% 9/1/2051<sup>14</sup>  | 3348 | 2787 |
| Fannie Mae Pool #FM8761 2.50% 9/1/2051<sup>14</sup>  | 1973 | 1644 |
| Fannie Mae Pool #BT9828 2.50% 9/1/2051<sup>14</sup>  | 1777 | 1480 |
| Fannie Mae Pool #FM8745 2.50% 9/1/2051<sup>14</sup>  | 1647 | 1372 |
| Fannie Mae Pool #BQ7428 2.50% 9/1/2051<sup>14</sup>  | 1202 | 1006 |
| Fannie Mae Pool #FS5125 2.50% 10/1/2051<sup>14</sup>  | 2909 | 2421 |
| Fannie Mae Pool #FS3298 2.50% 10/1/2051<sup>14</sup>  | 1532 | 1275 |
| Fannie Mae Pool #FS4628 3.00% 10/1/2051<sup>14</sup>  | 2128 | 1865 |
| Fannie Mae Pool #MA4465 2.00% 11/1/2051<sup>14</sup>  | 12920 | 10286 |
| Fannie Mae Pool #FM9515 2.50% 11/1/2051<sup>14</sup>  | 1816 | 1520 |
| Fannie Mae Pool #MA4492 2.00% 12/1/2051<sup>14</sup>  | 1644 | 1308 |
| Fannie Mae Pool #CB2319 2.50% 12/1/2051<sup>14</sup>  | 4119 | 3477 |
| Fannie Mae Pool #CB2375 2.50% 12/1/2051<sup>14</sup>  | 4066 | 3425 |
| Fannie Mae Pool #FM9672 2.50% 12/1/2051<sup>14</sup>  | 2490 | 2076 |
| Fannie Mae Pool #BT9483 2.50% 12/1/2051<sup>14</sup>  | 1997 | 1686 |
| Fannie Mae Pool #CB2372 2.50% 12/1/2051<sup>14</sup>  | 1969 | 1660 |
| Fannie Mae Pool #BT9510 2.50% 12/1/2051<sup>14</sup>  | 1557 | 1316 |
| Fannie Mae Pool #CB2286 2.50% 12/1/2051<sup>14</sup>  | 914 | 770 |
| Fannie Mae Pool #BQ7006 2.00% 1/1/2052<sup>14</sup>  | 1634 | 1302 |
| Fannie Mae Pool #FS4203 2.50% 1/1/2052<sup>14</sup>  | 2834 | 2359 |
| Fannie Mae Pool #FS0392 2.50% 1/1/2052<sup>14</sup>  | 2510 | 2089 |
| Fannie Mae Pool #FS5613 2.50% 1/1/2052<sup>14</sup>  | 2393 | 1992 |
| Fannie Mae Pool #FS6479 2.50% 1/1/2052<sup>14</sup>  | 1857 | 1548 |
| Fannie Mae Pool #FS8108 2.50% 1/1/2052<sup>14</sup>  | 373 | 314 |
| Fannie Mae Pool #BV3076 2.00% 2/1/2052<sup>14</sup>  | 13327 | 10593 |
| Fannie Mae Pool #MA4547 2.00% 2/1/2052<sup>14</sup>  | 2104 | 1675 |
| Fannie Mae Pool #BV3083 2.00% 2/1/2052<sup>14</sup>  | 813 | 646 |
| Fannie Mae Pool #FS5034 2.50% 2/1/2052<sup>14</sup>  | 2397 | 1997 |
| Fannie Mae Pool #FS2660 2.50% 2/1/2052<sup>14</sup>  | 2065 | 1721 |
| Fannie Mae Pool #FS0647 3.00% 2/1/2052<sup>14</sup>  | 55642 | 49115 |
| Fannie Mae Pool #FS1194 3.00% 2/1/2052<sup>14</sup>  | 10923 | 9674 |
| Fannie Mae Pool #BV1089 4.00% 2/1/2052<sup>14</sup>  | 42 | 40 |
| Fannie Mae Pool #BV3101 2.00% 3/1/2052<sup>14</sup>  | 1285 | 1021 |
| Fannie Mae Pool #FS1742 2.00% 3/1/2052<sup>14</sup>  | 1246 | 992 |
| Fannie Mae Pool #BV4172 2.00% 3/1/2052<sup>14</sup>  | 874 | 694 |
| Fannie Mae Pool #MA4562 2.00% 3/1/2052<sup>14</sup>  | 845 | 672 |
| Fannie Mae Pool #CB3744 2.50% 3/1/2052<sup>14</sup>  | 1956 | 1631 |
| Fannie Mae Pool #BV4040 2.50% 3/1/2052<sup>14</sup>  | 406 | 341 |
| Fannie Mae Pool #MA4563 2.50% 3/1/2052<sup>14</sup>  | 50 | 42 |
| Fannie Mae Pool #FS1598 2.00% 4/1/2052<sup>14</sup>  | 1389 | 1104 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052<sup>14</sup>  | 664 | 528 |
| Fannie Mae Pool #CB3354 2.50% 4/1/2052<sup>14</sup>  | 307 | 255 |
| Fannie Mae Pool #BV4656 2.50% 4/1/2052<sup>14</sup>  | 47 | 39 |
| Fannie Mae Pool #MA4579 3.00% 4/1/2052<sup>14</sup>  | 6764 | 5889 |
| Fannie Mae Pool #CB3379 4.00% 4/1/2052<sup>14</sup>  | 334 | 313 |

---

The Income Fund of America — Page 37 of 70

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA4598 2.50% 5/1/2052<sup>14</sup>  | USD1,376 | $1148 |
| Fannie Mae Pool #BV9644 2.50% 5/1/2052<sup>14</sup>  | 724 | 605 |
| Fannie Mae Pool #FS7329 2.00% 6/1/2052<sup>14</sup>  | 1617 | 1286 |
| Fannie Mae Pool #FS7944 2.50% 6/1/2052<sup>14</sup>  | 2147 | 1788 |
| Fannie Mae Pool #BW7323 2.50% 6/1/2052<sup>14</sup>  | 1443 | 1207 |
| Fannie Mae Pool #MA4626 4.00% 6/1/2052<sup>14</sup>  | 11773 | 10999 |
| Fannie Mae Pool #CB4021 4.00% 6/1/2052<sup>14</sup>  | 677 | 633 |
| Fannie Mae Pool #FS6986 2.00% 7/1/2052<sup>14</sup>  | 3370 | 2680 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052<sup>14</sup>  | 1006 | 840 |
| Fannie Mae Pool #FS5493 2.50% 7/1/2052<sup>14</sup>  | 112 | 93 |
| Fannie Mae Pool #BW6043 2.50% 7/1/2052<sup>14</sup>  | 43 | 36 |
| Fannie Mae Pool #FS2654 4.00% 8/1/2052<sup>14</sup>  | 3142 | 2936 |
| Fannie Mae Pool #FS2805 2.50% 9/1/2052<sup>14</sup>  | 932 | 777 |
| Fannie Mae Pool #MA4768 2.50% 9/1/2052<sup>14</sup>  | 31 | 26 |
| Fannie Mae Pool #CB4548 4.00% 9/1/2052<sup>14</sup>  | 4339 | 4053 |
| Fannie Mae Pool #BW9347 4.50% 9/1/2052<sup>14</sup>  | 31669 | 30360 |
| Fannie Mae Pool #BW1192 4.50% 9/1/2052<sup>14</sup>  | 760 | 728 |
| Fannie Mae Pool #CB4620 5.00% 9/1/2052<sup>14</sup>  | 15251 | 15047 |
| Fannie Mae Pool #MA4824 2.50% 10/1/2052<sup>14</sup>  | 73 | 61 |
| Fannie Mae Pool #MA4785 5.00% 10/1/2052<sup>14</sup>  | 44 | 43 |
| Fannie Mae Pool #MA4803 3.50% 11/1/2052<sup>14</sup>  | 9070 | 8202 |
| Fannie Mae Pool #FS5554 4.50% 11/1/2052<sup>14</sup>  | 3596 | 3448 |
| Fannie Mae Pool #MA4842 5.50% 12/1/2052<sup>14</sup>  | 3661 | 3665 |
| Fannie Mae Pool #FS4947 4.00% 1/1/2053<sup>14</sup>  | 691 | 645 |
| Fannie Mae Pool #FS5520 4.50% 1/1/2053<sup>14</sup>  | 1842 | 1764 |
| Fannie Mae Pool #MA4919 5.50% 2/1/2053<sup>14</sup>  | 515 | 516 |
| Fannie Mae Pool #FS8509 3.50% 3/1/2053<sup>14</sup>  | 83942 | 75838 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053<sup>14</sup>  | 1564 | 1572 |
| Fannie Mae Pool #MA4977 4.50% 4/1/2053<sup>14</sup>  | 68183 | 65356 |
| Fannie Mae Pool #MA4978 5.00% 4/1/2053<sup>14</sup>  | 4526 | 4444 |
| Fannie Mae Pool #MA5027 4.00% 5/1/2053<sup>14</sup>  | 1492 | 1393 |
| Fannie Mae Pool #FS4563 5.00% 5/1/2053<sup>14</sup>  | 1748 | 1719 |
| Fannie Mae Pool #FS4840 5.50% 5/1/2053<sup>14</sup>  | 200 | 199 |
| Fannie Mae Pool #MA5010 5.50% 5/1/2053<sup>14</sup>  | 90 | 90 |
| Fannie Mae Pool #MA5038 5.00% 6/1/2053<sup>14</sup>  | 176 | 173 |
| Fannie Mae Pool #BY3612 5.50% 6/1/2053<sup>14</sup>  | 462 | 462 |
| Fannie Mae Pool #MA5039 5.50% 6/1/2053<sup>14</sup>  | 322 | 322 |
| Fannie Mae Pool #CB6491 6.50% 6/1/2053<sup>14</sup>  | 2303 | 2394 |
| Fannie Mae Pool #CB6490 6.50% 6/1/2053<sup>14</sup>  | 817 | 846 |
| Fannie Mae Pool #CB6468 6.50% 6/1/2053<sup>14</sup>  | 621 | 643 |
| Fannie Mae Pool #FS7823 2.00% 7/1/2053<sup>14</sup>  | 5659 | 4506 |
| Fannie Mae Pool #FS6037 2.50% 7/1/2053<sup>14</sup>  | 41 | 34 |
| Fannie Mae Pool #MA5070 4.50% 7/1/2053<sup>14</sup>  | 21930 | 21011 |
| Fannie Mae Pool #MA5072 5.50% 7/1/2053<sup>14</sup>  | 1208 | 1209 |
| Fannie Mae Pool #MA5105 4.50% 8/1/2053<sup>14</sup>  | 21915 | 20979 |
| Fannie Mae Pool #FS6666 5.50% 8/1/2053<sup>14</sup>  | 19442 | 19460 |
| Fannie Mae Pool #CB7108 5.50% 9/1/2053<sup>14</sup>  | 9411 | 9423 |
| Fannie Mae Pool #MA5139 6.00% 9/1/2053<sup>14</sup>  | 784 | 797 |
| Fannie Mae Pool #CB7332 5.50% 10/1/2053<sup>14</sup>  | 17702 | 17720 |
| Fannie Mae Pool #MA5165 5.50% 10/1/2053<sup>14</sup>  | 553 | 553 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053<sup>14</sup>  | 6214 | 6316 |
| Fannie Mae Pool #FS6838 5.50% 11/1/2053<sup>14</sup>  | 881 | 881 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053<sup>14</sup>  | 1160 | 1179 |
| Fannie Mae Pool #CB7617 6.00% 12/1/2053<sup>14</sup>  | 7979 | 8101 |

---

The Income Fund of America — Page 38 of 70

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #FS6873 6.50% 1/1/2054<sup>14</sup>  | USD16,873 | $17411 |
| Fannie Mae Pool #MA5283 4.00% 2/1/2054<sup>14</sup>  | 24677 | 23016 |
| Fannie Mae Pool #FS7990 4.00% 2/1/2054<sup>14</sup>  | 987 | 921 |
| Fannie Mae Pool #CB7932 6.00% 2/1/2054<sup>14</sup>  | 8172 | 8320 |
| Fannie Mae Pool #CB7933 6.50% 2/1/2054<sup>14</sup>  | 4940 | 5091 |
| Fannie Mae Pool #CB8148 5.50% 3/1/2054<sup>14</sup>  | 2398 | 2409 |
| Fannie Mae Pool #CB8151 5.50% 3/1/2054<sup>14</sup>  | 1258 | 1258 |
| Fannie Mae Pool #CB8163 6.00% 3/1/2054<sup>14</sup>  | 3731 | 3813 |
| Fannie Mae Pool #CB8168 6.00% 3/1/2054<sup>14</sup>  | 35 | 35 |
| Fannie Mae Pool #CB8337 5.50% 4/1/2054<sup>14</sup>  | 16697 | 16713 |
| Fannie Mae Pool #MA5328 6.00% 4/1/2054<sup>14</sup>  | 2 | 2 |
| Fannie Mae Pool #DB5160 5.50% 5/1/2054<sup>14</sup>  | 1202 | 1203 |
| Fannie Mae Pool #MA5388 5.50% 6/1/2054<sup>14</sup>  | 24098 | 24069 |
| Fannie Mae Pool #FS8131 5.50% 6/1/2054<sup>14</sup>  | 3203 | 3214 |
| Fannie Mae Pool #FS8153 6.00% 6/1/2054<sup>14</sup>  | 2331 | 2379 |
| Fannie Mae Pool #DB6878 6.00% 6/1/2054<sup>14</sup>  | 1332 | 1353 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054<sup>14</sup>  | 416 | 424 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054<sup>14</sup>  | 381 | 390 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054<sup>14</sup>  | 67 | 68 |
| Fannie Mae Pool #CB8842 5.50% 7/1/2054<sup>14</sup>  | 10585 | 10582 |
| Fannie Mae Pool #BU4699 5.50% 7/1/2054<sup>14</sup>  | 10375 | 10372 |
| Fannie Mae Pool #DB5213 5.50% 7/1/2054<sup>14</sup>  | 1236 | 1235 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054<sup>14</sup>  | 17210 | 17470 |
| Fannie Mae Pool #BU4700 6.00% 7/1/2054<sup>14</sup>  | 2056 | 2094 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054<sup>14</sup>  | 1600 | 1630 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054<sup>14</sup>  | 1149 | 1179 |
| Fannie Mae Pool #DB6901 6.00% 7/1/2054<sup>14</sup>  | 828 | 841 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054<sup>14</sup>  | 327 | 333 |
| Fannie Mae Pool #CB8977 5.00% 8/1/2054<sup>14</sup>  | 11455 | 11246 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054<sup>14</sup>  | 82000 | 83240 |
| Fannie Mae Pool #FS8795 6.00% 8/1/2054<sup>14</sup>  | 4289 | 4355 |
| Fannie Mae Pool #FS8757 6.00% 8/1/2054<sup>14</sup>  | 928 | 949 |
| Fannie Mae Pool #FS8758 6.00% 8/1/2054<sup>14</sup>  | 523 | 533 |
| Fannie Mae Pool #BU4916 6.00% 8/1/2054<sup>14</sup>  | 458 | 467 |
| Fannie Mae Pool #FS8756 6.00% 8/1/2054<sup>14</sup>  | 376 | 384 |
| Fannie Mae Pool #BU4968 6.00% 8/1/2054<sup>14</sup>  | 317 | 322 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054<sup>14</sup>  | 179 | 183 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054<sup>14</sup>  | 130 | 133 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054<sup>14</sup>  | 123 | 126 |
| Fannie Mae Pool #CB9071 6.50% 8/1/2054<sup>14</sup>  | 1625 | 1689 |
| Fannie Mae Pool #MA5470 5.50% 9/1/2054<sup>14</sup>  | 22368 | 22341 |
| Fannie Mae Pool #FS9025 5.50% 9/1/2054<sup>14</sup>  | 3916 | 3931 |
| Fannie Mae Pool #BU4946 5.50% 9/1/2054<sup>14</sup>  | 488 | 488 |
| Fannie Mae Pool #MA5471 6.00% 9/1/2054<sup>14</sup>  | 10929 | 11095 |
| Fannie Mae Pool #FS8866 6.00% 9/1/2054<sup>14</sup>  | 948 | 968 |
| Fannie Mae Pool #MA5497 5.50% 10/1/2054<sup>14</sup>  | 2978 | 2975 |
| Fannie Mae Pool #MA5530 5.00% 11/1/2054<sup>14</sup>  | 68185 | 66790 |
| Fannie Mae Pool #CB9770 4.50% 12/1/2054<sup>14</sup>  | 775 | 742 |
| Fannie Mae Pool #CB9768 4.50% 12/1/2054<sup>14</sup>  | 290 | 278 |
| Fannie Mae Pool #MA5552 5.00% 12/1/2054<sup>14</sup>  | 1815 | 1778 |
| Fannie Mae Pool #BU5361 5.00% 12/1/2054<sup>14</sup>  | 1784 | 1750 |
| Fannie Mae Pool #CB9616 5.50% 12/1/2054<sup>14</sup>  | 2241 | 2239 |
| Fannie Mae Pool #BU5233 6.00% 12/1/2054<sup>14</sup>  | 5267 | 5364 |
| Fannie Mae Pool #DC7823 6.00% 12/1/2054<sup>14</sup>  | 1258 | 1277 |

---

The Income Fund of America — Page 39 of 70

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB9737 5.00% 1/1/2055<sup>14</sup>  | USD3,062 | $3003 |
| Fannie Mae Pool #MA5586 5.50% 1/1/2055<sup>14</sup>  | 97 | 97 |
| Fannie Mae Pool #CB9840 6.50% 1/1/2055<sup>14</sup>  | 16641 | 17313 |
| Fannie Mae Pool #CB9836 6.50% 1/1/2055<sup>14</sup>  | 10953 | 11374 |
| Fannie Mae Pool #FA0608 5.50% 2/1/2055<sup>14</sup>  | 225797 | 225471 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055<sup>14</sup>  | 5753 | 5840 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055<sup>14</sup>  | 2175 | 2207 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055<sup>14</sup>  | 2386 | 2422 |
| Fannie Mae Pool #MA5699 5.00% 5/1/2055<sup>14</sup>  | 3559 | 3480 |
| Fannie Mae Pool #BF0133 4.00% 8/1/2056<sup>14</sup>  | 3534 | 3307 |
| Fannie Mae Pool #BF0167 3.00% 2/1/2057<sup>14</sup>  | 732 | 641 |
| Fannie Mae Pool #BF0264 3.50% 5/1/2058<sup>14</sup>  | 10719 | 9668 |
| Fannie Mae Pool #BF0332 3.00% 1/1/2059<sup>14</sup>  | 55827 | 48279 |
| Fannie Mae Pool #BM6736 4.50% 11/1/2059<sup>14</sup>  | 18632 | 18014 |
| Fannie Mae Pool #BF0497 3.00% 7/1/2060<sup>14</sup>  | 13035 | 11269 |
| Fannie Mae Pool #BF0546 2.50% 7/1/2061<sup>14</sup>  | 11394 | 9152 |
| Fannie Mae Pool #BF0548 3.00% 7/1/2061<sup>14</sup>  | 4631 | 3934 |
| Fannie Mae Pool #BF0762 3.00% 9/1/2063<sup>14</sup>  | 696 | 594 |
| Fannie Mae Pool #BF0784 3.50% 12/1/2063<sup>14</sup>  | 24879 | 22092 |
| Fannie Mae Pool #BF0786 4.00% 12/1/2063<sup>14</sup>  | 4635 | 4295 |
| Fannie Mae, Series 2007-24, Class P, 6.00% 3/25/2037<sup>14</sup>  | 115 | 122 |
| Fannie Mae, Series 2007-33, Class HE, 5.50% 4/25/2037<sup>14</sup>  | 250 | 262 |
| Fannie Mae, Series 2001-50, Class BA, 7.00% 10/25/2041<sup>14</sup>  | 50 | 51 |
| Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041<sup>14</sup>  | 69 | 73 |
| Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041<sup>14</sup>  | 73 | 75 |
| Fannie Mae, Series 2002-W1, Class 2A, 4.465% 2/25/2042<sup>11,14</sup>  | 167 | 167 |
| Freddie Mac Pool #J38387 3.00% 1/1/2033<sup>14</sup>  | 22 | 21 |
| Freddie Mac Pool #G04805 4.50% 12/1/2035<sup>14</sup>  | 1785 | 1771 |
| Freddie Mac Pool #K93772 3.00% 12/1/2036<sup>14</sup>  | 303 | 285 |
| Freddie Mac Pool #K93766 3.00% 12/1/2036<sup>14</sup>  | 295 | 277 |
| Freddie Mac Pool #G04553 6.50% 9/1/2038<sup>14</sup>  | 207 | 216 |
| Freddie Mac Pool #G08353 4.50% 7/1/2039<sup>14</sup>  | 157 | 156 |
| Freddie Mac Pool #A87892 5.00% 8/1/2039<sup>14</sup>  | 388 | 398 |
| Freddie Mac Pool #A87873 5.00% 8/1/2039<sup>14</sup>  | 154 | 155 |
| Freddie Mac Pool #G05937 4.50% 8/1/2040<sup>14</sup>  | 3602 | 3579 |
| Freddie Mac Pool #RB5071 2.00% 9/1/2040<sup>14</sup>  | 28162 | 24326 |
| Freddie Mac Pool #A96488 5.00% 1/1/2041<sup>14</sup>  | 13 | 13 |
| Freddie Mac Pool #SC0149 2.00% 3/1/2041<sup>14</sup>  | 25195 | 21739 |
| Freddie Mac Pool #Q02676 4.50% 8/1/2041<sup>14</sup>  | 263 | 257 |
| Freddie Mac Pool #Q02849 4.50% 8/1/2041<sup>14</sup>  | 202 | 199 |
| Freddie Mac Pool #G07189 4.50% 3/1/2042<sup>14</sup>  | 344 | 342 |
| Freddie Mac Pool #G07221 4.50% 6/1/2042<sup>14</sup>  | 556 | 553 |
| Freddie Mac Pool #Q23190 4.00% 11/1/2043<sup>14</sup>  | 1062 | 1026 |
| Freddie Mac Pool #Q23185 4.00% 11/1/2043<sup>14</sup>  | 847 | 817 |
| Freddie Mac Pool #Z40130 3.00% 1/1/2046<sup>14</sup>  | 4159 | 3805 |
| Freddie Mac Pool #G60559 4.00% 4/1/2046<sup>14</sup>  | 4777 | 4545 |
| Freddie Mac Pool #Q41090 4.50% 6/1/2046<sup>14</sup>  | 524 | 512 |
| Freddie Mac Pool #Q41909 4.50% 7/1/2046<sup>14</sup>  | 1031 | 1009 |
| Freddie Mac Pool #V82662 4.00% 10/1/2046<sup>14</sup>  | 3072 | 2919 |
| Freddie Mac Pool #Q44400 4.00% 11/1/2046<sup>14</sup>  | 3100 | 2945 |
| Freddie Mac Pool #SD0470 4.00% 11/1/2047<sup>14</sup>  | 5876 | 5543 |
| Freddie Mac Pool #G61733 3.00% 12/1/2047<sup>14</sup>  | 5362 | 4782 |
| Freddie Mac Pool #ZT2265 4.00% 8/1/2048<sup>14</sup>  | 3760 | 3546 |
| Freddie Mac Pool #G61628 3.50% 9/1/2048<sup>14</sup>  | 502 | 461 |

---

The Income Fund of America — Page 40 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #Z40273 4.50% 10/1/2048<sup>14</sup>  | USD319 | $311 |
| Freddie Mac Pool #SD0045 4.50% 11/1/2048<sup>14</sup>  | 14761 | 14386 |
| Freddie Mac Pool #ZN3568 4.50% 2/1/2049<sup>14</sup>  | 7 | 7 |
| Freddie Mac Pool #SD7503 3.50% 8/1/2049<sup>14</sup>  | 2854 | 2614 |
| Freddie Mac Pool #SD7508 3.50% 10/1/2049<sup>14</sup>  | 11623 | 10696 |
| Freddie Mac Pool #QA4396 2.50% 11/1/2049<sup>14</sup>  | 16 | 14 |
| Freddie Mac Pool #RA1744 4.00% 11/1/2049<sup>14</sup>  | 19320 | 18215 |
| Freddie Mac Pool #QA5125 3.50% 12/1/2049<sup>14</sup>  | 15987 | 14666 |
| Freddie Mac Pool #RA2854 2.50% 6/1/2050<sup>14</sup>  | 257 | 214 |
| Freddie Mac Pool #RA3022 2.50% 6/1/2050<sup>14</sup>  | 46 | 38 |
| Freddie Mac Pool #QB1397 2.50% 7/1/2050<sup>14</sup>  | 2349 | 1959 |
| Freddie Mac Pool #RA3054 2.50% 7/1/2050<sup>14</sup>  | 1325 | 1105 |
| Freddie Mac Pool #RA3055 2.50% 7/1/2050<sup>14</sup>  | 201 | 168 |
| Freddie Mac Pool #RA3384 3.00% 8/1/2050<sup>14</sup>  | 375 | 330 |
| Freddie Mac Pool #QB3745 2.50% 9/1/2050<sup>14</sup>  | 397 | 334 |
| Freddie Mac Pool #RA3515 2.50% 9/1/2050<sup>14</sup>  | 111 | 93 |
| Freddie Mac Pool #RA3506 3.00% 9/1/2050<sup>14</sup>  | 2808 | 2467 |
| Freddie Mac Pool #SD7525 2.50% 10/1/2050<sup>14</sup>  | 12694 | 10798 |
| Freddie Mac Pool #RA3771 2.50% 10/1/2050<sup>14</sup>  | 7319 | 6102 |
| Freddie Mac Pool #SD8106 2.00% 11/1/2050<sup>14</sup>  | 46953 | 37375 |
| Freddie Mac Pool #SD7528 2.00% 11/1/2050<sup>14</sup>  | 18832 | 15215 |
| Freddie Mac Pool #RA3987 2.50% 11/1/2050<sup>14</sup>  | 9323 | 7833 |
| Freddie Mac Pool #QB5662 2.50% 11/1/2050<sup>14</sup>  | 1019 | 857 |
| Freddie Mac Pool #QB5799 2.50% 11/1/2050<sup>14</sup>  | 60 | 50 |
| Freddie Mac Pool #RA4206 2.50% 12/1/2050<sup>14</sup>  | 13724 | 11434 |
| Freddie Mac Pool #RA4179 2.50% 12/1/2050<sup>14</sup>  | 1923 | 1602 |
| Freddie Mac Pool #RA4216 2.50% 12/1/2050<sup>14</sup>  | 19 | 16 |
| Freddie Mac Pool #QB7147 2.50% 1/1/2051<sup>14</sup>  | 303 | 254 |
| Freddie Mac Pool #SD0554 2.50% 3/1/2051<sup>14</sup>  | 2223 | 1851 |
| Freddie Mac Pool #QC1187 2.50% 4/1/2051<sup>14</sup>  | 1928 | 1606 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051<sup>14</sup>  | 886 | 737 |
| Freddie Mac Pool #RA5288 2.00% 5/1/2051<sup>14</sup>  | 10095 | 8134 |
| Freddie Mac Pool #QC1292 2.50% 5/1/2051<sup>14</sup>  | 3000 | 2507 |
| Freddie Mac Pool #SI2106 2.50% 5/1/2051<sup>14</sup>  | 269 | 225 |
| Freddie Mac Pool #RA5286 2.50% 5/1/2051<sup>14</sup>  | 58 | 49 |
| Freddie Mac Pool #RA5267 3.00% 5/1/2051<sup>14</sup>  | 1721 | 1507 |
| Freddie Mac Pool #QC3428 2.50% 6/1/2051<sup>14</sup>  | 1713 | 1427 |
| Freddie Mac Pool #QC4006 2.50% 6/1/2051<sup>14</sup>  | 501 | 417 |
| Freddie Mac Pool #SD3095 2.50% 7/1/2051<sup>14</sup>  | 4909 | 4089 |
| Freddie Mac Pool #RA5559 2.50% 7/1/2051<sup>14</sup>  | 3849 | 3205 |
| Freddie Mac Pool #QC3551 2.50% 7/1/2051<sup>14</sup>  | 991 | 830 |
| Freddie Mac Pool #QC4225 2.50% 7/1/2051<sup>14</sup>  | 483 | 405 |
| Freddie Mac Pool #SD7544 3.00% 7/1/2051<sup>14</sup>  | 615 | 543 |
| Freddie Mac Pool #QC5575 2.50% 8/1/2051<sup>14</sup>  | 80 | 67 |
| Freddie Mac Pool #SD8166 2.00% 9/1/2051<sup>14</sup>  | 796 | 634 |
| Freddie Mac Pool #RA5759 2.50% 9/1/2051<sup>14</sup>  | 4262 | 3549 |
| Freddie Mac Pool #SD7545 2.50% 9/1/2051<sup>14</sup>  | 3486 | 2949 |
| Freddie Mac Pool #RA5767 2.50% 9/1/2051<sup>14</sup>  | 1802 | 1500 |
| Freddie Mac Pool #SD5485 2.50% 9/1/2051<sup>14</sup>  | 1093 | 916 |
| Freddie Mac Pool #RA5782 2.50% 9/1/2051<sup>14</sup>  | 534 | 451 |
| Freddie Mac Pool #QC6761 2.50% 9/1/2051<sup>14</sup>  | 112 | 93 |
| Freddie Mac Pool #RA5971 3.00% 9/1/2051<sup>14</sup>  | 23427 | 20609 |
| Freddie Mac Pool #QC6456 3.00% 9/1/2051<sup>14</sup>  | 4300 | 3736 |
| Freddie Mac Pool #RA5901 3.00% 9/1/2051<sup>14</sup>  | 1667 | 1461 |

---

The Income Fund of America — Page 41 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD1345 2.50% 10/1/2051<sup>14</sup>  | USD11,753 | $9791 |
| Freddie Mac Pool #SD2880 3.00% 10/1/2051<sup>14</sup>  | 4374 | 3831 |
| Freddie Mac Pool #SD0734 3.00% 10/1/2051<sup>14</sup>  | 1459 | 1283 |
| Freddie Mac Pool #QD1841 2.00% 11/1/2051<sup>14</sup>  | 2088 | 1660 |
| Freddie Mac Pool #RA6347 3.00% 11/1/2051<sup>14</sup>  | 1840 | 1612 |
| Freddie Mac Pool #SD8182 2.00% 12/1/2051<sup>14</sup>  | 820 | 653 |
| Freddie Mac Pool #RA6483 2.50% 12/1/2051<sup>14</sup>  | 3448 | 2905 |
| Freddie Mac Pool #SD8183 2.50% 12/1/2051<sup>14</sup>  | 179 | 149 |
| Freddie Mac Pool #SD5712 2.50% 1/1/2052<sup>14</sup>  | 2695 | 2257 |
| Freddie Mac Pool #RA6652 2.50% 1/1/2052<sup>14</sup>  | 576 | 481 |
| Freddie Mac Pool #SD7552 2.50% 1/1/2052<sup>14</sup>  | 125 | 105 |
| Freddie Mac Pool #SD7551 3.00% 1/1/2052<sup>14</sup>  | 53767 | 47310 |
| Freddie Mac Pool #SD0813 3.00% 1/1/2052<sup>14</sup>  | 435 | 382 |
| Freddie Mac Pool #SD0803 3.00% 1/1/2052<sup>14</sup>  | 351 | 308 |
| Freddie Mac Pool #SD8193 2.00% 2/1/2052<sup>14</sup>  | 838 | 667 |
| Freddie Mac Pool #QD7187 2.50% 2/1/2052<sup>14</sup>  | 789 | 657 |
| Freddie Mac Pool #QE0849 2.50% 2/1/2052<sup>14</sup>  | 460 | 383 |
| Freddie Mac Pool #QD7089 3.50% 2/1/2052<sup>14</sup>  | 5176 | 4709 |
| Freddie Mac Pool #SD5343 2.00% 3/1/2052<sup>14</sup>  | 2811 | 2237 |
| Freddie Mac Pool #SD8199 2.00% 3/1/2052<sup>14</sup>  | 1623 | 1290 |
| Freddie Mac Pool #QD8010 2.00% 3/1/2052<sup>14</sup>  | 940 | 747 |
| Freddie Mac Pool #QD8820 2.00% 3/1/2052<sup>14</sup>  | 173 | 137 |
| Freddie Mac Pool #QE0957 2.50% 3/1/2052<sup>14</sup>  | 170 | 143 |
| Freddie Mac Pool #RA7091 2.50% 3/1/2052<sup>14</sup>  | 85 | 71 |
| Freddie Mac Pool #SD7553 3.00% 3/1/2052<sup>14</sup>  | 5268 | 4643 |
| Freddie Mac Pool #SD8204 2.00% 4/1/2052<sup>14</sup>  | 1281 | 1018 |
| Freddie Mac Pool #QE0312 2.00% 4/1/2052<sup>14</sup>  | 958 | 761 |
| Freddie Mac Pool #SD3478 2.50% 4/1/2052<sup>14</sup>  | 8202 | 6826 |
| Freddie Mac Pool #SD7554 2.50% 4/1/2052<sup>14</sup>  | 1849 | 1565 |
| Freddie Mac Pool #QE1005 2.50% 4/1/2052<sup>14</sup>  | 193 | 161 |
| Freddie Mac Pool #QE1102 2.50% 4/1/2052<sup>14</sup>  | 175 | 145 |
| Freddie Mac Pool #QE0292 2.50% 4/1/2052<sup>14</sup>  | 158 | 132 |
| Freddie Mac Pool #SD1099 2.50% 5/1/2052<sup>14</sup>  | 132 | 111 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052<sup>14</sup>  | 9443 | 8210 |
| Freddie Mac Pool #SD8219 2.50% 6/1/2052<sup>14</sup>  | 847 | 705 |
| Freddie Mac Pool #SD8220 3.00% 6/1/2052<sup>14</sup>  | 11045 | 9602 |
| Freddie Mac Pool #SD8224 2.50% 7/1/2052<sup>14</sup>  | 325 | 270 |
| Freddie Mac Pool #SD3416 2.50% 7/1/2052<sup>14</sup>  | 283 | 235 |
| Freddie Mac Pool #SD1502 4.00% 7/1/2052<sup>14</sup>  | 5005 | 4674 |
| Freddie Mac Pool #SD7556 3.00% 8/1/2052<sup>14</sup>  | 9548 | 8398 |
| Freddie Mac Pool #QE8579 4.50% 8/1/2052<sup>14</sup>  | 210 | 201 |
| Freddie Mac Pool #QF0212 4.50% 9/1/2052<sup>14</sup>  | 969 | 929 |
| Freddie Mac Pool #QE9497 4.50% 9/1/2052<sup>14</sup>  | 242 | 232 |
| Freddie Mac Pool #SD1608 4.50% 9/1/2052<sup>14</sup>  | 143 | 137 |
| Freddie Mac Pool #QF0103 5.00% 9/1/2052<sup>14</sup>  | 89067 | 87490 |
| Freddie Mac Pool #RA7938 5.00% 9/1/2052<sup>14</sup>  | 2408 | 2367 |
| Freddie Mac Pool #SD8256 4.00% 10/1/2052<sup>14</sup>  | 8143 | 7607 |
| Freddie Mac Pool #QF1236 4.50% 10/1/2052<sup>14</sup>  | 1396 | 1338 |
| Freddie Mac Pool #SD2465 4.50% 10/1/2052<sup>14</sup>  | 93 | 89 |
| Freddie Mac Pool #SD8273 3.50% 11/1/2052<sup>14</sup>  | 30250 | 27326 |
| Freddie Mac Pool #SD8276 5.00% 12/1/2052<sup>14</sup>  | 13251 | 13018 |
| Freddie Mac Pool #SD8299 5.00% 2/1/2053<sup>14</sup>  | 547 | 537 |
| Freddie Mac Pool #RA8544 5.50% 2/1/2053<sup>14</sup>  | 18013 | 18036 |
| Freddie Mac Pool #QG2913 4.50% 4/1/2053<sup>14</sup>  | 843 | 807 |

---

The Income Fund of America — Page 42 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD2716 5.00% 4/1/2053<sup>14</sup>  | USD2,715 | $2667 |
| Freddie Mac Pool #RA8647 4.50% 5/1/2053<sup>14</sup>  | 97 | 93 |
| Freddie Mac Pool #SD8323 5.00% 5/1/2053<sup>14</sup>  | 3005 | 2950 |
| Freddie Mac Pool #SD8329 5.00% 6/1/2053<sup>14</sup>  | 904 | 887 |
| Freddie Mac Pool #SD8331 5.50% 6/1/2053<sup>14</sup>  | 1436 | 1436 |
| Freddie Mac Pool #RA9294 6.50% 6/1/2053<sup>14</sup>  | 1053 | 1093 |
| Freddie Mac Pool #RA9292 6.50% 6/1/2053<sup>14</sup>  | 922 | 954 |
| Freddie Mac Pool #RA9288 6.50% 6/1/2053<sup>14</sup>  | 870 | 909 |
| Freddie Mac Pool #RA9289 6.50% 6/1/2053<sup>14</sup>  | 860 | 897 |
| Freddie Mac Pool #RA9287 6.50% 6/1/2053<sup>14</sup>  | 610 | 638 |
| Freddie Mac Pool #RA9290 6.50% 6/1/2053<sup>14</sup>  | 470 | 489 |
| Freddie Mac Pool #RA9291 6.50% 6/1/2053<sup>14</sup>  | 287 | 297 |
| Freddie Mac Pool #RA9295 6.50% 6/1/2053<sup>14</sup>  | 251 | 265 |
| Freddie Mac Pool #SD8341 5.00% 7/1/2053<sup>14</sup>  | 78 | 77 |
| Freddie Mac Pool #SD8342 5.50% 7/1/2053<sup>14</sup>  | 5492 | 5496 |
| Freddie Mac Pool #QG7411 5.50% 7/1/2053<sup>14</sup>  | 918 | 919 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053<sup>14</sup>  | 330 | 338 |
| Freddie Mac Pool #QG9084 5.50% 8/1/2053<sup>14</sup>  | 3536 | 3539 |
| Freddie Mac Pool #QG9008 5.50% 8/1/2053<sup>14</sup>  | 3272 | 3276 |
| Freddie Mac Pool #QG9628 5.50% 8/1/2053<sup>14</sup>  | 3213 | 3215 |
| Freddie Mac Pool #QG9141 5.50% 8/1/2053<sup>14</sup>  | 2083 | 2086 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053<sup>14</sup>  | 210 | 210 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053<sup>14</sup>  | 3335 | 3388 |
| Freddie Mac Pool #SD8368 6.00% 10/1/2053<sup>14</sup>  | 10015 | 10175 |
| Freddie Mac Pool #SD8390 4.00% 11/1/2053<sup>14</sup>  | 1968 | 1836 |
| Freddie Mac Pool #SD4977 5.00% 11/1/2053<sup>14</sup>  | 9654 | 9477 |
| Freddie Mac Pool #SD4571 5.50% 11/1/2053<sup>14</sup>  | 27032 | 27053 |
| Freddie Mac Pool #SD4816 2.50% 1/1/2054<sup>14</sup>  | 116 | 97 |
| Freddie Mac Pool #SD5856 3.50% 1/1/2054<sup>14</sup>  | 12475 | 11269 |
| Freddie Mac Pool #RJ0668 6.00% 1/1/2054<sup>14</sup>  | 6696 | 6817 |
| Freddie Mac Pool #SD4693 6.50% 1/1/2054<sup>14</sup>  | 510 | 528 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054<sup>14</sup>  | 697 | 697 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054<sup>14</sup>  | 5109 | 5190 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054<sup>14</sup>  | 2416 | 2413 |
| Freddie Mac Pool #RJ1216 5.50% 4/1/2054<sup>14</sup>  | 406 | 408 |
| Freddie Mac Pool #RJ1215 5.50% 4/1/2054<sup>14</sup>  | 308 | 308 |
| Freddie Mac Pool #SD5303 6.00% 4/1/2054<sup>14</sup>  | 1707 | 1744 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054<sup>14</sup>  | 192 | 196 |
| Freddie Mac Pool #SD8432 6.00% 5/1/2054<sup>14</sup>  | 386 | 392 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054<sup>14</sup>  | 243 | 249 |
| Freddie Mac Pool #RJ1768 5.50% 6/1/2054<sup>14</sup>  | 1939 | 1946 |
| Freddie Mac Pool #RJ1785 6.00% 6/1/2054<sup>14</sup>  | 2916 | 2979 |
| Freddie Mac Pool #RJ1779 6.00% 6/1/2054<sup>14</sup>  | 2040 | 2084 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054<sup>14</sup>  | 99 | 100 |
| Freddie Mac Pool #SD8446 5.50% 7/1/2054<sup>14</sup>  | 23756 | 23727 |
| Freddie Mac Pool #QI8872 5.50% 7/1/2054<sup>14</sup>  | 5188 | 5187 |
| Freddie Mac Pool #RJ1963 5.50% 7/1/2054<sup>14</sup>  | 2747 | 2744 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054<sup>14</sup>  | 3361 | 3449 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054<sup>14</sup>  | 2408 | 2452 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054<sup>14</sup>  | 1592 | 1616 |
| Freddie Mac Pool #SD5813 6.00% 7/1/2054<sup>14</sup>  | 999 | 1022 |
| Freddie Mac Pool #QI8874 6.00% 7/1/2054<sup>14</sup>  | 843 | 859 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054<sup>14</sup>  | 348 | 355 |
| Freddie Mac Pool #RJ2200 5.50% 8/1/2054<sup>14</sup>  | 1039 | 1040 |

---

The Income Fund of America — Page 43 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RJ2206 5.50% 8/1/2054<sup>14</sup>  | USD699 | $700 |
| Freddie Mac Pool #RJ2243 5.50% 8/1/2054<sup>14</sup>  | 595 | 595 |
| Freddie Mac Pool #RJ2203 5.50% 8/1/2054<sup>14</sup>  | 106 | 106 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054<sup>14</sup>  | 7306 | 7417 |
| Freddie Mac Pool #RJ2212 6.00% 8/1/2054<sup>14</sup>  | 3715 | 3811 |
| Freddie Mac Pool #RJ2216 6.00% 8/1/2054<sup>14</sup>  | 1290 | 1314 |
| Freddie Mac Pool #SD6029 6.00% 8/1/2054<sup>14</sup>  | 576 | 588 |
| Freddie Mac Pool #RJ2210 6.00% 8/1/2054<sup>14</sup>  | 431 | 439 |
| Freddie Mac Pool #QJ1576 6.50% 8/1/2054<sup>14</sup>  | 3484 | 3597 |
| Freddie Mac Pool #RJ2222 6.50% 8/1/2054<sup>14</sup>  | 706 | 733 |
| Freddie Mac Pool #RJ2247 6.50% 8/1/2054<sup>14</sup>  | 573 | 595 |
| Freddie Mac Pool #RJ2228 6.50% 8/1/2054<sup>14</sup>  | 333 | 344 |
| Freddie Mac Pool #SD8462 5.50% 9/1/2054<sup>14</sup>  | 66711 | 66630 |
| Freddie Mac Pool #SD6328 5.50% 9/1/2054<sup>14</sup>  | 2205 | 2222 |
| Freddie Mac Pool #RJ2422 5.50% 9/1/2054<sup>14</sup>  | 1802 | 1803 |
| Freddie Mac Pool #QJ3044 5.50% 9/1/2054<sup>14</sup>  | 1002 | 1001 |
| Freddie Mac Pool #RJ2415 5.50% 9/1/2054<sup>14</sup>  | 752 | 755 |
| Freddie Mac Pool #RJ2408 5.50% 9/1/2054<sup>14</sup>  | 679 | 679 |
| Freddie Mac Pool #SD8463 6.00% 9/1/2054<sup>14</sup>  | 9543 | 9688 |
| Freddie Mac Pool #RJ2314 6.00% 9/1/2054<sup>14</sup>  | 2008 | 2046 |
| Freddie Mac Pool #RJ2312 6.00% 9/1/2054<sup>14</sup>  | 1100 | 1123 |
| Freddie Mac Pool #RJ2308 6.00% 9/1/2054<sup>14</sup>  | 1023 | 1049 |
| Freddie Mac Pool #RJ2306 6.00% 9/1/2054<sup>14</sup>  | 953 | 974 |
| Freddie Mac Pool #RJ2309 6.00% 9/1/2054<sup>14</sup>  | 626 | 638 |
| Freddie Mac Pool #SD6404 6.50% 9/1/2054<sup>14</sup>  | 10292 | 10630 |
| Freddie Mac Pool #RJ2474 6.50% 9/1/2054<sup>14</sup>  | 346 | 358 |
| Freddie Mac Pool #RJ2411 6.50% 9/1/2054<sup>14</sup>  | 235 | 243 |
| Freddie Mac Pool #RJ2470 6.50% 9/1/2054<sup>14</sup>  | 125 | 129 |
| Freddie Mac Pool #RJ2664 5.00% 10/1/2054<sup>14</sup>  | 2507 | 2459 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054<sup>14</sup>  | 38091 | 38045 |
| Freddie Mac Pool #RJ2860 5.00% 11/1/2054<sup>14</sup>  | 11908 | 11667 |
| Freddie Mac Pool #RJ2836 5.00% 11/1/2054<sup>14</sup>  | 3701 | 3629 |
| Freddie Mac Pool #RJ2913 5.50% 11/1/2054<sup>14</sup>  | 9611 | 9611 |
| Freddie Mac Pool #RJ2917 5.50% 11/1/2054<sup>14</sup>  | 4139 | 4141 |
| Freddie Mac Pool #RJ2845 6.00% 11/1/2054<sup>14</sup>  | 2568 | 2615 |
| Freddie Mac Pool #RJ2922 6.00% 11/1/2054<sup>14</sup>  | 1543 | 1569 |
| Freddie Mac Pool #RJ3017 5.00% 12/1/2054<sup>14</sup>  | 10272 | 10071 |
| Freddie Mac Pool #RJ3163 5.00% 12/1/2054<sup>14</sup>  | 6069 | 5950 |
| Freddie Mac Pool #QX1743 5.00% 12/1/2054<sup>14</sup>  | 1522 | 1493 |
| Freddie Mac Pool #QX2834 5.00% 12/1/2054<sup>14</sup>  | 501 | 492 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054<sup>14</sup>  | 5281 | 5273 |
| Freddie Mac Pool #QX0376 5.50% 12/1/2054<sup>14</sup>  | 1874 | 1874 |
| Freddie Mac Pool #RJ3240 6.00% 1/1/2055<sup>14</sup>  | 2215 | 2256 |
| Freddie Mac Pool #RJ3301 6.00% 1/1/2055<sup>14</sup>  | 920 | 943 |
| Freddie Mac Pool #RJ3305 6.00% 1/1/2055<sup>14</sup>  | 630 | 645 |
| Freddie Mac Pool #RJ3241 6.50% 1/1/2055<sup>14</sup>  | 14145 | 14710 |
| Freddie Mac Pool #RJ3264 4.50% 2/1/2055<sup>14</sup>  | 2610 | 2498 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055<sup>14</sup>  | 1214 | 1232 |
| Freddie Mac Pool #SD8532 5.00% 5/1/2055<sup>14</sup>  | 2485 | 2430 |
| Freddie Mac, Series 3257, Class PA, 5.50% 12/15/2036<sup>14</sup>  | 253 | 266 |
| Freddie Mac, Series 3286, Class JN, 5.50% 2/15/2037<sup>14</sup>  | 184 | 193 |
| Freddie Mac, Series 3318, Class JT, 5.50% 5/15/2037<sup>14</sup>  | 106 | 111 |
| Freddie Mac, Series K755, Class A2, Multi Family, 5.203% 2/25/2031<sup>14</sup>  | 21362 | 22329 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056<sup>11,14</sup>  | 1762 | 1653 |

---

The Income Fund of America — Page 44 of 70

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 1/25/2056<sup>14</sup>  | USD269 | $251 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 7/25/2056<sup>11,14</sup>  | 1784 | 1697 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056<sup>14</sup>  | 2753 | 2577 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056<sup>11,14</sup>  | 2664 | 2484 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057<sup>11,14</sup>  | 500 | 452 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057<sup>14</sup>  | 412 | 374 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 6/25/2057<sup>14</sup>  | 825 | 798 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 8/25/2058<sup>14</sup>  | 5055 | 4825 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059<sup>14</sup>  | 3725 | 3462 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 11/25/2028<sup>14</sup>  | 1867 | 1820 |
| Government National Mortgage Assn. 4.00% 5/1/2055<sup>14,15</sup>  | 279 | 260 |
| Government National Mortgage Assn. Pool #783687 4.50% 12/20/2041<sup>14</sup>  | 265 | 258 |
| Government National Mortgage Assn. Pool #BD3903 4.00% 1/20/2048<sup>14</sup>  | 4266 | 3992 |
| Government National Mortgage Assn. Pool #BE3194 4.00% 1/20/2048<sup>14</sup>  | 930 | 871 |
| Government National Mortgage Assn. Pool #MA5192 4.00% 5/20/2048<sup>14</sup>  | 3239 | 3058 |
| Government National Mortgage Assn. Pool #MA6217 2.50% 10/20/2049<sup>14</sup>  | 28 | 24 |
| Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050<sup>14</sup>  | 50354 | 41124 |
| Government National Mortgage Assn. Pool #MA7534 2.50% 8/20/2051<sup>14</sup>  | 34331 | 29284 |
| Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/2052<sup>14</sup>  | 886 | 756 |
| Government National Mortgage Assn. Pool #MA8150 4.00% 7/20/2052<sup>14</sup>  | 21 | 20 |
| Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052<sup>14</sup>  | 2747 | 2569 |
| Government National Mortgage Assn. Pool #MA8426 4.00% 11/20/2052<sup>14</sup>  | 1687 | 1576 |
| Government National Mortgage Assn. Pool #MA8799 4.50% 4/20/2053<sup>14</sup>  | 24923 | 23963 |
| Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053<sup>14</sup>  | 4774 | 4588 |
| Government National Mortgage Assn. Pool #MA9722 4.00% 6/20/2054<sup>14</sup>  | 1746 | 1627 |
| Government National Mortgage Assn. Pool #MB0023 4.00% 11/20/2054<sup>14</sup>  | 5091 | 4741 |
| Government National Mortgage Assn. Pool #MB0144 4.00% 1/20/2055<sup>14</sup>  | 2947 | 2745 |
| Government National Mortgage Assn. Pool #MB0202 4.00% 2/20/2055<sup>14</sup>  | 612 | 570 |
| Government National Mortgage Assn. Pool #MB0256 4.00% 3/20/2055<sup>14</sup>  | 1035 | 964 |
| Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063<sup>14</sup>  | 4568 | 3355 |
| Uniform Mortgage-Backed Security 2.50% 5/1/2055<sup>14,15</sup>  | 64059 | 53264 |
| Uniform Mortgage-Backed Security 3.00% 5/1/2055<sup>14,15</sup>  | 7524 | 6531 |
| Uniform Mortgage-Backed Security 3.50% 5/1/2055<sup>14,15</sup>  | 14256 | 12868 |
| Uniform Mortgage-Backed Security 4.00% 5/1/2055<sup>14,15</sup>  | 10933 | 10191 |
| Uniform Mortgage-Backed Security 4.50% 5/1/2055<sup>14,15</sup>  | 15307 | 14640 |
| Uniform Mortgage-Backed Security 5.00% 5/1/2055<sup>14,15</sup>  | 133184 | 130394 |
| Uniform Mortgage-Backed Security 5.50% 5/1/2055<sup>14,15</sup>  | 142905 | 142619 |
| Uniform Mortgage-Backed Security 6.00% 5/1/2055<sup>14,15</sup>  | 251050 | 254707 |
| Uniform Mortgage-Backed Security 6.50% 5/1/2055<sup>14,15</sup>  | 24804 | 25546 |
| Uniform Mortgage-Backed Security 2.00% 6/1/2055<sup>14,15</sup>  | 99786 | 79197 |
| Uniform Mortgage-Backed Security 2.50% 6/1/2055<sup>14,15</sup>  | 272597 | 226724 |
| Uniform Mortgage-Backed Security 3.00% 6/1/2055<sup>14,15</sup>  | 72950 | 63327 |
| Uniform Mortgage-Backed Security 3.50% 6/1/2055<sup>14,15</sup>  | 7435 | 6709 |
| Uniform Mortgage-Backed Security 4.00% 6/1/2055<sup>14,15</sup>  | 1459 | 1359 |
| Uniform Mortgage-Backed Security 4.50% 6/1/2055<sup>14,15</sup>  | 30836 | 29480 |
| Uniform Mortgage-Backed Security 6.50% 6/1/2055<sup>14,15</sup>  | 161924 | 166611 |
|  |  | 4430086 |
| **Commercial mortgage-backed securities 0.59%** |  |  |
| AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038<sup>8,14</sup>  | 11195 | 10734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Commercial Mortgage Trust, Series 24-IND, Class A, <br>(1-month USD CME Term SOFR + 1.69%) 6.013% 7/15/2041<sup>8,11,14</sup>  | 1566 | 1568 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 7.935% 11/10/2029<sup>8,11,14</sup>  | 7871 | 7836 |
| Bank Commercial Mortgage Trust, Series 2024-BNK48, Class AS, 5.355% 10/15/2034<sup>11,14</sup>  | 1532 | 1512 |

---

The Income Fund of America — Page 45 of 70

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Bank Commercial Mortgage Trust, Series 2019-BN16, Class A4, 4.005% 2/15/2052<sup>14</sup>  | USD1,810 | $1766 |
| Bank Commercial Mortgage Trust, Series 2019-BN17, Class A4, 3.714% 4/15/2052<sup>14</sup>  | 240 | 233 |
| Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055<sup>14</sup>  | 2230 | 2145 |
| Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056<sup>14</sup>  | 1135 | 1148 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class A3, 6.50% 12/15/2056<sup>14</sup>  | 10734 | 11343 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 7.274% 12/15/2056<sup>11,14</sup>  | 3328 | 3558 |
| Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057<sup>14</sup>  | 7320 | 7583 |
| Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057<sup>14</sup>  | 2190 | 2290 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057<sup>11,14</sup>  | 6459 | 6775 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057<sup>11,14</sup>  | 3040 | 3141 |
| Bank Commercial Mortgage Trust, Series 2025-BNK49, Class A5, 5.623% 3/15/2058<sup>11,14</sup>  | 19563 | 20330 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A5, 3.688% 2/15/2061<sup>14</sup>  | 480 | 469 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A4, 3.428% 2/17/2061<sup>14</sup>  | 294 | 286 |
| Bank Commercial Mortgage Trust, Series 2018-BN12, Class A4, 4.255% 5/15/2061<sup>11,14</sup>  | 5772 | 5716 |
| Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061<sup>14</sup>  | 5655 | 5278 |
| Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062<sup>14</sup>  | 3260 | 3087 |
| Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063<sup>14</sup>  | 3772 | 3387 |
| Bank5, Series 2025-5YR14, Class AS, 6.072% 4/15/2058<sup>14</sup>  | 10227 | 10695 |
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.60% 6/15/2055<sup>11,14</sup>  | 780 | 768 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056<sup>14</sup>  | 5296 | 5467 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 6.00% 9/15/2056<sup>11,14</sup>  | 3200 | 3420 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057<sup>14</sup>  | 2906 | 2985 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051<sup>11,14</sup>  | 5718 | 5607 |
| Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 4/10/2051<sup>14</sup>  | 4806 | 4722 |
| Benchmark Mortgage Trust, Series 2018-B8, Class A5, 4.232% 1/15/2052<sup>14</sup>  | 5996 | 5856 |
| Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053<sup>14</sup>  | 3146 | 2771 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053<sup>11,14</sup>  | 3037 | 3003 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057<sup>14</sup>  | 3351 | 3472 |
| Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057<sup>11,14</sup>  | 930 | 965 |
| Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057<sup>14</sup>  | 983 | 1005 |
| Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057<sup>14</sup>  | 2702 | 2818 |
| BENCHMARK Mortgage Trust, Series 2025-V14, Class A4, 5.66% 4/15/2058<sup>14</sup>  | 11006 | 11442 |
| BENCHMARK Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2058<sup>14</sup>  | 5802 | 6041 |
| BFLD Trust, Series 2024-WRHS, Class A, (1-month USD CME Term SOFR + 1.492%) 5.814% 8/15/2026<sup>8,11,14</sup>  | 7416 | 7420 |
| BFLD Trust, Series 24-WRHS, Class B, (1-month USD CME Term SOFR + 1.99%) 6.372% 8/15/2026<sup>8,11,14</sup>  | 5065 | 5044 |
| BMO Mortgage Trust, Series 2022-C2, Class A5, 4.974% 7/15/2054<sup>11,14</sup>  | 3460 | 3475 |
| BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056<sup>14</sup>  | 1962 | 2049 |
| BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057<sup>11,14</sup>  | 11120 | 11525 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057<sup>11,14</sup>  | 2300 | 2384 |
| BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058<sup>14</sup>  | 17244 | 18001 |
| BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058<sup>11,14</sup>  | 9284 | 9692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boca Commercial Mortgage Trust, Series 2024-BOCA, Class A, <br>(1-month USD CME Term SOFR + 1.921%) 6.243% 8/15/2041<sup>8,11,14</sup>  | 8000 | 8000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, <br>(1-month USD CME Term SOFR + 1.293%) 5.672% 12/15/2039<sup>8,11,14</sup>  | 8120 | 8101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class B, <br>(1-month USD CME Term SOFR + 1.642%) 6.022% 12/15/2039<sup>8,11,14</sup>  | 1533 | 1523 |
| BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.764% 11/15/2026<sup>8,11,14</sup>  | 12632 | 12620 |
| BX Trust, Series 2024-FNX, Class B, (1-month USD CME Term SOFR + 1.742%) 6.064% 11/15/2026<sup>8,11,14</sup>  | 3433 | 3429 |
| BX Trust, Series 2024-CNYN, Class A, (1-month USD CME Term SOFR + 1.442%) 5.764% 4/15/2029<sup>8,11,14</sup>  | 10180 | 10187 |
| BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.863% 5/15/2034<sup>8,11,14</sup>  | 3493 | 3496 |
| BX Trust, Series 2021-SDMF, Class A, (1-month USD CME Term SOFR + 0.703%) 5.025% 9/15/2034<sup>8,11,14</sup>  | 9347 | 9303 |
| BX Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 5.136% 9/15/2036<sup>8,11,14</sup>  | 7624 | 7556 |
| BX Trust, Series 2021-VOLT, Class B, (1-month USD CME Term SOFR + 1.064%) 5.386% 9/15/2036<sup>8,11,14</sup>  | 220 | 218 |

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The Income Fund of America — Page 46 of 70

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 5.335% 10/15/2036<sup>8,11,14</sup>  | USD11,621 | $11540 |
| BX Trust, Series 2021-ARIA, Class B, (1-month USD CME Term SOFR + 1.411%) 5.733% 10/15/2036<sup>8,11,14</sup>  | 9946 | 9878 |
| BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.813% 4/15/2037<sup>8,11,14</sup>  | 6633 | 6638 |
| BX Trust, Series 2021-SOAR, Class A, (1-month USD CME Term SOFR + 0.784%) 5.106% 6/15/2038<sup>8,11,14</sup>  | 6112 | 6089 |
| BX Trust, Series 2021-SOAR, Class B, (1-month USD CME Term SOFR + 0.984%) 5.306% 6/15/2038<sup>8,11,14</sup>  | 1790 | 1782 |
| BX Trust, Series 2021-SOAR, Class C, (1-month USD CME Term SOFR + 1.214%) 5.536% 6/15/2038<sup>8,11,14</sup>  | 1616 | 1605 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 5.286% 11/15/2038<sup>8,11,14</sup>  | 9009 | 8979 |
| BX Trust, Series 2022-AHP, Class A, (1-month USD CME Term SOFR + 0.99%) 5.312% 2/15/2039<sup>8,11,14</sup>  | 12167 | 12120 |
| BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 6.013% 8/15/2039<sup>8,11,14</sup>  | 27462 | 27506 |
| BX Trust, Series 2024-BIO2, Class A, 5.413% 8/13/2041<sup>8,11,14</sup>  | 17828 | 17982 |
| BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.864% 11/15/2041<sup>8,11,14</sup>  | 10869 | 10883 |
| BX Trust, Series 2024-GPA2, Class B, (1-month USD CME Term SOFR + 1.892%) 6.214% 11/15/2041<sup>8,11,14</sup>  | 4935 | 4940 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 6.213% 7/15/2041<sup>8,11,14</sup>  | 4768 | 4776 |
| CALI Mortgage Trust, Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 6.662% 7/15/2041<sup>8,11,14</sup>  | 5091 | 5074 |
| CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 6.942% 8/15/2041<sup>8,11,14</sup>  | 12536 | 12494 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040<sup>8,11,14</sup>  | 8114 | 8371 |
| Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049<sup>14</sup>  | 1440 | 1417 |
| Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 5/10/2049<sup>14</sup>  | 350 | 343 |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 4/15/2050<sup>11,14</sup>  | 450 | 431 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/10/2040<sup>8,14</sup>  | 6864 | 7107 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class B, 6.804% 9/10/2040<sup>8,14</sup>  | 3537 | 3657 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class C, 7.14% 9/10/2040<sup>8,11,14</sup>  | 2720 | 2805 |
| Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049<sup>14</sup>  | 400 | 391 |
| ELM Trust 2024, Series 2024-ELM, Class A15, 5.801% 6/10/2039<sup>8,11,14</sup>  | 1928 | 1941 |
| ELM Trust 2024, Series 2024-ELM, Class A10, 5.994% 6/10/2039<sup>8,11,14</sup>  | 2190 | 2222 |
| ELM Trust 2024, Series 2024-ELM, Class B10, 6.195% 6/10/2039<sup>8,11,14</sup>  | 880 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class A, <br>(1-month USD CME Term SOFR + 1.194%) 5.516% 7/15/2038<sup>8,11,14</sup>  | 3879 | 3877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class B, <br>(1-month USD CME Term SOFR + 1.494%) 5.816% 7/15/2038<sup>8,11,14</sup>  | 3540 | 3530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class C, <br>(1-month USD CME Term SOFR + 1.814%) 6.136% 7/15/2038<sup>8,11,14</sup>  | 3697 | 3687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class D, <br>(1-month USD CME Term SOFR + 2.364%) 6.686% 7/15/2038<sup>8,11,14</sup>  | 1622 | 1617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, <br>(1-month USD CME Term SOFR + 1.45%) 5.772% 12/15/2029<sup>8,11,14</sup>  | 6068 | 6029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FS Trust, Series 2024-HULA, Class A, (1-month USD CME Term SOFR + 1.811%) <br>6.133% 8/15/2039<sup>8,11,14</sup>  | 8000 | 8011 |
| Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 6.013% 5/15/2041<sup>8,11,14</sup>  | 19885 | 19909 |
| GS Mortgage Securities Trust, Series 2023-SHIP, Class B, 5.101% 9/15/2038<sup>8,11,14</sup>  | 2632 | 2621 |
| GS Mortgage Securities Trust, Series 2024-70P, Class A, 4.956% 3/10/2041<sup>8,11,14</sup>  | 3831 | 3833 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050<sup>14</sup>  | 940 | 909 |
| GS Mortgage Securities Trust, Series 2019-GC38, Class A4, 3.968% 2/10/2052<sup>14</sup>  | 240 | 233 |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053<sup>14</sup>  | 6571 | 5903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, <br>(1-month USD CME Term SOFR + 1.393%) 5.715% 3/15/2042<sup>8,11,14</sup>  | 10765 | 10682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class B, <br>(1-month USD CME Term SOFR + 1.742%) 6.064% 3/15/2042<sup>8,11,14</sup>  | 1617 | 1603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class C, <br>(1-month USD CME Term SOFR + 2.042%) 6.364% 3/15/2042<sup>8,11,14</sup>  | 422 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class D, <br>(1-month USD CME Term SOFR + 2.591%) 6.913% 3/15/2042<sup>8,11,14</sup>  | 1901 | 1884 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class E, (1-month USD CME Term SOFR + 3.29%) 7.612% 3/15/2042<sup>8,11,14</sup>  | 5388 | 5181 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.462% 2/5/2045<sup>8,11,14</sup>  | 7802 | 7956 |

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The Income Fund of America — Page 47 of 70

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 5.876% 5/10/2039<sup>8,11,14</sup>  | USD591 | $599 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.649% 1/13/2040<sup>8,11,14</sup>  | 26828 | 27603 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A5, 3.694% 3/15/2050<sup>14</sup>  | 1510 | 1468 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050<sup>14</sup>  | 560 | 536 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039<sup>8,14</sup>  | 3421 | 3129 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.377% 1/5/2039<sup>8,14</sup>  | 1165 | 1034 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C, 3.565% 1/5/2039<sup>8,11,14</sup>  | 328 | 278 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648% 12/15/2049<sup>11,14</sup>  | 4810 | 4728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, <br>(1-month USD CME Term SOFR + 1.593%) 5.915% 11/15/2039<sup>8,11,14</sup>  | 3453 | 3442 |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class A, 2.13% 9/10/2039<sup>8,14</sup>  | 15628 | 14719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A, <br>(1-month USD CME Term SOFR + 0.915%) 5.237% 4/15/2038<sup>8,11,14</sup>  | 785 | 785 |
| Morgan Stanley BAML Trust, Series 2025-5C1, Class AS, 6.011% 3/15/2030<sup>14</sup>  | 21684 | 22395 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A-4, 3.306% 4/15/2048<sup>14</sup>  | 277 | 277 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class AS, 3.561% 4/15/2048<sup>14</sup>  | 2795 | 2735 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class AS, 4.036% 5/15/2048<sup>11,14</sup>  | 3230 | 3178 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A-4, 3.72% 12/15/2049<sup>14</sup>  | 580 | 569 |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048<sup>14</sup>  | 1000 | 978 |
| Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.919% 4/15/2055<sup>11,14</sup>  | 590 | 542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multi Family Connecticut Avenue Securities, Series 2024-01, Class M10, <br>(30-day Average USD-SOFR + 3.85%) 8.204% 7/25/2054<sup>8,11,14</sup>  | 2427 | 2528 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.286% 2/10/2047<sup>8,11,14</sup>  | 613 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, <br>(1-month USD CME Term SOFR + 1.392%) 5.714% 5/15/2039<sup>8,11,14</sup>  | 12566 | 12465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, <br>(1-month USD CME Term SOFR + 1.741%) 6.063% 5/15/2039<sup>8,11,14</sup>  | 486 | 475 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585% 7/15/2041<sup>8,14</sup>  | 5645 | 4937 |
| SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 5.167% 11/15/2038<sup>8,11,14</sup>  | 8066 | 8034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, <br>(1-month USD CME Term SOFR + 1.00%) 5.322% 1/15/2039<sup>8,11,14</sup>  | 19555 | 19468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, <br>(1-month USD CME Term SOFR + 1.443%) 5.765% 3/15/2042<sup>8,11,14</sup>  | 18296 | 18011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class A, <br>(1-month USD CME Term SOFR + 1.492%) 5.814% 11/15/2041<sup>8,11,14</sup>  | 7000 | 7006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class B, <br>(1-month USD CME Term SOFR + 1.842%) 6.164% 11/15/2041<sup>8,11,14</sup>  | 2743 | 2736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class C, <br>(1-month USD CME Term SOFR + 2.241%) 6.563% 11/15/2041<sup>8,11,14</sup>  | 672 | 670 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-SG1, Class A4, 3.789% 9/15/2048<sup>14</sup>  | 4260 | 4242 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 6/15/2049<sup>14</sup>  | 185 | 179 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class A5, 3.794% 12/15/2049<sup>14</sup>  | 6015 | 5924 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4, 3.146% 12/15/2052<sup>14</sup>  | 2405 | 2259 |
| Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4.00% 4/15/2055<sup>11,14</sup>  | 2580 | 2437 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057<sup>14</sup>  | 690 | 724 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class AS, 3.988% 1/15/2059<sup>14</sup>  | 150 | 147 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class A4, 3.631% 1/15/2060<sup>14</sup>  | 480 | 471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, <br>(1-month USD CME Term SOFR + 2.789%) 7.111% 11/15/2027<sup>8,11,14</sup>  | 13994 | 14036 |
|  |  | 751366 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) 0.36%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2024-7, Class A1, <br>5.621% 5/25/2069 (6.621% on 7/1/2028)<sup>8,12,14</sup>  | USD14,891 | $14929 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048<sup>8,11,14</sup>  | 1995 | 1799 |
| Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055<sup>8,14</sup>  | 209 | 200 |
| Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028)<sup>8,12,14</sup>  | 3348 | 3230 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059<sup>8,11,14</sup>  | 1464 | 1370 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059<sup>8,11,14</sup>  | 1335 | 1305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, <br>6.394% 10/25/2063 (7.394% on 11/1/2027)<sup>8,12,14</sup>  | 2037 | 2054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1, <br>5.943% 12/1/2063 (6.943% on 1/1/2028)<sup>8,12,14</sup>  | 975 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1, <br>5.554% 10/27/2064 (6.554% on 10/1/2028)<sup>8,12,14</sup>  | 6170 | 6187 |
| Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on 11/25/2027)<sup>8,12,14</sup>  | 1665 | 1671 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034<sup>8,11,14</sup>  | 250 | 248 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054<sup>8,11,14</sup>  | 19241 | 18836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, <br>4.00% 10/25/2054 (5.00% on 10/25/2028)<sup>8,12,14</sup>  | 638 | 626 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1B, 3.25% 8/25/2064<sup>8,11,14</sup>  | 5461 | 4824 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064<sup>8,11,14</sup>  | 3469 | 3086 |
| CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064<sup>8,11,14</sup>  | 2221 | 2195 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028)<sup>8,12,14</sup>  | 6125 | 6053 |
| Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060<sup>8,11,14</sup>  | 306 | 286 |
| COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027)<sup>8,12,14</sup>  | 1106 | 1122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COLT Funding, LLC, Series 2024-INV3, Class A1, <br>5.443% 9/25/2069 (6.443% on 8/1/2028)<sup>8,12,14</sup>  | 6591 | 6598 |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066<sup>8,11,14</sup>  | 1935 | 1731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1, <br>(30-day Average USD-SOFR + 2.40%) 6.754% 12/25/2042<sup>8,11,14</sup>  | 2811 | 2878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1, <br>(30-day Average USD-SOFR + 1.50%) 5.854% 10/25/2043<sup>8,11,14</sup>  | 2144 | 2149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, <br>(30-day Average USD-SOFR + 1.05%) 5.404% 1/25/2044<sup>8,11,14</sup>  | 2242 | 2236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, <br>(30-day Average USD-SOFR + 1.80%) 6.154% 1/25/2044<sup>8,11,14</sup>  | 1614 | 1618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1, <br>(30-day Average USD-SOFR + 2.70%) 7.054% 1/25/2044<sup>8,11,14</sup>  | 2985 | 3030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2, <br>(30-day Average USD-SOFR + 1.80%) 6.154% 2/25/2044<sup>8,11,14</sup>  | 3432 | 3434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, <br>(30-day Average USD-SOFR + 1.10%) 5.454% 5/25/2044<sup>8,11,14</sup>  | 1045 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, <br>(30-day Average USD-SOFR + 1.65%) 6.004% 5/25/2044<sup>8,11,14</sup>  | 1464 | 1460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1B1, <br>(30-day Average USD-SOFR + 2.20%) 6.554% 5/25/2044<sup>8,11,14</sup>  | 889 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, <br>(30-day Average USD-SOFR + 1.60%) 5.954% 9/25/2044<sup>8,11,14</sup>  | 1098 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, <br>(30-day Average USD-SOFR + 1.15%) 5.504% 2/25/2045<sup>8,11,14</sup>  | 2332 | 2335 |
| Countrywide Alternative Loan Trust, Series 2005-54CB, Class 2A5, 5.50% 11/25/2035<sup>14</sup>  | 1593 | 837 |
| Countrywide Alternative Loan Trust, Series 2007-HY4, Class 3A1, 4.423% 6/25/2047<sup>11,14</sup>  | 782 | 685 |
| Credit Suisse Mortgage Trust, Series 2020-NET, Class A, 2.257% 8/15/2037<sup>8,14</sup>  | 4191 | 4135 |
| CS First Boston Mortgage Securities Corp., Series 2004-5, Class IVA1, 6.00% 9/25/2034<sup>14</sup>  | 234 | 235 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities, Series 2025-R01, Class 1A1, <br>(30-day Average USD-SOFR + 0.95%) 5.304% 1/25/2045<sup>8,11,14</sup>  | USD2,530 | $2518 |
| FARM Mortgage Trust, Series 2024-1, Class A1, 4.712% 10/1/2053<sup>8,11,14</sup>  | 3040 | 2979 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.193% 8/1/2054<sup>8,11,14</sup>  | 4706 | 4709 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A, 5.193% 8/1/2054<sup>8,11,14</sup>  | 3070 | 3045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finance of America Structured Securities Trust, Series 2019-JR1, Class A, <br>2.00% 3/25/2069<sup>8,14</sup>  | 4644 | 5622 |
| Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 6/25/2069<sup>8,14</sup>  | 5306 | 6165 |
| Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051<sup>8,11,14</sup>  | 5649 | 4613 |
| Flagstar Mortgage Trust, Series 2021-11INV, Class A4, 2.50% 11/25/2051<sup>8,11,14</sup>  | 6355 | 5186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A, <br>(30-day Average USD-SOFR + 2.15%) 6.504% 9/25/2042<sup>8,11,14</sup>  | 849 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, <br>(30-day Average USD-SOFR + 1.35%) 5.704% 2/25/2044<sup>8,11,14</sup>  | 3235 | 3239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class M1, <br>(30-day Average USD-SOFR + 1.20%) 5.554% 5/25/2044<sup>8,11,14</sup>  | 2849 | 2848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, <br>(30-day Average USD-SOFR + 1.25%) 5.604% 5/25/2044<sup>8,11,14</sup>  | 11446 | 11446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M1, <br>(30-day Average USD-SOFR + 1.00%) 5.354% 10/25/2044<sup>8,11,14</sup>  | 1771 | 1768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1, <br>(30-day Average USD-SOFR + 1.05%) 5.404% 10/25/2044<sup>8,11,14</sup>  | 2121 | 2115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M2, <br>(30-day Average USD-SOFR + 1.45%) 5.804% 10/25/2044<sup>8,11,14</sup>  | 1142 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class B2, <br>(30-day Average USD-SOFR + 5.364%) 9.718% 1/25/2050<sup>8,11,14</sup>  | 4360 | 4785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class B2, <br>(30-day Average USD-SOFR + 4.914%) 9.268% 2/25/2050<sup>8,11,14</sup>  | 5790 | 6114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, <br>(30-day Average USD-SOFR + 10.114%) 14.468% 8/25/2050<sup>8,11,14</sup>  | 5306 | 6950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, <br>(30-day Average USD-SOFR + 11.50%) 15.853% 10/25/2050<sup>8,11,14</sup>  | 7758 | 10476 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028)<sup>8,12,14</sup>  | 1368 | 1382 |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75% on 2/1/2028)<sup>8,12,14</sup>  | 1244 | 1206 |
| Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026<sup>8,14</sup>  | 5681 | 5455 |
| HOMES Trust, Series 2024-NQM1, Class A1, 5.915% 7/25/2069 (6.915% on 7/1/2028)<sup>8,12,14</sup>  | 4553 | 4579 |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR5, Class 2A1, 3.669% 5/25/2036<sup>11,14</sup>  | 1131 | 1074 |
| IRV Trust, Series 2025-200P, Class A, 5.295% 3/14/2047<sup>8,11,14</sup>  | 10216 | 10256 |
| JPMorgan Mortgage Trust, Series 2020-INV1, Class A3, 3.50% 8/25/2050<sup>8,11,14</sup>  | 474 | 427 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061<sup>8,14</sup>  | 848 | 849 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028)<sup>8,12,14</sup>  | 4480 | 4520 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV2, Class A1, 6.50% 2/25/2054<sup>8,11,14</sup>  | 2682 | 2724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, <br>6.386% 5/25/2069 (7.386% on 5/1/2028)<sup>8,12,14</sup>  | 6293 | 6361 |
| New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 5/25/2065<sup>8,12,14</sup>  | 7501 | 7556 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068<sup>8,11,14</sup>  | 1241 | 1153 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.646% 3/25/2053<sup>8,11,14</sup>  | 2287 | 2243 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 3/25/2028 (6.988% on 3/1/2028)<sup>8,12,14</sup>  | 1997 | 2009 |
| Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.665% 4/25/2053<sup>8,11,14</sup>  | 4461 | 4447 |
| Onslow Bay Financial, LLC, Series 2022-NQM5, Class A1, 4.31% 5/25/2062 (5.31% on 5/1/2026)<sup>8,12,14</sup>  | 17386 | 17362 |
| Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026)<sup>8,12,14</sup>  | 16155 | 16207 |
| Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on 2/1/2028)<sup>8,12,14</sup>  | 3931 | 3957 |
| Onslow Bay Financial, LLC, Series 2024-NQM6, Class A1, 6.447% 2/25/2064 (7.447% on 4/1/2028)<sup>8,12,14</sup>  | 3358 | 3396 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028)<sup>8,12,14</sup>  | 2153 | 2173 |

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The Income Fund of America — Page 50 of 70

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on 6/1/2028)<sup>8,12,14</sup>  | USD10,728 | $10833 |
| Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on 11/1/2028)<sup>8,12,14</sup>  | 2410 | 2421 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029)<sup>8,12,14</sup>  | 12323 | 12385 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028)<sup>8,12,14</sup>  | 1703 | 1708 |
| PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059<sup>8,11,14</sup>  | 1812 | 1820 |
| Progress Residential Trust, Series 2024-SFR5, Class B, 3.25% 8/9/2029<sup>8,14</sup>  | 3581 | 3368 |
| Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038<sup>8,14</sup>  | 5137 | 4994 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039<sup>8,14</sup>  | 2640 | 2576 |
| Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041<sup>8,14</sup>  | 5003 | 4765 |
| Progress Residential Trust, Series 2024-SFR2, Class A, 3.30% 4/17/2041<sup>8,14</sup>  | 3617 | 3428 |
| Progress Residential Trust, Series 2024-SFR2, Class D, 3.40% 4/17/2041<sup>8,11,14</sup>  | 2709 | 2498 |
| Progress Residential Trust, Series 2024-SFR2, Class B, 3.40% 4/17/2041<sup>8,11,14</sup>  | 1671 | 1572 |
| Progress Residential Trust, Series 2025-SFR1, Class C, 3.65% 2/17/2042<sup>8,14</sup>  | 1979 | 1834 |
| Sequoia Mortgage Trust, Series 2018-CH1, Class A1, 4.00% 2/25/2048<sup>8,11,14</sup>  | 108 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, <br>(1-month USD CME Term SOFR + 1.75%) 6.072% 10/17/2041<sup>8,11,14</sup>  | 8662 | 8710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, <br>(1-month USD CME Term SOFR + 1.45%) 5.772% 2/17/2042<sup>8,11,14</sup>  | 1918 | 1929 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4, Class 6A, 3.955% 5/25/2036<sup>11,14</sup>  | 929 | 522 |
| Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055<sup>8,11,14</sup>  | 1118 | 1099 |
| Towd Point Mortgage Trust, Series 2016-3, Class M2, 4.00% 4/25/2056<sup>8,11,14</sup>  | 1194 | 1184 |
| Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 10/25/2056<sup>8,11,14</sup>  | 540 | 535 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00% 1/25/2058<sup>8,11,14</sup>  | 960 | 946 |
| Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063<sup>8,14</sup>  | 5758 | 5545 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.109% 7/25/2065<sup>8,11,14</sup>  | 2447 | 2478 |
| Treehouse Park Improvement Association No.1 9.75% 12/1/2033<sup>3,8</sup>  | 8603 | 8603 |
| Tricon Residential Trust, Series 2024-SFR1, Class A, 4.65% 4/17/2041<sup>8,14</sup>  | 2709 | 2695 |
| Tricon Residential Trust, Series 2024-SFR1, Class B, 4.75% 4/17/2041<sup>8,14</sup>  | 891 | 885 |
| Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041<sup>8,14</sup>  | 5988 | 5932 |
| Tricon Residential Trust, Series 2024-SFR3, Class B, 5.00% 8/17/2041<sup>8,14</sup>  | 2609 | 2621 |
| Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041<sup>8,14</sup>  | 13460 | 13155 |
| Verus Securitization Trust, Series 2023-1, Class A1, 5.85% 12/25/2067 (6.85% on 1/1/2027)<sup>8,12,14</sup>  | 1498 | 1497 |
| Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 05/25/2068 (6.811% on 5/1/2027)<sup>8,12,14</sup>  | 968 | 969 |
| Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027)<sup>8,12,14</sup>  | 4867 | 4902 |
| Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028)<sup>8,12,14</sup>  | 2836 | 2855 |
| Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028)<sup>8,12,14</sup>  | 8086 | 8168 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028)<sup>8,12,14</sup>  | 2227 | 2247 |
| Verus Securitization Trust, Series 2024-5, Class A2, 6.446% 6/25/2069 (7.446% on 6/1/28)<sup>8,12,14</sup>  | 1327 | 1340 |
| Verus Securitization Trust, Series 24-4, Class A2, 6.572% 6/25/2069 (7.572% on 5/1/2028)<sup>8,12,14</sup>  | 1747 | 1767 |
| Verus Securitization Trust, Series 2024-6, Class A1, 5.799% 7/25/2069 (6.799% on 7/1/2028)<sup>8,12,14</sup>  | 4176 | 4196 |
| Verus Securitization Trust, Series 2024-6, Class A2, 6.053% 7/25/2069 (7.053% on 7/1/2028)<sup>8,12,14</sup>  | 1300 | 1308 |
| Verus Securitization Trust, Series 24-R1, Class A1, 5.218% 9/25/2069 (6.218% on 10/1/2028)<sup>8,12,14</sup>  | 5444 | 5438 |
| Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069<sup>8,11,14</sup>  | 3175 | 3173 |
| Verus Securitization Trust, Series 2024-8, Class A2, 5.618% 10/25/2069 (6.618% on 10/1/2028)<sup>8,12,14</sup>  | 2358 | 2358 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069<sup>8,11,14</sup>  | 3056 | 3059 |
| VM Fund I, LLC 8.625% 1/15/2028<sup>3,8</sup>  | 11536 | 11363 |
|  |  | 459086 |
| **Total mortgage-backed obligations** |  | 5640538 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes 1.88%**<br> **U.S. Treasury 1.77%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.75% 7/31/2025 | USD11,140 | $11152 |
| U.S. Treasury 3.625% 5/15/2026 | 5900 | 5885 |
| U.S. Treasury 4.50% 7/15/2026 | 4000 | 4033 |
| U.S. Treasury 4.375% 7/31/2026 | 31144 | 31364 |
| U.S. Treasury 4.625% 9/15/2026 | 24603 | 24894 |
| U.S. Treasury 4.625% 10/15/2026 | 10000 | 10128 |
| U.S. Treasury 4.625% 11/15/2026 | 3000 | 3041 |
| U.S. Treasury 4.25% 12/31/2026 | 2354 | 2376 |
| U.S. Treasury 4.125% 2/15/2027 | 7000 | 7058 |
| U.S. Treasury 4.50% 4/15/2027 | 830 | 844 |
| U.S. Treasury 3.75% 4/30/2027 | 415093 | 416366 |
| U.S. Treasury 4.00% 12/15/2027 | 11883 | 12013 |
| U.S. Treasury 3.875% 3/15/2028 | 30000 | 30251 |
| U.S. Treasury 3.625% 3/31/2028 | 72 | 72 |
| U.S. Treasury 3.75% 4/15/2028 | 75873 | 76238 |
| U.S. Treasury 3.625% 5/31/2028 | 49266 | 49310 |
| U.S. Treasury 4.125% 10/31/2029 | 169500 | 172543 |
| U.S. Treasury 4.00% 2/28/2030 | 31071 | 31481 |
| U.S. Treasury 3.875% 4/30/2030 | 109625 | 110452 |
| U.S. Treasury 4.00% 7/31/2030 | 11986 | 12126 |
| U.S. Treasury 4.875% 10/31/2030 | 34810 | 36674 |
| U.S. Treasury 4.25% 2/28/2031 | 1113 | 1137 |
| U.S. Treasury 4.125% 7/31/2031 | 38862 | 39398 |
| U.S. Treasury 4.375% 1/31/2032 | 12000 | 12321 |
| U.S. Treasury 4.125% 2/29/2032 | 14000 | 14168 |
| U.S. Treasury 4.125% 3/31/2032 | 3000 | 3036 |
| U.S. Treasury 4.00% 4/30/2032 | 148144 | 148827 |
| U.S. Treasury 4.125% 11/15/2032 | 1433 | 1447 |
| U.S. Treasury 3.375% 5/15/2033 | 14742 | 14081 |
| U.S. Treasury 4.375% 5/15/2034<sup>16</sup>  | 281459 | 286912 |
| U.S. Treasury 4.25% 11/15/2034 | 5665 | 5709 |
| U.S. Treasury 4.625% 2/15/2035 | 64191 | 66613 |
| U.S. Treasury 1.375% 11/15/2040<sup>16</sup>  | 12006 | 7715 |
| U.S. Treasury 1.75% 8/15/2041 | 2773 | 1857 |
| U.S. Treasury 2.00% 11/15/2041 | 11924 | 8274 |
| U.S. Treasury 2.375% 2/15/2042 | 7784 | 5711 |
| U.S. Treasury 2.875% 5/15/2043 | 16000 | 12444 |
| U.S. Treasury 3.875% 5/15/2043 | 7113 | 6423 |
| U.S. Treasury 4.75% 11/15/2043 | 42316 | 42775 |
| U.S. Treasury 4.625% 5/15/2044<sup>16</sup>  | 112695 | 111816 |
| U.S. Treasury 4.125% 8/15/2044 | 7000 | 6488 |
| U.S. Treasury 4.625% 11/15/2044 | 3000 | 2973 |
| U.S. Treasury 4.75% 2/15/2045 | 35236 | 35500 |
| U.S. Treasury 2.875% 11/15/2046<sup>16</sup>  | 4532 | 3373 |
| U.S. Treasury 2.875% 5/15/2049 | 4051 | 2939 |
| U.S. Treasury 4.00% 11/15/2052 | 9612 | 8534 |
| U.S. Treasury 3.625% 2/15/2053 | 14365 | 11899 |
| U.S. Treasury 4.75% 11/15/2053 | 4600 | 4632 |
| U.S. Treasury 4.25% 2/15/2054<sup>16</sup>  | 278301 | 257952 |
| U.S. Treasury 4.625% 5/15/2054 | 291 | 287 |
| U.S. Treasury 4.25% 8/15/2054 | 3663 | 3401 |

---

The Income Fund of America — Page 52 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.50% 11/15/2054<sup>16</sup>  | USD78,223 | $75822 |
| U.S. Treasury 4.625% 2/15/2055 | 4500 | 4457 |
|  |  | 2257222 |
| **U.S. Treasury inflation-protected securities 0.11%** |  |  |
| U.S. Treasury Inflation-Protected Security 0.375% 7/15/2025<sup>17</sup>  | 49575 | 49545 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2025<sup>17</sup>  | 6640 | 6640 |
| U.S. Treasury Inflation-Protected Security 2.125% 1/152035<sup>17</sup>  | 40943 | 41681 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054<sup>17</sup>  | 43400 | 40107 |
|  |  | 137973 |
| **Total U.S. Treasury bonds & notes** |  | 2395195 |
| **Asset-backed obligations 1.53%** |  |  |
| ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031<sup>8,14</sup>  | 587 | 589 |
| Affirm Asset Securitization Trust, Series 2021-Z2, Class A, 1.17% 11/16/2026<sup>8,14</sup>  | 20 | 20 |
| Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029<sup>8,14</sup>  | 16219 | 16193 |
| Affirm, Inc., Series 2024-A, Class A, 5.61% 2/15/2029<sup>8,14</sup>  | 6099 | 6126 |
| Affirm, Inc., Series 2024-X1, Class A, 6.27% 5/15/2029<sup>8,14</sup>  | 874 | 875 |
| Affirm, Inc., Series 2024-X2, Class A, 5.22% 12/17/2029<sup>8,14</sup>  | 2003 | 2002 |
| AGL CLO, Ltd., Series 2023-24, Class A1, (3-month USD CME Term SOFR + 2.00%) 6.282% 7/25/2036<sup>8,11,14</sup>  | 11606 | 11634 |
| Allegro CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.53%) 6.799% 1/19/2033<sup>8,11,14</sup>  | 2780 | 2782 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class A, 5.76% 11/12/2027<sup>8,14</sup>  | 1992 | 1997 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class A, 4.81% 3/13/2028<sup>8,14</sup>  | 788 | 788 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class B, 5.66% 8/14/2028<sup>8,14</sup>  | 2615 | 2632 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class C, 6.24% 4/12/2030<sup>8,14</sup>  | 6289 | 6372 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030<sup>8,14</sup>  | 7281 | 7483 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class C, 5.73% 7/12/2030<sup>8,14</sup>  | 13560 | 13693 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D, 6.04% 7/12/2030<sup>8,14</sup>  | 4469 | 4536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Credit Acceptance Receivables Trust, Series 2024-4, Class C, <br>4.91% 8/12/2031<sup>8,14</sup>  | 2547 | 2538 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031<sup>8,14</sup>  | 5726 | 5729 |
| AmeriCredit Automobile Receivables Trust, Series 2021-2, Class D, 1.29% 6/18/2027<sup>14</sup>  | 7972 | 7776 |
| AmeriCredit Automobile Receivables Trust, Series 2023-1, Class B, 5.57% 3/20/2028<sup>14</sup>  | 5578 | 5648 |
| Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 5.369% 1/20/2033<sup>8,11,14</sup>  | 5441 | 5436 |
| Apollo Aviation Securitization Equity Trust., Series 25-1A, Class A, 5.943% 2/16/2050<sup>8,14</sup>  | 1828 | 1837 |
| Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031<sup>8,14</sup>  | 5603 | 5735 |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029<sup>8,14</sup>  | 15750 | 15738 |
| Avant Credit Card Master Trust, Series 2024-2A, Class B, 5.73% 5/15/2029<sup>8,14</sup>  | 8495 | 8472 |
| Avant Credit Card Master Trust, Series 2024-2A, Class C, 6.41% 5/15/2029<sup>8,14</sup>  | 5620 | 5605 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-1A, Class D, 3.34% 8/20/2026<sup>8,14</sup>  | 5667 | 5633 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class A, 2.02% 2/20/2027<sup>8,14</sup>  | 25617 | 25202 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2A, Class B, 2.96% 2/20/2027<sup>8,14</sup>  | 1453 | 1433 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class C, 4.25% 2/20/2027<sup>8,14</sup>  | 4605 | 4568 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class A, 1.38% 8/20/2027<sup>8,14</sup>  | 29959 | 28927 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class B, 1.63% 8/20/2027<sup>8,14</sup>  | 1699 | 1635 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class C, 2.13% 8/20/2027<sup>8,14</sup>  | 551 | 530 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class D, 3.71% 8/20/2027<sup>8,14</sup>  | 5000 | 4834 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028<sup>8,14</sup>  | 10793 | 11023 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-4, Class A, 5.49% 6/20/2029<sup>8,14</sup>  | 12400 | 12690 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029<sup>8,14</sup>  | 23741 | 24570 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030<sup>8,14</sup>  | 3150 | 3283 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030<sup>8,14</sup>  | 7930 | 8117 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class B, 5.85% 6/20/2030<sup>8,14</sup>  | 1507 | 1536 |

---

The Income Fund of America — Page 53 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class A, 5.23% 12/20/2030<sup>8,14</sup>  | USD8,000 | $8155 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class B, 5.58% 12/20/2030<sup>8,14</sup>  | 1671 | 1681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ballyrock, Ltd., CLO, Series 2019-2A, Class A1R, <br>(3-month USD CME Term SOFR + 1.40%) 5.722% 2/20/2036<sup>8,11,14</sup>  | 19810 | 19803 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033<sup>8,14</sup>  | 248 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class ARR, <br>(3-month USD CME Term SOFR + 0.93%) 5.253% 5/17/2031<sup>8,11,14</sup>  | 4589 | 4581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class BRR, <br>(3-month USD CME Term SOFR + 1.20%) 5.523% 5/17/2031<sup>8,11,14</sup>  | 4961 | 4943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, Class A, <br>2.443% 7/15/2046<sup>8,14</sup>  | 6479 | 6031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, <br>Series 2021-1, Class B, 3.446% 7/15/2046<sup>8,14</sup>  | 983 | 920 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029<sup>8,14</sup>  | 1528 | 1531 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030<sup>8,14</sup>  | 333 | 337 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031<sup>8,14</sup>  | 243 | 247 |
| BofA Auto Trust, Series 2024-1, Class A3, 5.35% 11/15/2028<sup>8,14</sup>  | 5108 | 5165 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A2, 5.54% 2/16/2027<sup>14</sup>  | 1367 | 1369 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A2, 4.84% 9/15/2027<sup>14</sup>  | 1091 | 1091 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3, 5.34% 4/17/2028<sup>14</sup>  | 3945 | 3958 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028<sup>14</sup>  | 1507 | 1514 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028<sup>14</sup>  | 1509 | 1512 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029<sup>14</sup>  | 987 | 996 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D, 5.83% 5/15/2030<sup>14</sup>  | 4610 | 4679 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030<sup>14</sup>  | 2963 | 2972 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class C, 4.83% 8/15/2030<sup>14</sup>  | 5300 | 5309 |
| Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039<sup>8,14</sup>  | 2750 | 2736 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032<sup>8,14</sup>  | 3891 | 3936 |
| CarMax Auto Owner Trust, Series 2024-2, Class A2A, 5.65% 5/17/2027<sup>14</sup>  | 4833 | 4846 |
| CarMax Auto Owner Trust, Series 2024-3, Class A3, 4.89% 7/16/2029<sup>14</sup>  | 15202 | 15374 |
| CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027<sup>14</sup>  | 1471 | 1477 |
| CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030<sup>14</sup>  | 2153 | 2169 |
| CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030<sup>14</sup>  | 3265 | 3298 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028<sup>14</sup>  | 179 | 173 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028<sup>14</sup>  | 1254 | 1224 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037<sup>8,14</sup>  | 10583 | 9708 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 3.464% 5/11/2037<sup>8,14</sup>  | 6498 | 5979 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 6.171% 5/11/2037<sup>8,14</sup>  | 12907 | 12120 |
| Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041<sup>8,14</sup>  | 614 | 590 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050<sup>8,14</sup>  | 9752 | 9834 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class B, 6.504% 2/15/2050<sup>8,14</sup>  | 4660 | 4681 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060<sup>8,14</sup>  | 23958 | 23667 |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060<sup>8,14</sup>  | 5785 | 5332 |
| CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/2060<sup>8,14</sup>  | 5327 | 5245 |
| CF Hippolyta, LLC, Series 2020-1, Class B2, 2.60% 7/15/2060<sup>8,14</sup>  | 567 | 507 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061<sup>8,14</sup>  | 15080 | 14364 |
| CF Hippolyta, LLC, Series 2021-1, Class B1, 1.98% 3/15/2061<sup>8,14</sup>  | 2847 | 2682 |
| CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062<sup>8,14</sup>  | 23129 | 23268 |
| CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062<sup>8,14</sup>  | 19138 | 19318 |
| Chase Auto Owner Trust, Series 2024-2, Class A2, 5.66% 5/26/2027<sup>8,14</sup>  | 3940 | 3951 |
| Chase Auto Owner Trust, Series 2024-4A, Class A2, 5.25% 9/27/2027<sup>8,14</sup>  | 5488 | 5500 |
| Chase Auto Owner Trust, Series 2024-3, Class A2, 5.53% 9/27/2027<sup>8,14</sup>  | 5961 | 5981 |
| Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029<sup>8,14</sup>  | 9354 | 9461 |
| Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/2029<sup>8,14</sup>  | 8384 | 8498 |
| Chase Auto Owner Trust, Series 2024-1, Class A4, 5.05% 10/25/2029<sup>8,14</sup>  | 10983 | 11233 |

---

The Income Fund of America — Page 54 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032<sup>8,14</sup>  | USD1,021 | $1022 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045<sup>8,14</sup>  | 2825 | 2616 |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045<sup>8,14</sup>  | 1742 | 1611 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045<sup>8,14</sup>  | 7342 | 6812 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046<sup>8,14</sup>  | 11448 | 10455 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046<sup>8,14</sup>  | 445 | 406 |
| CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/2027<sup>14</sup>  | 4120 | 4130 |
| CPS Auto Receivables Trust, Series 2024-C, Class A, 5.88% 2/15/2028<sup>8,14</sup>  | 2068 | 2078 |
| CPS Auto Receivables Trust, Series 2024-A, Class B, 5.65% 5/15/2028<sup>8,14</sup>  | 371 | 373 |
| CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030<sup>8,14</sup>  | 549 | 555 |
| CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030<sup>8,14</sup>  | 197 | 202 |
| CPS Auto Receivables Trust, Series 2024-C, Class C, 5.76% 10/15/2030<sup>8,14</sup>  | 2376 | 2413 |
| CPS Auto Receivables Trust, Series 2024-C, Class D, 6.22% 10/15/2030<sup>8,14</sup>  | 2251 | 2314 |
| Credit Acceptance Auto Loan Trust, Series 2023-3, Class A, 6.39% 8/15/2033<sup>8,14</sup>  | 3687 | 3732 |
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031<sup>8,14</sup>  | 5642 | 5743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, <br>(1-month USD CME Term SOFR + 0.254%) 4.576% 1/15/2037<sup>11,14</sup>  | 179 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, <br>(1-month USD CME Term SOFR + 0.264%) 4.586% 2/15/2037<sup>11,14</sup>  | 300 | 279 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A2, 5.60% 4/15/2026<sup>14</sup>  | 567 | 568 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027<sup>14</sup>  | 6421 | 6490 |
| Dell Equipment Finance Trust, Series 2025-1, Class A2, 4.68% 7/22/2027<sup>8,14</sup>  | 1500 | 1502 |
| Dext ABS, Series 2023-1, Class A2, 5.99% 3/15/2032<sup>8,14</sup>  | 7075 | 7104 |
| DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027<sup>8,14</sup>  | 1917 | 1927 |
| DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029<sup>8,14</sup>  | 1718 | 1753 |
| DLLAD, LLC, Series 2024-1, Class A4, 5.38% 9/22/2031<sup>8,14</sup>  | 844 | 865 |
| Drive Auto Receivables Trust, Series 2021-1, Class D, 1.45% 1/16/2029<sup>14</sup>  | 1323 | 1321 |
| Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029<sup>14</sup>  | 1830 | 1843 |
| Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031<sup>14</sup>  | 3253 | 3304 |
| DriveTime Auto Owner Trust, Series 2021-1A, Class D, 1.16% 11/16/2026<sup>8,14</sup>  | 187 | 186 |
| DriveTime Auto Owner Trust, Series 2021-2A, Class D, 1.50% 2/16/2027<sup>8,14</sup>  | 422 | 419 |
| EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045<sup>8,14</sup>  | 1036 | 955 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A2, 5.74% 12/20/2026<sup>8,14</sup>  | 1539 | 1547 |
| Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027<sup>8,14</sup>  | 6008 | 6029 |
| Enterprise Fleet Financing, LLC, Series 2022-1, Class A2, 3.03% 1/20/2028<sup>8,14</sup>  | 204 | 204 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A3, 4.29% 7/20/2029<sup>8,14</sup>  | 3349 | 3342 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029<sup>8,14</sup>  | 2756 | 2752 |
| Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029<sup>8,14</sup>  | 4029 | 4048 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030<sup>8,14</sup>  | 2471 | 2519 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A4, 5.69% 12/20/2030<sup>8,14</sup>  | 3023 | 3125 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032<sup>8,14</sup>  | 8746 | 8861 |
| Exeter Automobile Receivables Trust, Series 2021-2, Class D, 1.40% 4/15/2027<sup>14</sup>  | 4410 | 4325 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A2, 4.70% 9/15/2027<sup>14</sup>  | 3186 | 3187 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028<sup>14</sup>  | 1013 | 1021 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A3, 4.67% 8/15/2028<sup>14</sup>  | 1420 | 1423 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028<sup>14</sup>  | 3084 | 3095 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class C, 4.92% 12/15/2028<sup>14</sup>  | 1500 | 1500 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class D, 6.68% 4/16/2029<sup>14</sup>  | 1839 | 1880 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class C, 5.70% 7/16/2029<sup>14</sup>  | 3616 | 3667 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029<sup>14</sup>  | 3094 | 3114 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030<sup>14</sup>  | 3191 | 3220 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030<sup>14</sup>  | 5167 | 5232 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class C, 5.48% 8/15/2030<sup>14</sup>  | 1480 | 1498 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class D, 5.98% 9/16/2030<sup>14</sup>  | 4746 | 4819 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030<sup>14</sup>  | 2608 | 2636 |

---

The Income Fund of America — Page 55 of 70

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031<sup>8,14</sup>  | USD1,014 | $1093 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class C, 5.09% 5/15/2031<sup>14</sup>  | 6311 | 6359 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49% 5/15/2031<sup>14</sup>  | 4939 | 4952 |
| First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030<sup>14</sup>  | 7565 | 7693 |
| First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030<sup>14</sup>  | 8016 | 8190 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037<sup>8,14</sup>  | 6975 | 6848 |
| FirstKey Homes Trust, Series 2022-SFR2, Class A, 4.145% 5/17/2039<sup>8,14</sup>  | 4187 | 4151 |
| Flagship Credit Auto Trust, Series 2023-3, Class C, 6.01% 7/16/2029<sup>8,14</sup>  | 733 | 748 |
| Flagship Credit Auto Trust, Series 2023-3, Class D, 6.58% 8/15/2029<sup>8,14</sup>  | 371 | 373 |
| Flatiron CLO, Ltd., Series 2024-1, Class A1, (3-month USD CME Term SOFR + 1.32%) 5.576% 7/15/2036<sup>8,11,14</sup>  | 7932 | 7911 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027<sup>14</sup>  | 1053 | 1060 |
| Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036<sup>8,14</sup>  | 13385 | 13787 |
| Ford Credit Auto Owner Trust, Series 2024-1, Class A, 4.87% 8/15/2036<sup>8,11,14</sup>  | 30500 | 31072 |
| Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029<sup>8,14</sup>  | 5275 | 5285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., Series 2019-2A, Class A1AR, <br>(3-month USD CME Term SOFR + 1.05%) 5.319% 10/20/2032<sup>8,11,14</sup>  | 1275 | 1273 |
| GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045<sup>8,14</sup>  | 2740 | 2564 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046<sup>8,14</sup>  | 1204 | 1100 |
| GCI Funding I, LLC, Series 2021-1, Class B, 3.04% 6/18/2046<sup>8,14</sup>  | 91 | 83 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040<sup>8,14</sup>  | 5984 | 5667 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040<sup>8,14</sup>  | 11007 | 10416 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041<sup>8,14</sup>  | 18884 | 17393 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041<sup>8,14</sup>  | 16256 | 15083 |
| Global SC Finance VII SRL, Series 2021-2A, Class B, 2.49% 8/17/2041<sup>8,14</sup>  | 1526 | 1407 |
| GLS Auto Receivables Trust, Series 2024-4A, Class A2, 4.76% 10/15/2027<sup>8,14</sup>  | 1640 | 1639 |
| GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028<sup>8,14</sup>  | 3571 | 3594 |
| GLS Auto Receivables Trust, Series 2024-2, Class B, 5.77% 11/15/2028<sup>8,14</sup>  | 3757 | 3805 |
| GLS Auto Receivables Trust, Series 2024-3A, Class B, 5.08% 1/16/2029<sup>8,14</sup>  | 2842 | 2859 |
| GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89% 4/16/2029<sup>8,14</sup>  | 1830 | 1840 |
| GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029<sup>8,14</sup>  | 905 | 916 |
| GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029<sup>8,14</sup>  | 818 | 838 |
| GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029<sup>8,14</sup>  | 2606 | 2647 |
| GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029<sup>8,14</sup>  | 1674 | 1704 |
| GLS Auto Receivables Trust, Series 2024-2, Class C, 6.03% 2/15/2030<sup>8,14</sup>  | 5220 | 5335 |
| GLS Auto Receivables Trust, Series 2024-4A, Class C, 5.10% 6/17/2030<sup>8,14</sup>  | 4809 | 4838 |
| GLS Auto Receivables Trust, Series 2024-4A, Class D, 5.65% 7/15/2030<sup>8,14</sup>  | 5534 | 5583 |
| GLS Auto Receivables Trust, Series 2024-3A, Class C, 5.21% 2/18/2031<sup>8,14</sup>  | 2661 | 2675 |
| GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031<sup>8,14</sup>  | 1170 | 1196 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029<sup>8,14</sup>  | 1744 | 1743 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030<sup>8,14</sup>  | 1463 | 1468 |
| GM Financial Automobile Leasing Trust, Series 2023-3, Class A3, 5.38% 11/20/2026<sup>14</sup>  | 2774 | 2779 |
| GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77% 8/11/2036<sup>8,14</sup>  | 17961 | 18815 |
| GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037<sup>8,14</sup>  | 11802 | 11883 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-1, Class A3, 4.85% 12/18/2028<sup>14</sup>  | 4745 | 4775 |
| GMF Floorplan Owner Revolving Trust, Series 2024-1, Class A1, 5.13% 3/15/2029<sup>8,14</sup>  | 4075 | 4140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class A2, <br>(3-month USD CME Term SOFR + 1.55%) 5.819% 4/20/2033<sup>8,11,14</sup>  | 4839 | 4823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class C, <br>(3-month USD CME Term SOFR + 2.30%) 6.569% 4/20/2033<sup>8,11,14</sup>  | 3515 | 3508 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A2, 5.28% 3/15/2027<sup>8,14</sup>  | 739 | 742 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028<sup>8,14</sup>  | 528 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Harbor Park CLO, Ltd., Series 2018-1, Class CR, <br>(3-month USD CME Term SOFR + 2.05%) 6.319% 1/20/2031<sup>8,11,14</sup>  | 2834 | 2837 |
| Hertz Vehicle Financing III, LLC, Series 2021-A, Class B, 9.44% 6/25/2025<sup>3,8,14</sup>  | 10370 | 10370 |
| Hertz Vehicle Financing III, LLC, Series 2022-4A, Class A, 3.73% 9/25/2026<sup>8,14</sup>  | 12783 | 12749 |

---

The Income Fund of America — Page 56 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027<sup>8,14</sup>  | USD533 | $537 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027<sup>8,14</sup>  | 1008 | 1013 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class A, 2.33% 6/26/2028<sup>8,14</sup>  | 8300 | 7937 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028<sup>8,14</sup>  | 3583 | 3380 |
| Hertz Vehicle Financing III, LLC, Series 2022-5A, Class A, 3.89% 9/25/2028<sup>8,14</sup>  | 7264 | 7142 |
| Hertz Vehicle Financing III, LLC, Series 2023-4, Class A, 6.15% 3/25/2030<sup>8,14</sup>  | 8275 | 8630 |
| Hertz Vehicle Financing, LLC, Series 2022-1A, Class A, 1.99% 6/25/2026<sup>8,14</sup>  | 2558 | 2550 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027<sup>8,14</sup>  | 28555 | 27310 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027<sup>8,14</sup>  | 3369 | 3208 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027<sup>8,14</sup>  | 1850 | 1759 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028<sup>8,14</sup>  | 281 | 286 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029<sup>8,14</sup>  | 10453 | 10640 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029<sup>8,14</sup>  | 2343 | 2351 |
| Honda Auto Receivables Owner Trust, Series 2023-3, Class A2, 5.71% 3/18/2026<sup>14</sup>  | 1 | 1 |
| Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027<sup>14</sup>  | 1750 | 1755 |
| Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049<sup>8,14</sup>  | 5662 | 5577 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028<sup>8,14</sup>  | 1603 | 1615 |
| Hyundai Auto Receivables Trust, Series 2024-A, Class A3, 4.99% 2/15/2029<sup>14</sup>  | 5082 | 5137 |
| Invitation Homes Trust, Series 2024-SFR1, Class B, 4.00% 9/17/2041<sup>8,14</sup>  | 2450 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jamestown CLO, Ltd., Series 2019-1, Class A1R, <br>(3-month USD CME Term SOFR + 1.20%) 5.469% 4/20/2032<sup>8,11,14</sup>  | 5199 | 5196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jamestown CLO, Ltd., Series 2019-1, Class A2BR, <br>(3-month USD CME Term SOFR + 1.85%) 6.119% 4/20/2032<sup>8,11,14</sup>  | 3826 | 3820 |
| John Deere Owner Trust, Series 2024-A, Class A3, 4.96% 11/15/2028<sup>14</sup>  | 4612 | 4665 |
| LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027<sup>8,14</sup>  | 215 | 216 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A2, 4.64% 11/15/2027<sup>8,14</sup>  | 3569 | 3568 |
| LAD Auto Receivables Trust, Series 2023-4, Class A3, 6.10% 12/15/2027<sup>8,14</sup>  | 3914 | 3931 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029<sup>8,14</sup>  | 1685 | 1690 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029<sup>8,14</sup>  | 888 | 896 |
| LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030<sup>8,14</sup>  | 592 | 591 |
| LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032<sup>8,14</sup>  | 671 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO, Ltd., Series 2019-22, Class ARR, <br>(3-month USD CME Term SOFR + 1.25%) 5.506% 7/15/2036<sup>8,11,14</sup>  | 6466 | 6434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-2A, Class A1R2, <br>(3-month USD CME Term SOFR + 0.95%) 5.219% 1/20/2033<sup>8,11,14</sup>  | 19390 | 19261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, <br>(3-month USD CME Term SOFR + 1.04%) 5.319% 7/23/2032<sup>8,11,14</sup>  | 7069 | 7058 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029<sup>8,14</sup>  | 1414 | 1427 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029<sup>8,14</sup>  | 1198 | 1211 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class D, 10.12% 8/15/2029<sup>8,14</sup>  | 4000 | 4042 |
| Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069<sup>8,14</sup>  | 5219 | 4694 |
| Navient Student Loan Trust, Series 2021-G, Class A, 1.58% 4/15/2070<sup>8,14</sup>  | 7464 | 6718 |
| Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046<sup>8,14</sup>  | 15052 | 14062 |
| Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062<sup>8,14</sup>  | 9603 | 8966 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062<sup>8,14</sup>  | 5235 | 4880 |
| Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062<sup>8,14</sup>  | 9131 | 8508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, <br>1.91% 10/20/2061<sup>8,14</sup>  | 64437 | 60563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, <br>(3-month USD CME Term SOFR + 1.232%) 5.513% 7/25/2030<sup>8,11,14</sup>  | 3113 | 3112 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031<sup>8,14</sup>  | 1180 | 1185 |
| Ondeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032<sup>8,14</sup>  | 6497 | 6509 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031<sup>8,14</sup>  | 801 | 794 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032<sup>8,14</sup>  | 6348 | 6334 |

---

The Income Fund of America — Page 57 of 70

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, CLO, Series 2021-4A, Class A1, <br>(3-month USD CME Term SOFR + 1.062%) 5.318% 10/15/2029<sup>8,11,14</sup>  | USD1,253 | $1252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, CLO, Series 2021-4A, Class A2, <br>(3-month USD CME Term SOFR + 1.662%) 5.918% 10/15/2029<sup>8,11,14</sup>  | 8409 | 8407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A1N, <br>(3-month USD CME Term SOFR + 1.00%) 5.256% 1/15/2033<sup>8,11,14</sup>  | 13669 | 13626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A2, <br>(3-month USD CME Term SOFR + 1.45%) 5.706% 1/15/2033<sup>8,11,14</sup>  | 9460 | 9422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class B, <br>(3-month USD CME Term SOFR + 1.70%) 5.956% 1/15/2033<sup>8,11,14</sup>  | 3000 | 2974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class C, <br>(3-month USD CME Term SOFR + 2.50%) 6.756% 1/15/2033<sup>8,11,14</sup>  | 2814 | 2788 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A1, 4.592% 2/20/2026<sup>8,14</sup>  | 840 | 840 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027<sup>8,14</sup>  | 3147 | 3171 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028<sup>8,14</sup>  | 1952 | 1956 |
| PFS Financing Corp., Series 2022-D, Class B, 4.90% 8/16/2027<sup>8,14</sup>  | 431 | 431 |
| PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028<sup>8,14</sup>  | 13351 | 13456 |
| PG&E Wildfire Recovery Funding, LLC, Series 2022-A, Class A2, 4.263% 6/1/2036<sup>14</sup>  | 4926 | 4683 |
| PK ALIFT Loan Funding 4 LP, Series 2024-2, Class A, 5.052% 10/15/2039<sup>8,14</sup>  | 2311 | 2290 |
| PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039<sup>8,14</sup>  | 2548 | 2584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, <br>(1-month USD CME Term SOFR + 0%) 6.022% 9/15/2039<sup>8,11,14</sup>  | 1902 | 1893 |
| Porsche Innovative Lease Owner Trust, Series 2024-1, Class A2A, 4.84% 1/20/2027<sup>8,14</sup>  | 1727 | 1728 |
| Prestige Auto Receivables Trust, Series 2024-1, Class C, 5.73% 3/15/2029<sup>8,14</sup>  | 1492 | 1512 |
| Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030<sup>8,14</sup>  | 845 | 863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Race Point CLO, Ltd., Series 2015-9A, Class A1A2, <br>(3-month USD CME Term SOFR + 1.202%) 5.458% 10/15/2030<sup>8,11,14</sup>  | 2800 | 2798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regatta XIV Funding, Ltd., CLO, Series 2018-3A, Class AR, <br>(3-month USD CME Term SOFR + 1.10%) 5.382% 10/25/2031<sup>8,11,14</sup>  | 6645 | 6638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regatta XIV Funding, Ltd., CLO, Series 18-3A, Class CR, <br>(3-month USD CME Term SOFR + 1.80%) 6.082% 10/25/2031<sup>8,11,14</sup>  | 2700 | 2699 |
| RR, Ltd., CLO, Series 2020-8, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.606% 7/15/2037<sup>8,11,14</sup>  | 6482 | 6474 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A2, 5.71% 2/16/2027<sup>14</sup>  | 269 | 269 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class A2, 5.91% 6/15/2027<sup>14</sup>  | 288 | 288 |
| Santander Drive Auto Receivables Trust, Series 2021-2, Class D, 1.35% 7/15/2027<sup>14</sup>  | 637 | 634 |
| Santander Drive Auto Receivables Trust, Series 2021-3, Class D, 1.33% 9/15/2027<sup>14</sup>  | 1225 | 1215 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class A2, 5.80% 9/15/2027<sup>14</sup>  | 3405 | 3410 |
| Santander Drive Auto Receivables Trust, Series 2023-1, Class B, 4.98% 2/15/2028<sup>14</sup>  | 1546 | 1546 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.25% 4/17/2028<sup>14</sup>  | 1493 | 1496 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class A3, 5.73% 4/17/2028<sup>14</sup>  | 2528 | 2537 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/16/2028<sup>14</sup>  | 2196 | 2196 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class A3, 5.63% 11/15/2028<sup>14</sup>  | 10450 | 10520 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class B, 5.77% 12/15/2028<sup>14</sup>  | 9527 | 9666 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029<sup>14</sup>  | 6069 | 6164 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class B, 4.93% 9/17/2029<sup>14</sup>  | 3599 | 3637 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030<sup>14</sup>  | 745 | 753 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class C, 4.95% 4/15/2030<sup>14</sup>  | 4218 | 4247 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78% 1/15/2031<sup>14</sup>  | 2657 | 2672 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class D, 5.32% 12/15/2031<sup>14</sup>  | 5961 | 5956 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class D, 5.14% 2/17/2032<sup>14</sup>  | 5140 | 5129 |
| SBNA Auto Lease Trust, Series 2024-A, Class A2, 5.45% 1/20/2026<sup>8,14</sup>  | 243 | 243 |
| SBNA Auto Lease Trust, Series 2024-A, Class A3, 5.39% 11/20/2026<sup>8,14</sup>  | 8995 | 9016 |
| SBNA Auto Lease Trust, Series 2024-B, Class A2, 5.67% 11/20/2026<sup>8,14</sup>  | 826 | 827 |
| SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027<sup>8,14</sup>  | 2493 | 2519 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class B, 5.23% 9/20/2034<sup>8,14</sup>  | 817 | 834 |

---

The Income Fund of America — Page 58 of 70

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| SCF Equipment Trust, LLC, Series 2025-1A, Class C, 5.37% 9/20/2034<sup>8,14</sup>  | USD712 | $725 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class D, 5.88% 11/20/2035<sup>8,14</sup>  | 303 | 311 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A2, 4.71% 5/22/2028<sup>8,14</sup>  | 3500 | 3500 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class A3, 5.47% 10/20/2028<sup>8,14</sup>  | 8246 | 8310 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class B, 5.71% 1/22/2030<sup>8,14</sup>  | 1034 | 1066 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030<sup>8,14</sup>  | 5178 | 5214 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class C, 5.97% 2/20/2031<sup>8,14</sup>  | 1637 | 1683 |
| SLAM, LLC, Series 2024-1A, Class A, 5.335% 9/15/2049<sup>8,14</sup>  | 4051 | 4045 |
| SLAM, Ltd., Series 2021-1, Class A, 2.434% 6/15/2046<sup>8,14</sup>  | 6842 | 6357 |
| SLAM, Ltd., Series 2021-1, Class B, 3.422% 6/15/2046<sup>8,14</sup>  | 1259 | 1172 |
| SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13% 4/15/2054<sup>8,14</sup>  | 2104 | 2104 |
| SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046<sup>8,14</sup>  | 8249 | 7681 |
| SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046<sup>8,14</sup>  | 9997 | 9643 |
| Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041<sup>8,14</sup>  | 3908 | 3781 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033<sup>8,14</sup>  | 2633 | 2518 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033<sup>8,14</sup>  | 2580 | 2467 |
| Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054<sup>8,14</sup>  | 8331 | 8278 |
| Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054<sup>8,14</sup>  | 9836 | 9778 |
| Subway Funding, LLC, Series 2024-1, Class A2I, 6.028% 7/30/2054<sup>8,14</sup>  | 17241 | 17474 |
| Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054<sup>8,14</sup>  | 17241 | 17582 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075<sup>8,14</sup>  | 2273 | 2195 |
| Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029<sup>14</sup>  | 6264 | 6353 |
| Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/18/2031<sup>14</sup>  | 6813 | 6927 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045<sup>8,14</sup>  | 3189 | 2995 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045<sup>8,14</sup>  | 4505 | 4289 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045<sup>8,14</sup>  | 5502 | 5141 |
| Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045<sup>8,14</sup>  | 722 | 676 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046<sup>8,14</sup>  | 9985 | 9149 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class B, 2.52% 2/20/2046<sup>8,14</sup>  | 430 | 393 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046<sup>8,14</sup>  | 13658 | 12603 |
| TIF Funding II, LLC, Series 2020-1A, Class A, 2.09% 8/20/2045<sup>8,14</sup>  | 5552 | 5194 |
| TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046<sup>8,14</sup>  | 4395 | 3926 |
| TIF Funding II, LLC, Series 2021-1A, Class B, 2.54% 2/20/2046<sup>8,14</sup>  | 158 | 142 |
| TIF Funding II, LLC, Series 2024-1, Class C, 6.31% 4/20/2049<sup>8,14</sup>  | 246 | 249 |
| T-Mobile US Trust, Series 2024-1, Class A, 5.05% 9/20/2029<sup>8,14</sup>  | 12824 | 12934 |
| Toyota Auto Loan Extended Note Trust, Series 2020-1, Class A, 1.35% 5/25/2033<sup>8,14</sup>  | 18828 | 18784 |
| Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3, 5.16% 4/17/2028<sup>14</sup>  | 9606 | 9662 |
| Toyota Auto Receivables Owner Trust, Series 2023-C, Class A4, 5.01% 2/15/2029<sup>14</sup>  | 3718 | 3780 |
| Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029<sup>8,14</sup>  | 2225 | 2226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, <br>(3-month USD CME Term SOFR + 1.20%) 5.469% 1/20/2032<sup>8,11,14</sup>  | 1404 | 1403 |
| Trinitas CLO, Ltd., Series 2018-9A, Class BRRR, (3-month USD CME Term SOFR + 1.70%) 5.969% 1/20/2032<sup>8,11,14</sup>  | 4000 | 3997 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045<sup>8,14</sup>  | 18982 | 17552 |
| Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046<sup>8,14</sup>  | 10445 | 9474 |
| Triton Container Finance VIII, LLC, Series 2021-1A, Class B, 2.58% 3/20/2046<sup>8,14</sup>  | 399 | 361 |
| United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027<sup>8,14</sup>  | 1254 | 1253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, <br>(3-month USD CME Term SOFR + 1.19%) 5.459% 1/20/2037<sup>8,11,14</sup>  | 4700 | 4670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture CDO, Ltd., CLO, Series 2019-36A, Class A1AR, <br>(3-month USD CME Term SOFR + 1.13%) 5.661% 4/20/2032<sup>8,11,14</sup>  | 2043 | 2043 |
| Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031<sup>8,14</sup>  | 2257 | 2297 |
| Verizon Master Trust, Series 2024-1, Class A1A, 5.00% 12/20/2028<sup>14</sup>  | 8584 | 8611 |
| Verizon Master Trust, Series 2023-1, Class A, 4.49% 1/22/2029 (5.24% on 1/20/2026)<sup>12,14</sup>  | 17018 | 16988 |
| Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/22/2030<sup>14</sup>  | 19500 | 19920 |
| Verizon Master Trust, Series 2023-3, Class A, 4.73% 4/21/2031<sup>8,14</sup>  | 20266 | 20536 |

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The Income Fund of America — Page 59 of 70

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Verizon Master Trust., Series 24-5, Class A, 5.00% 6/21/2032<sup>8,14</sup>  | USD3,127 | $3201 |
| Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033<sup>8,14</sup>  | 14830 | 15003 |
| Volvo Financial Equipment, LLC, Series 2024-1A, Class A2, 4.56% 5/17/2027<sup>8,14</sup>  | 1072 | 1073 |
| Volvo Financial Equipment, LLC, Series 2025-1A, Class A2, 4.41% 11/15/2027<sup>8,14</sup>  | 3263 | 3263 |
| Voya CLO, Ltd., Series 2018-3, Class A1R2, (3-month USD CME Term SOFR + 1.20%) 5.456% 10/15/2031<sup>8,11,14</sup>  | 4568 | 4563 |
| Voya CLO, Ltd., Series 2018-3, Class BR2, (3-month USD CME Term SOFR + 1.80%) 6.056% 10/15/2031<sup>8,11,14</sup>  | 3478 | 3477 |
| VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028<sup>8,14</sup>  | 579 | 584 |
| VStrong Auto Receivables Trust, Series 2024-A, Class B, 5.77% 7/15/2030<sup>8,14</sup>  | 1295 | 1318 |
| Westlake Automobile Receivables Trust, Series 2021-2, Class D, 1.23% 12/15/2026<sup>8,14</sup>  | 1399 | 1391 |
| Westlake Automobile Receivables Trust, Series 2023-2, Class A3, 5.80% 2/16/2027<sup>8,14</sup>  | 2255 | 2257 |
| Westlake Automobile Receivables Trust, Series 2022-1A, Class D, 3.49% 3/15/2027<sup>8,14</sup>  | 2924 | 2909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westlake Automobile Receivables Trust, Series 2022-2A, Class C, <br>4.85% 9/15/2027<sup>8,14</sup>  | 2072 | 2071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, <br>4.66% 1/18/2028<sup>8,14</sup>  | 9570 | 9573 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class A3, 5.21% 1/18/2028<sup>8,14</sup>  | 337 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, <br>4.71% 4/17/2028<sup>8,14</sup>  | 3350 | 3354 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class B, 5.92% 9/15/2028<sup>8,14</sup>  | 5588 | 5631 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028<sup>8,14</sup>  | 3579 | 3637 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029<sup>8,14</sup>  | 2094 | 2115 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029<sup>8,14</sup>  | 1993 | 2049 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029<sup>8,14</sup>  | 2813 | 2863 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class B, 4.72% 11/15/2029<sup>8,14</sup>  | 11381 | 11409 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class C, 4.92% 11/15/2029<sup>8,14</sup>  | 7423 | 7454 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class C, 5.68% 3/15/2030<sup>8,14</sup>  | 8000 | 8114 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class D, 5.21% 4/15/2030<sup>8,14</sup>  | 8000 | 8011 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class D, 5.91% 4/15/2030<sup>8,14</sup>  | 2826 | 2874 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class C, 5.14% 10/15/2030<sup>8,14</sup>  | 3143 | 3152 |
| Wheels Fleet Lease Funding, LLC, Series 2024-1, Class A1, 5.49% 2/18/2039<sup>8,14</sup>  | 6915 | 6996 |
| Wheels Fleet Lease Funding, LLC, Series 24-2A, Class A1, 4.87% 6/21/2039<sup>8,14</sup>  | 6765 | 6808 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039<sup>8,14</sup>  | 6181 | 6221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2015-1A, Class A1R3, <br>(3-month USD CME Term SOFR + 1.20%) 5.469% 10/20/2030<sup>8,11,14</sup>  | 882 | 881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2015-1, Class BR3, <br>(3-month USD CME Term SOFR + 1.80%) 6.069% 10/20/2030<sup>8,11,14</sup>  | 8000 | 8005 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032<sup>8,14</sup>  | 1415 | 1417 |
| World Financial Network Credit Card Master Trust, Series 2023-A, Class A, 5.02% 3/15/2030<sup>14</sup>  | 17652 | 17786 |
| World OMNI Select Auto Trust, Series 2024-A, Class A2A, 5.37% 2/15/2028<sup>14</sup>  | 4912 | 4925 |
| World OMNI Select Auto Trust, Series 2024-A, Class A3, 4.98% 2/15/2030<sup>14</sup>  | 7476 | 7534 |
|  |  | 1946835 |
| **Municipals 0.25%**<br> **Illinois 0.21%**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, <br>6.319% 11/1/2029 | 28045 | 28328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2015-C, <br>5.25% 12/1/2039 | 120 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, <br>6.138% 12/1/2039 | 54555 | 51097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, <br>6.519% 12/1/2040 | 11385 | 10803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Qualified School Construction Bonds), <br>Series 2009-G, 1.75% 12/15/2025 | 23140 | 22674 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **Illinois (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, <br>5.00% 12/1/2026 | USD110 | $111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>5.00% 12/1/2026 | 100 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2028 | 650 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, <br>Assured Guaranty insured, 5.00% 12/1/2028 | 800 | 830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2029 | 300 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, <br>Assured Guaranty insured, 5.00% 12/1/2029 | 550 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, <br>5.00% 12/1/2030 | 220 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2030 | 200 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-D, <br>5.00% 12/1/2031 | 100 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2031 | 350 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2032 | 350 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, <br>Assured Guaranty insured, 5.00% 12/1/2033 | 200 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, <br>5.00% 12/1/2036 | 100 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-G, <br>5.00% 12/1/2044 | 140 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, <br>5.00% 12/1/2046 | 390 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds <br> (Dedicated Tax Rev.), Series 2012-A, 5.00% 12/1/2042 | 190 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds <br> (Dedicated Tax Rev.), Capital Appreciation Bonds, Series 1998-B-1, National insured, 0% 12/1/2031 | 350 | 263 |
| G.O. Bonds, Series 2013-B, 4.91% 4/1/2027 | 1100 | 1116 |
| G.O. Bonds, Pension Funding, Series 2003, 5.10% 6/1/2033 | 146720 | 146755 |
| G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2/1/2035 | 2904 | 3037 |
| G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 6.725% 4/1/2035 | 3461 | 3636 |
| G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 7.35% 7/1/2035 | 275 | 295 |
|  |  | 272935 |
| **Massachusetts 0.00%** |  |  |
| Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049 | 7100 | 7127 |
| **Ohio 0.02%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), <br>Series 2021, 4.425% 5/1/2031 | 27070 | 24001 |
| **Wisconsin 0.02%** |  |  |
| Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034 | 22405 | 21832 |
| **Total municipals** |  | 325895 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. 0.16%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Abu Dhabi (Emirate of) 1.70% 3/2/2031<sup>8</sup>  | USD1,700 | $1481 |
| Abu Dhabi (Emirate of) 3.875% 4/16/2050<sup>8</sup>  | 5350 | 4151 |
| Chile (Republic of) 4.85% 1/22/2029 | 9135 | 9265 |
| Colombia (Republic of) 7.50% 2/2/2034 | 9656 | 9429 |
| Colombia (Republic of) 8.00% 11/14/2035 | 14314 | 14071 |
| Morocco (Kingdom of) 3.00% 12/15/2032<sup>8</sup>  | 6000 | 4961 |
| Morocco (Kingdom of) 4.00% 12/15/2050<sup>8</sup>  | 6000 | 3976 |
| OMERS Finance Trust 3.50% 4/19/2032<sup>8</sup>  | 7941 | 7509 |
| OMERS Finance Trust 4.00% 4/19/2052<sup>8</sup>  | 7941 | 6226 |
| Panama (Republic of) 7.50% 3/1/2031 | 4015 | 4176 |
| Panama (Republic of) 2.252% 9/29/2032 | 8741 | 6409 |
| Panama (Republic of) 8.00% 3/1/2038 | 3025 | 3139 |
| Panama (Republic of) 4.50% 1/19/2063 | 2065 | 1263 |
| Peru (Republic of) 1.862% 12/1/2032 | 8550 | 6751 |
| Peru (Republic of) 5.875% 8/8/2054 | 3665 | 3484 |
| Peru (Republic of) 2.78% 12/1/2060 | 12800 | 6841 |
| United Mexican States 6.00% 5/13/2030 | 4490 | 4612 |
| United Mexican States 2.659% 5/24/2031 | 9162 | 7805 |
| United Mexican States 4.875% 5/19/2033 | 3912 | 3609 |
| United Mexican States 3.50% 2/12/2034 | 17988 | 14763 |
| United Mexican States 6.00% 5/7/2036 | 58740 | 56095 |
| United Mexican States 6.875% 5/13/2037 | 13455 | 13636 |
| United Mexican States 7.375% 5/13/2055 | 6745 | 6704 |
| United Mexican States 3.771% 5/24/2061 | 5180 | 2965 |
|  |  | 203321 |
| **Total bonds, notes & other debt instruments** (cost: $31,822,795,000) |  | 31265558 |
| Short-term securities 7.91%<br> **Money market investments 7.90%**<br>| Shares |  |
| Capital Group Central Cash Fund 4.28%<sup>2,18</sup>  | 100675892 | 10066582 |
| **Money market investments purchased with collateral from securities on loan 0.01%** |  |  |
| Capital Group Central Cash Fund 4.28%<sup>2,18,19</sup>  | 57984 | 5798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invesco Short-Term Investments Trust – Government & Agency Portfolio, <br>Institutional Class 4.26%<sup>18,19</sup>  | 1186611 | 1187 |
| BlackRock Liquidity Funds – FedFund, Institutional Shares 4.22%<sup>18,19</sup>  | 200000 | 200 |
| Dreyfus Treasury Obligations Cash Management, Institutional Shares 4.19%<sup>18,19</sup>  | 200000 | 200 |
| Fidelity Investments Money Market Government Portfolio, Class I 4.22%<sup>18,19</sup>  | 200000 | 200 |
| Goldman Sachs Financial Square Government Fund, Institutional Shares 4.20%<sup>18,19</sup>  | 200000 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Institutional Liquidity Funds – Government Portfolio, <br>Institutional Class 4.24%<sup>18,19</sup>  | 200000 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RBC Funds Trust – U.S. Government Money Market Fund, <br>RBC Institutional Class 1 4.25%<sup>18,19</sup>  | 200000 | 200 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class 4.29%<sup>18,19</sup>  | 200000 | 200 |
|  |  | 8385 |
| **Total short-term securities** (cost: $10,075,837,000) |  | 10074967 |
| **Total investment securities 100.65%** (cost: $101,042,177,000) |  | 128257582 |
| **Other assets less liabilities (0.65)%** |  | (830979)<br>|
| **Net assets 100.00%** |  | $127426603 |

---

The Income Fund of America — Page 62 of 70

------

**unaudited**

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 8980 | 7/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD1,869,173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3814 |
| 5 Year U.S. Treasury Note Futures | Long | 33558 | 7/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3664376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35772 |
| 10 Year U.S. Treasury Note Futures | Long | 4805 | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| 10 Year Ultra U.S. Treasury Note Futures | Long | 4372 | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4538)<br>|
| 20 Year U.S. Treasury Note Futures | Short | 1225 | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142866)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 4976 | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1385)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $34423 |

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 81250 | USD | 89693 | JPMorgan Chase | 5/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2384 |
| EUR | 81250 | USD | 90494 | UBS AG | 5/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1584 |
| USD | 176142 | EUR | 162500 | Goldman Sachs | 5/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8013)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(4045)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | 4.1215% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/27/2030 | USD80,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2647)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2647)<br>|
| SOFR | Annual | 4.0585% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/5/2030 | 49140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1495)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1495)<br>|
| SOFR | Annual | 4.041% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/5/2030 | 110700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3283)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3283)<br>|
| SOFR | Annual | 3.7045% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/13/2030 | 54640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (819)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (819)<br>|
| SOFR | Annual | 3.797% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 8873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171)<br>|
| SOFR | Annual | 3.794% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 16957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (324)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (324)<br>|
| SOFR | Annual | 3.796% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 16958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325)<br>|
| SOFR | Annual | 3.7815% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 33535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9685)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9685)<br>|

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>4/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 4/30/2025 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>4/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 4/30/2025 <br>(000) |
| 14.4225% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | BRL1,190,200 | $7644 | $— | $7644 |
| 15.09% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 593000 | 6564 |  | 6564 |
| 14.5956% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 514950 | 3669 |  | 3669 |

---

The Income Fund of America — Page 63 of 70

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Bilateral interest rate swaps (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 4/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 4/30/2025<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Counterparty | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 4/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 4/30/2025<br> (000) |
| 14.37% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | BRL412,730 | $2396 | $— | $2396 |
| 14.585% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 61361 | 433 |  | 433 |
|  |  |  |  |  |  |  | $20706 | $— | $20706 |

---

**Credit default swaps** 

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 4/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.HY.44 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | USD140,500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(5313)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(5272)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(41)<br>|
| CDX.NA.IG.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | 313252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4719)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3922)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (797)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(10032)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9194)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(838)<br>|

---

Investments in affiliates<sup>2</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>8/1/2024 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>4/30/2025 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** | **Common stocks 1.48%** |
| **Financials 0.07%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Islandsbanki hf. | $75545 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $569 | &nbsp;&nbsp; $(96)<br>| &nbsp;&nbsp; $9419 | &nbsp;&nbsp; $84299 | &nbsp;&nbsp; $4925 |
| **Consumer staples 0.01%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Viva Wine Group AB<sup>1</sup> <br>| 19375 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 19572 | &nbsp;&nbsp; — |
| **Health care 0.04%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rotech Healthcare, Inc.<sup>3,5,6</sup> <br>| 50336 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (2390)<br>| &nbsp;&nbsp; 47946 | &nbsp;&nbsp; — |
| **Information technology 0.16%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc.<sup>5</sup> <br>| 196917 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3527 | &nbsp;&nbsp; 200444 | &nbsp;&nbsp; — |
| **Utilities 0.00%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brookfield Infrastructure Partners, LP<sup>20</sup> <br>| 946060 | &nbsp;&nbsp; — | &nbsp;&nbsp; 236930 | &nbsp;&nbsp; (53833)<br>| &nbsp;&nbsp; 13761 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29344 |
| **Communication services 1.05%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA | 967526 | &nbsp;&nbsp; 397252 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (31697)<br>| &nbsp;&nbsp; 1333081 | &nbsp;&nbsp; — |
| **Consumer discretionary 0.15%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Group PLC | 127988 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (17858)<br>| &nbsp;&nbsp; 110130 | &nbsp;&nbsp; 4363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Puuilo OYJ | 60516 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17896 | &nbsp;&nbsp; 78412 | &nbsp;&nbsp; 1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc.<sup>3,5,8</sup> <br>| 273 <br><sup>4</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (273 )<sup>4</sup><br>| &nbsp;&nbsp; — <br><sup>4</sup><br>| &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc.<sup>3,5</sup> <br>| 27288 <br><sup>4</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (27288 )<sup>4</sup><br>| &nbsp;&nbsp; — <br><sup>4</sup><br>| &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 188542 |  |
| **Materials 0.00%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venator Materials PLC<sup>3,5</sup> <br>| 36351 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (29758)<br>| &nbsp;&nbsp; 6593 | &nbsp;&nbsp; — |
| **Total common stocks** |  |  |  |  |  | &nbsp;&nbsp; 1880477 |  |

---

The Income Fund of America — Page 64 of 70

------

**unaudited**

Investments in affiliates<sup>2</sup> (continued)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at<br> 8/1/2024<br> (000)<br>| Additions<br> (000)<br>| Reductions<br> (000)<br>| Net<br> realized<br> gain (loss)<br> (000)<br>| Net<br> unrealized<br> appreciation<br> (depreciation)<br> (000)<br>| Value at<br> 4/30/2025<br> (000)<br>| Dividend<br> or interest<br> income<br> (000)<br>|
| **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** | **Bonds, notes & other debt instruments 0.10%** |
| **Consumer discretionary 0.00%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Party City Holdings, Inc. 12.00% PIK 1/11/2029<sup>3,8,9,13</sup> <br>| $28337 | &nbsp;&nbsp; $1727 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(26950)<br>| &nbsp;&nbsp; $3114 | &nbsp;&nbsp; $1073 |
| **Information technology 0.10%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc. 7.75% 3/31/2030<sup>8</sup> <br>|  | &nbsp;&nbsp; 125829 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4034 | &nbsp;&nbsp; 129863 | &nbsp;&nbsp; 3243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc., Term Loan, <br>(3-month USD CME Term SOFR + 6.50%) <br>14.25% 8/11/2028<sup>8,11,21</sup> <br>| 215994 | &nbsp;&nbsp; — | &nbsp;&nbsp; 212864 | &nbsp;&nbsp; 5637 | &nbsp;&nbsp; (8767)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 10290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan, 0.50% 9/13/<br> 2029<sup>6,10,11</sup> <br>|  | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp; 129863 |  |
| **Total bonds, notes & other debt instruments** |  |  |  |  |  | &nbsp;&nbsp; 132977 |  |
| **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** | **Short-term securities 7.90%** |
| **Money market investments 7.90%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.28%<sup>18</sup> <br>| 7436255 | &nbsp;&nbsp; 15249444 | &nbsp;&nbsp; 12618658 | &nbsp;&nbsp; 764 | &nbsp;&nbsp; (1223)<br>| &nbsp;&nbsp; 10066582 | &nbsp;&nbsp; 246134 |
| **Money market investments purchased with collateral** <br>**from securities on loan 0.00%**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.28%<sup>18,19</sup> <br>| 1905 | &nbsp;&nbsp; 3893 <br><sup>22</sup><br>|  |  |  | &nbsp;&nbsp; 5798 | &nbsp;&nbsp; — <br><sup>23</sup><br>|
| **Total short-term securities** |  |  |  |  |  | &nbsp;&nbsp; 10072380 |  |
| **Total 9.48%** |  |  |  | &nbsp;&nbsp; $(47528)<br>| &nbsp;&nbsp; $(97370)<br>| &nbsp;&nbsp; $12085834 | &nbsp;&nbsp; $300512 |

---

Restricted securities<sup>6</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| Ascent Resources, LLC, Class A<sup>3</sup> <br>| 4/25/2016-11/15/2016 | $56848 | $54082 | 0.04<br> %<br>|
| Rotech Healthcare, Inc.<sup>2,3,5</sup> <br>| 11/26/2014 | 19660 | 47946 | 0.04 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + <br> 7.25%) 11.428% 9/13/2029<sup>10,11</sup> <br>| 9/13/2023 | 32852 | 33557 | 0.03 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan, (3-month USD CME Term SOFR + <br> 7.25%) 11.428% 9/13/2029<sup>10,11</sup> <br>| 9/13/2023-3/13/2025 | 278 | 279 | 0.00 <br><sup>24</sup><br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolfspeed, Inc. 2.00% PIK and 9.88% Cash 6/23/2030 (10.875% <br> Cash and 2.00% PIK on 6/22/2025)<sup>3,9,12</sup> <br>| 6/23/2023-3/24/2025 | 20192 | 20836 | 0.02 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AH Parent, Inc., Class A, 10.50% PIK or 10.00% Cash perpetual <br> cumulative preferred shares<sup>3,9</sup> <br>| 9/27/2024 | 17700 | 17900 | 0.01 |
| **Total** |  | $147530 | $174600 | 0.14<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Income Fund of America — Page 65 of 70

------

**unaudited**

<sup>1</sup> All or a portion of this security was on loan. The total value of all such securities was $256,917,000, which represented 0.20% of the net assets of the fund. 

<sup>2</sup> Affiliate of the fund or part of the same "group of investment companies" as the fund, as defined under the Investment Company Act of 1940, as amended.

<sup>3</sup> Value determined using significant unobservable inputs.

<sup>4</sup> Amount less than one thousand.

<sup>5</sup> Security did not produce income during the last 12 months.

<sup>6</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933. The total value of all such restricted securities was $174,600,000, which represented 0.14% of the net assets of the fund. 

<sup>7</sup> Security is subject to a contractual sale restriction (lockup). The total value of all such securities was $10,703,000, which represented less than 0.01% of the net assets of the fund. The remaining lockup period is generally less than one year; and early lockup release provisions may be applicable based on certain set milestones or condition in accordance with legal documents. 

<sup>8</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $14,319,138,000, which represented 11.24% of the net assets of the fund. 

<sup>9</sup> Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Payment methods and rates are as of the most recent payment when available. 

<sup>10</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $812,040,000, which represented 0.64% of the net assets of the fund. 

<sup>11</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>12</sup> Step bond; coupon rate may change at a later date.

<sup>13</sup> Scheduled interest and/or principal payment was not received.

<sup>14</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>15</sup> Represents securities transacted on a TBA basis.

<sup>16</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $123,377,000, which represented 0.10% of the net assets of the fund. 

<sup>17</sup> Index-linked bond whose principal amount moves with a government price index. 

<sup>18</sup> Rate represents the seven-day yield at 4/30/2025.

<sup>19</sup> Security purchased with cash collateral from securities on loan. 

<sup>20</sup> Affiliated issuer during the reporting period but no longer an affiliate at 4/30/2025. Refer to the investment portfolio for the security value at 4/30/2025.

<sup>21</sup> Affiliated issuer during the reporting period but no longer held at 4/30/2025.

<sup>22</sup> Represents net activity. 

<sup>23</sup> Dividend income is included with securities lending income and is not shown in this table.

<sup>24</sup> Amount less than 0.01%.

The Income Fund of America — Page 66 of 70

------

**unaudited**

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Equity securities, including depositary receipts, are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on inputs <br> that include, but are not limited to, financial statements and debt contracts<br>|

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price on the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $5,555,061,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $361,396,000. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $1,217,984,000 and $374,193,000, respectively.

The Income Fund of America — Page 67 of 70

------

**unaudited**

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of April 30, 2025, were as follows (dollars in thousands):

The Income Fund of America — Page 68 of 70

------

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | $12264096 | $5941919 | $—<br> \*<br>| $18206015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer staples | 8696582 | 2685552 |  | 11382134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health care | 6888939 | 2312698 | 47946 | 9249583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 6815674 | 644285 | 59122 | 7519081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3872019 | 3437335 |  | 7309354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information technology | 5352164 | 1690974 |  | 7043138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 4157210 | 1527041 |  | 5684251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication services | 2634243 | 2912939 |  | 5547182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer discretionary | 3851507 | 1583842 | 21159 | 5456508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 3774255 | 505706 | 6593 | 4286554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real estate | 3597763 | 166136 |  | 3763899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred securities  | 349034 |  | 22608 | 371642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights & warrants  |  |  | —<br> \*<br>| —<br> \*<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible stocks  | 1079577 |  |  | 1079577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible bonds & notes  |  | 18139 |  | 18139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans |  | 20668039 | 85735 | 20753774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations |  | 5620572 | 19966 | 5640538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes |  | 2395195 |  | 2395195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations |  | 1936465 | 10370 | 1946835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals |  | 325895 |  | 325895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies <br> outside the U.S.<br>|  | 203321 |  | 203321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 10074967 |  |  | 10074967 |
| Total | $73408030 | $54576053 | $273499 | $128257582 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  | Other investments<sup>†</sup>  |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | $40346 | $— | $— | $40346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts |  | 3968 |  | 3968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps |  | 20706 |  | 20706 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (5923)<br>|  |  | (5923)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts |  | (8013)<br>|  | (8013)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (9685)<br>|  | (9685)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps |  | (838)<br>|  | (838)<br>|
| Total  | $34423 | $6138 | $— | $40561 |

---

\*

Amount less than one thousand.

<sup>†</sup>

Futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

The Income Fund of America — Page 69 of 70

------

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| ADR = American Depositary Receipts |
| Assn. = Association |
| Auth. = Authority |
| BRL = Brazilian reais |
| BZDIOVER = Overnight Brazilian Interbank Deposit Rate |
| CAD = Canadian dollars |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CMO = Collateralized Mortgage Obligations |
| DAC = Designated Activity Company |
| EUR = Euros |
| Fin. = Finance |
| Fncg. = Financing |
| G.O. = General Obligation |
| GBP = British pounds |
| ICE = Intercontinental Exchange, Inc. |
| LIBOR = London Interbank Offered Rate |
| PIK = Payment In Kind |
| Ref. = Refunding |
| REIT = Real Estate Investment Trust |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2025 Capital Group. All rights reserved.

MFGEFP3-006-0625

The Income Fund of America — Page 70 of 70

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $132614022155.98

**Total Liabilities:** $5164333205.99

**Net Assets:** $127449688949.99

**Delayed Delivery Securities:** $21819805.80

**Cash Not Reported:** $13278968.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36679.097050000000 | **1-Year:** -727506.453900000000 | **5-Year:** -1623728.957000000000 | **10-Year:** -1244614.624000000000 | **30-Year:** -515279.848100000000

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

- **3-Month:** -51567.275720000000 | **1-Year:** -1553310.840000000000 | **5-Year:** -3225515.974000000000 | **10-Year:** -584032.365400000000 | **30-Year:** -105313.657300000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023985 | 2.18%                | -0.74%               | -0.31%               |
| Class ID C000023986 | 2.12%                | -0.78%               | -0.40%               |
| Class ID C000023987 | 2.14%                | -0.82%               | -0.40%               |
| Class ID C000023988 | 2.11%                | -0.74%               | -0.36%               |
| Class ID C000023989 | 2.15%                | -0.71%               | -0.36%               |
| Class ID C000023990 | 2.18%                | -0.71%               | -0.28%               |
| Class ID C000023992 | 2.10%                | -0.81%               | -0.36%               |
| Class ID C000023993 | 2.15%                | -0.72%               | -0.35%               |
| Class ID C000023994 | 2.19%                | -0.74%               | -0.32%               |
| Class ID C000023996 | 2.11%                | -0.77%               | -0.39%               |
| Class ID C000023997 | 2.16%                | -0.73%               | -0.36%               |
| Class ID C000023998 | 2.19%                | -0.71%               | -0.32%               |
| Class ID C000068581 | 2.19%                | -0.73%               | -0.31%               |
| Class ID C000077898 | 2.22%                | -0.70%               | -0.32%               |
| Class ID C000148385 | 2.15%                | -0.78%               | -0.35%               |
| Class ID C000164804 | 2.19%                | -0.74%               | -0.32%               |
| Class ID C000179951 | 2.22%                | -0.70%               | -0.31%               |
| Class ID C000189427 | 2.18%                | -0.69%               | -0.31%               |
| Class ID C000189428 | 2.22%                | -0.71%               | -0.31%               |
| Class ID C000223653 | 2.22%                | -0.72%               | -0.31%               |
| Class ID C000223654 | 2.22%                | -0.71%               | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1192849373.11           | $1203349222.40                             |
| Month 2  | $1886035260.51           | $-3231486318.33                            |
| Month 3  | $765867009.25            | $-1708262601.96                            |

**Designated Index Information**

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

- **Index Identifier:** 65SPX35LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8011072.00     | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5534000 | PA      | $5107771.32     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   9739000 | PA      | $9324868.50     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2930230.88     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                                         | KIMMERIDGE TEXAS GAS LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $8753674.47     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 5.0% 03-01-43                                            | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17283400.00    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                              | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   7070000 | PA      | $6847966.65     | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                                      | KAISER ALUMINUM CORP 144A LIFE SR UNSEC 4.625% 03-01-28                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20295000 | PA      | $19550072.03    | 0.02%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  55047000 | PA      | $49636540.46    | 0.04%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  53703000 | PA      | $46005211.98    | 0.04%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  81396000 | PA      | $71868598.20    | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 144A LIFE SR UNSEC 4.125% 11-15-29                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4765796.84     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME SR UNSEC 7.25% 07-15-30                                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $10550995.47    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                                          | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    264000 | PA      | $234663.79      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2400000 | PA      | $2481295.20     | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                              | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10798777.50    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.55% 04-01-32                                        | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2929563.00     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA GROUP PLC                                                         | DOMINO'S PIZZA GROUP PLC                                                                           | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |  30671123 | NS      | $110129999.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |  10908988 | NS      | $333705942.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.8% 10-01-34                                         | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1260777.75     | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC SR SEC 1ST LIEN BACKSTOP (UNFUNDED) 0.0% 12-31-2025                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1240871 | PA      | $1240870.56     | 0.00%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   5428808 | NS      | $1089236037.12  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   5435381 | NS      | $744647197.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-3                                                   | VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28                                                           | CUSIP: 92348KBP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20266000 | PA      | $20535578.33    | 0.02%             | 2031-04-21      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                                   | VZMT 24-1 A1A 5.00% 12-20-28                                                                       | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8584000 | PA      | $8610799.25     | 0.01%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26                                                         | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $583594.94      | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A B 144A 5.77% 07-15-30/08-16-27                                                          | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1318430.44     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |  22185000 | PA      | $21157257.69    | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  41663000 | PA      | $41744992.78    | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 18-3 A1R2 CLO 144A FRN (TSFR3M+120) 10-15-31                                                  | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   4567516 | PA      | $4563492.47     | 0.00%             | 2031-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 18-3 BR2 CLO 144A FRN (TSFR3M+180) 07-15-37                                                   | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   3478000 | PA      | $3476904.43     | 0.00%             | 2031-10-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SUB 4.582% 12-10-25                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4600000 | PA      | $4587580.00     | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  21160000 | PA      | $20850111.80    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-3                                                   | VZMT 24-3 A1A 5.34% 04-22-30/04-20-27                                                              | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19500000 | PA      | $19920069.00    | 0.02%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2257243 | PA      | $2297236.63     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.569% 02-01-29                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2916727.49     | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  36840000 | PA      | $36093658.44    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-5                                                                      | VZMT 24-5 A 144A 5% 06-21-32/06-20-29                                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3127000 | PA      | $3201331.92     | 0.00%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                     | VFET 24-1 A2 144A 4.56% 05-17-27/05-15-26                                                          | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1072000 | PA      | $1072529.57     | 0.00%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  22510000 | PA      | $22414737.68    | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                             | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26434000 | PA      | $25777802.38    | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                           | VYSPK 22-1A ARR CLO 144A FRN (TSFR3M+119) 01-20-37                                                 | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |   4700000 | PA      | $4669736.70     | 0.00%             | 2037-01-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 25-1 A2 144A 4.41% 11-15-27                                                                   | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3263000 | PA      | $3263189.25     | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.375% 01-15-31                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4183260.90     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 17.5% 01-31-26                                   | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  69666242 | PA      | $20551541.39    | 0.02%             | 2026-01-31      | Variable      | 17.50%                | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                   | VZMT 25-4 A 144A 4.76% 03-21-33                                                                    | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14830000 | PA      | $15003451.68    | 0.01%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 D 144A 1.23% 12-15-26                                                                   | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398976 | PA      | $1391168.74     | 0.00%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                                | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |  41305000 | PA      | $36246335.35    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  19120000 | PA      | $18413516.00    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                                           | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2924000 | PA      | $2908803.97     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                 | WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24                                                         | CUSIP: 96042XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337086 | PA      | $337186.70      | 0.00%             | 2028-01-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  42907000 | PA      | $40610788.99    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  21690000 | PA      | $20679246.00    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2                                 | WLAKE 23-2 A3 144A 5.8% 02-16-27                                                                   | CUSIP: 959926AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2254982 | PA      | $2257338.13     | 0.00%             | 2027-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 C 144A 6.02% 09-15-28                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3579000 | PA      | $3637377.07     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |  37385000 | PA      | $34754853.10    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.75% 06-15-29                             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19183000 | PA      | $18380575.11    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 B 144A 5.92% 09-15-28                                                                   | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5588000 | PA      | $5630675.56     | 0.00%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 D 144A 6.47% 03-15-29                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1993000 | PA      | $2048778.09     | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |  16910000 | PA      | $15847713.80    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  43025000 | PA      | $40412091.75    | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  42205000 | PA      | $40077150.52    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |  38300000 | PA      | $37480686.40    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1866355.48     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27                                  | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6813737.77     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                                | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9800000 | PA      | $9650599.00     | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                                 | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3397093.83     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6148000 | PA      | $6130029.40     | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28                                                       | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   7873000 | PA      | $7961146.11     | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                                 | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   9311000 | PA      | $9113597.49     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  33830000 | PA      | $32818144.70    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  22295000 | PA      | $23340836.16    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7550841.52     | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                                 | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  43400000 | PA      | $40249637.40    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                               | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |  25700000 | PA      | $23287926.50    | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.5% 09-01-31                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $8117725.85     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8191350.00     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 4.375% 02-01-29                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  21525000 | PA      | $17971265.55    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2768954.10     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                                     | INTELSAT JACKSON HOLDINGS SA 144A LIFE SR SEC 1ST LIEN 6.5% 03-15-30                               | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        | 112336000 | PA      | $110776551.65   | 0.09%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   6838000 | PA      | $6754015.68     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2899000 | PA      | $2911494.69     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3656776.50     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                           | RB GLOBAL HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |  11040000 | PA      | $11589063.36    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  15445000 | PA      | $15885306.06    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                               | SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |  34980000 | PA      | $35280023.46    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $9617979.78     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 7.25% 04-01-29                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  17565000 | PA      | $18237300.38    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |  17580000 | PA      | $17562085.98    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   9515000 | PA      | $9792057.77     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9006862.30     | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  52506000 | PA      | $51401273.76    | 0.04%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  20406000 | PA      | $19746886.20    | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3614796.90     | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   7075000 | PA      | $6996014.70     | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                                        | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |  15597000 | PA      | $14511729.55    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                                 | SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29                                                  | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |   9082000 | PA      | $8489844.52     | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4949469.88     | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                                     | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3424590.50     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  19310000 | PA      | $17791442.29    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1584698.35     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  64170000 | PA      | $61539094.17    | 0.05%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38225000 | PA      | $37171671.90    | 0.03%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                     | SUBURBAN PROPANE PARTNERS LP 144A LIFE SR UNSEC 5.0% 06-01-31                                      | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5603486.88     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  68675000 | PA      | $64663830.60    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2854753.48     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1697528.72     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $11933878.62    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        | 146540000 | PA      | $125866136.80   | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 5.375% 03-15-30                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  15630000 | PA      | $15532734.51    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3000730.60     | 0.00%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  53085000 | PA      | $49853981.48    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  46860000 | PA      | $42819824.52    | 0.03%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31                                                       | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9327076.00     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  10990000 | PA      | $9432717.00     | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 4.75% 02-01-32                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  14320000 | PA      | $13449157.84    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5040766.50     | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5656000 | PA      | $4821723.03     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 4.375% 01-15-27                                     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  33055000 | PA      | $32453035.40    | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                    | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3354475.52     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.164% 08-04-33/32                                                      | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5183000 | PA      | $4931816.27     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   1477000 | PA      | $1393339.77     | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9003357.00     | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9098991.00     | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  30890000 | PA      | $31144966.06    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28                                             | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11151437.25    | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                                | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2572248.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1932460.54     | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |  10965000 | PA      | $10281617.34    | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  14945000 | PA      | $15318968.74    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  39615000 | PA      | $42069109.64    | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $7335999.34     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29                                             | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8809000 | PA      | $9076150.54     | 0.01%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |  13725000 | PA      | $12921346.35    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   7060000 | PA      | $6775792.64     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4478360.50     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2310932.01     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  17810000 | PA      | $18165523.22    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.5% 05-15-31                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |  14395000 | PA      | $11140707.96    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.25% 05-15-29                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   9080000 | PA      | $7328704.08     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  20010000 | PA      | $20526538.14    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $6920212.50     | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP SR UNSEC 4.5% 09-15-34                                                                 | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2572473.59     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.861% 01-31-28                                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3042465.00     | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 5.298% 01-30-32                                                     | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4078516.00     | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                   | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  27288524 | PA      | $27057581.17    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                                          | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6179000 | PA      | $6249255.23     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $7980728.67     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  52595000 | PA      | $50859259.81    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  79475000 | PA      | $56225860.35    | 0.04%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                                          | TEVA PHARMACEUTICAL FINANCE CO LLC SR UNSEC 6.15% 02-01-36                                         | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    690000 | PA      | $675396.84      | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 170030000 | PA      | $174286871.08   | 0.14%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27                             | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  39575000 | PA      | $38332107.55    | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2650000 | PA      | $2586219.80     | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.75% 01-15-32                                           | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  10985000 | PA      | $9805990.94     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $5763600.00     | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1423975.50     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |  20951000 | PA      | $19978789.80    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32                                                 | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4393000 | PA      | $3761844.51     | 0.00%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1407000 | PA      | $1410758.10     | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  38826000 | PA      | $35404652.88    | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                        | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14924250 | PA      | $14983185.86    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  22940000 | PA      | $22304493.18    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.246% 09-22-29/28                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5269000 | PA      | $5525152.44     | 0.00%             | 2029-09-22      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.301% 09-22-34/33                                                 | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2118136.00     | 0.00%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |   9555000 | PA      | $9880242.65     | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14075000 | PA      | $14418725.58    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.384% 01-23-30/29                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6417327.21     | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.5% 02-23-54                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    513000 | PA      | $492514.88      | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                 | VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  17900000 | PA      | $13923926.70    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |  22380000 | PA      | $22685285.58    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $8655041.70     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4276000 | PA      | $4244669.75     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                         | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |    975000 | PA      | $986742.90      | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 5.05% 03-27-28                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  11588000 | PA      | $11618117.21    | 0.01%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 03-25-27                          | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14269000 | PA      | $14318941.50    | 0.01%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10628261.84    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG7411 07-01-53                                                                      | CUSIP: 3133C8GU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    918110 | PA      | $918785.05      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9141 08-01-53                                                                      | CUSIP: 3133CAEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2082892 | PA      | $2086112.29     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3612 06-01-53                                                                      | CUSIP: 3140NLAN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    461788 | PA      | $462264.10      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                              | TPMT 16-2 M1 144A FRN 08-25-55/02-25-28                                                            | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1118181 | PA      | $1098846.77     | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                              | TPMT 23-1 A1 144A 3.75% 01-25-63                                                                   | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5758444 | PA      | $5545289.24     | 0.00%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 B 144A 4.75% 04-17-41/04-19-29                                                         | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    891000 | PA      | $885237.01      | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 A 144A 4.65% 04-17-41/04-19-29                                                         | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2709000 | PA      | $2695335.80     | 0.00%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 24-3 A1A 144A FRN 07-25-65                                                                    | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2447152 | PA      | $2478025.55     | 0.00%             | 2065-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 B 144A 5.0% 08-17-41/29                                                                | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2609000 | PA      | $2620782.24     | 0.00%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 A 144A 4.5% 08-17-41/29                                                                | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5988266 | PA      | $5932143.58     | 0.00%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 24-SFR4 A 144A 4.3% 11-17-41/11-19-29                                                          | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13460170 | PA      | $13155108.80    | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                              | TPMT 16-3 M2 144A FRN 04-25-56                                                                     | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1193560 | PA      | $1184182.13     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 05-01-55                                                                         | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 251049973 | PA      | $254707017.96   | 0.20%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 05-01-55                                                                         | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15306531 | PA      | $14640467.30    | 0.01%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 05-01-55                                                                         | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 142905000 | PA      | $142618761.29   | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 05-01-55                                                                         | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24803895 | PA      | $25546176.36    | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  30YR TBA(REG A) 4.0 UMBS TBA 05-01-55                                                        | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10933491 | PA      | $10190866.42    | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 05-01-55                                                                         | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3009028 | PA      | $2387447.07     | 0.00%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                                  | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |   7391465 | NS      | $75000122.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR CO                                                                 | HYUNDAI MOTOR CO                                                                                   | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |   1036716 | NS      | $139245684.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 05-01-55                                                                         | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16973377 | PA      | $15320543.49    | 0.01%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 05-01-55                                                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  78111143 | PA      | $64948087.52    | 0.05%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 05-01-55                                                                         | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7524419 | PA      | $6531308.56     | 0.01%             | 2055-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 05-01-55                                                                         | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 209153000 | PA      | $204771453.80   | 0.16%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                     | WH GROUP LTD                                                                                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |  49532000 | NS      | $44523775.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                           | KB FINANCIAL GROUP INC                                                                             | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |   1721838 | NS      | $109261610.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 06-01-55                                                                         | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 258544857 | PA      | $215036411.37   | 0.17%             | 2055-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                                  | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |  62868000 | NS      | $116575673.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                          | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  42710786 | NS      | $1217520895.69  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                       | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   8857000 | NS      | $375324035.93   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                                | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444593 | PA      | $406054.22      | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15080103 | PA      | $14364220.74    | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2847134 | PA      | $2682114.19     | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                                         | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18884159 | PA      | $17393311.21    | 0.01%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 20-3A A 144A 2.11% 09-20-45/03-20-28                                                          | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722234 | PA      | $676501.19      | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A4 5.01% 02-15-29/08-16-27                                                               | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3718000 | PA      | $3779510.59     | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A3 5.16% 04-17-28/12-15-26                                                               | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9606000 | PA      | $9662147.07     | 0.01%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-1                                                     | TMUST 24-1 A 144A 5.05% 09-20-29/02-22-27                                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12824000 | PA      | $12934119.69    | 0.01%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TIF 2024-1A                                                                      | TIF 24-1 C 144A 6.31% 04-20-49/05-22-34                                                            | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246225 | PA      | $248890.63      | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  10618000 | PA      | $10540892.08    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  44258000 | PA      | $44369662.93    | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  19099000 | PA      | $19195106.17    | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                              | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $13861804.26    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  31235000 | PA      | $29692553.23    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  63995000 | PA      | $56433478.79    | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   8875000 | PA      | $8440595.38     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12227480.62    | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1785183.11     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2858877.75     | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2286063.00     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 5.053% 01-27-34/33                                                          | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  13592000 | PA      | $13087464.96    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.85% 03-09-33                                                             | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3823981.24     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3613017.89     | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2527374.84     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   5455000 | PA      | $5484086.06     | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10134000 | PA      | $10319715.68    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28                                                         | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4466549.55     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.85% 09-15-54                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2354069.48     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  23240000 | PA      | $22007443.36    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  13352000 | PA      | $14368554.52    | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  58740000 | PA      | $56094820.32    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                         | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $8548358.14     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50                                  | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1134610.60     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  62941000 | PA      | $59398680.52    | 0.05%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $2302226.34     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $610167.48      | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                             | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424350.00      | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $974077.63      | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $2408642.45     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5053000 | PA      | $3236896.22     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  22226000 | PA      | $19196151.68    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  52990000 | PA      | $51734348.96    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  69443000 | PA      | $66961871.05    | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  66496000 | PA      | $64539022.72    | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $10745600.05    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11145000 | PA      | $8990738.37     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7874000 | PA      | $7834055.20     | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  42725000 | PA      | $42199183.43    | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                        | LINDE INC SR UNSEC 1.1% 08-10-30                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3136480.91     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4894444.35     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                         | PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28                                   | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4426693.66     | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8486000 | PA      | $7342503.01     | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  13275000 | PA      | $12033057.38    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  40541000 | PA      | $41939705.04    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2481559.20     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.5% 07-15-27                                                 | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4759713.66     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4504000 | PA      | $4349359.66     | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SUB 5.5% 11-15-27                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  35399000 | PA      | $35261793.48    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |  30260000 | PA      | $27181771.24    | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $11286650.10    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 04-15-29                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4299617.38     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9725000 | PA      | $9146809.85     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $6217520.91     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  77720000 | PA      | $76342257.56    | 0.06%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 126860000 | PA      | $123412706.36   | 0.10%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 4.5% 12-01-29                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  18020000 | PA      | $16905390.92    | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8191475.50     | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                      | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8603018 | PA      | $8603018.00     | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3513691.72     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3839000 | PA      | $2549721.76     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  48410000 | PA      | $48473368.69    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.25% 06-01-29                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  17140000 | PA      | $16342424.38    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 06-15-28                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5487048.67     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR UNSEC 6.125% 10-01-28                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17470827.50    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 03-15-28                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5224000 | PA      | $5309637.03     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3204000 | PA      | $2071866.60     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |  10624000 | PA      | $10231007.62    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55115000 | PA      | $49926198.33    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 20-BN26 A4 2.403% 03-15-63/02-15-30                                                           | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3772000 | PA      | $3386822.22     | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                                           | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3146000 | PA      | $2771283.09     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                                                 | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335256 | PA      | $1305479.65     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                                                 | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464176 | PA      | $1370108.78     | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR A 144A FRN (TSFR1M+78.45) 06-15-38/23                                                   | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6111612 | PA      | $6088687.49     | 0.00%             | 2038-06-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR B 144A FRN (TSFR1M+98.45) 06-15-38/23                                                   | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790299 | PA      | $1782041.75     | 0.00%             | 2038-06-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR C 144A FRN (TSFR1M+121.45) 06-15-38/23                                                  | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1615828 | PA      | $1605517.18     | 0.00%             | 2038-06-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT B 144A FRN (TSFR1M+106.45) 09-15-36/23                                                  | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220368 | PA      | $218160.13      | 0.00%             | 2036-09-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7624000 | PA      | $7556298.88     | 0.01%             | 2036-09-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 21-SDMF A 144A FRN (TSFR1M+70.35) 09-15-34/23                                                   | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9346678 | PA      | $9303252.96     | 0.01%             | 2034-09-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA B 144A FRN (TSFR1M+141.15) 10-15-36/26                                                  | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9946000 | PA      | $9878108.60     | 0.01%             | 2036-10-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26                                                  | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11621000 | PA      | $11540048.11    | 0.01%             | 2036-10-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 21-ACNT A 144A FRN (TSFR1M+96.45) 11-15-38/11-16-26                                             | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9008492 | PA      | $8978737.38     | 0.01%             | 2038-11-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                           | BX 22-AHP A 144A FRN (TSFR1M+99) 02-15-39/01-16-24                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12167000 | PA      | $12119974.55    | 0.01%             | 2039-02-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6632993 | PA      | $6637729.15     | 0.01%             | 2037-04-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                         | BBCMS 22-C16 A5 FRN 06-15-55/05-17-32                                                              | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $767825.76      | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                      | BMO 22-C2 A5 FRN 07-17-54/06-17-32                                                                 | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3460000 | PA      | $3474791.50     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                               | BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32                                                          | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2230000 | PA      | $2145371.50     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 23-BNK45 A5 5.203% 02-15-56/01-18-33                                                          | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135000 | PA      | $1147530.40     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                         | BBCMS 23-C19 A5 5.451% 04-15-56/03-17-33                                                           | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5296000 | PA      | $5466547.09     | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1872134 | PA      | $1559496.82     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2833785 | PA      | $2358599.16     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8368 10-01-53                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10014763 | PA      | $10174558.61    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6213927 | PA      | $6316134.13     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF0103 09-01-52                                                                      | CUSIP: 3133BMDG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  89066552 | PA      | $87489717.73    | 0.07%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3083 02-01-52                                                                      | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    812998 | PA      | $646109.57      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    873687 | PA      | $693936.65      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    210169 | PA      | $210104.51      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    783910 | PA      | $796893.56      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7108 09-01-53                                                                      | CUSIP: 3140QS3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9410560 | PA      | $9422680.91     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6666 08-01-53                                                                      | CUSIP: 3140XNMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19442356 | PA      | $19459523.26    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9084 08-01-53                                                                      | CUSIP: 3133CACV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3536068 | PA      | $3539045.81     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 24-DNA3 M2 144A FRN (SOFR30A+145) 10-25-44                                                   | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   1142000 | PA      | $1138932.59     | 0.00%             | 2044-10-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 25-SRF5 A 144A FRN (TSFR1M+145) 02-17-42/02-22-27                                             | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1918000 | PA      | $1929157.01     | 0.00%             | 2042-02-17      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 25-DATA A 144A FRN (TSFR1M +144.29) 03-15-42/02-16-27                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18296000 | PA      | $18010911.73    | 0.01%             | 2042-03-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11427726.52    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $8967599.40     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  24564000 | PA      | $24496080.54    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                            | PEMBINA PIPELINE CORP                                                                              | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |   3095078 | NS      | $118316125.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |    225000 | NS      | $67596750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                                 | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |  13151284 | NS      | $1333081501.10  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PUUILO OYJ                                                                       | PUUILO OYJ                                                                                         | CUSIP: N/A<br>LEI: 743700UJUT6FWHBXPR69       | Long             | EC               | CORP              | FI        |   5509640 | NS      | $78411982.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALITAS CONTROLADORA SAB DE CV                                                  | QUALITAS CONTROLADORA SAB DE CV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   8439995 | NS      | $93005426.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |  10505335 | NS      | $676543574.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                                                  | ROBERT HALF INC                                                                                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |   1584960 | NS      | $70213728.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   4059905 | NS      | $242065930.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    134000 | NS      | $14182560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   4487072 | NS      | $565954391.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |   1221824 | NS      | $146652558.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFESTORE HOLDINGS PLC                                                           | SAFESTORE HOLDINGS PLC (REIT)                                                                      | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |    799729 | NS      | $6719649.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI                                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |  10540068 | NS      | $1155919034.28  | 0.91%             |  |  |  | No            |                  2 | On Loan: —       |
| NORDNET AB                                                                       | NORDNET AB                                                                                         | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |   5000000 | NS      | $132663525.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   7551020 | NS      | $604459151.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | SOUTHERN COPPER CORP                                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |   2911513 | NS      | $260638643.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDOZ GROUP AG                                                                  | SANDOZ GROUP AG                                                                                    | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |    167000 | NS      | $7237952.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB A                                                                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |  10977325 | NS      | $174844415.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (AMSTERDAM)                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |    153500 | NS      | $5035237.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |  10889797 | NS      | $348422012.48   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG                                                                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    622750 | NS      | $142797564.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER NV                                                                  | SCHLUMBERGER NV                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |   6500000 | NS      | $216125000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    534166 | NS      | $49084513.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USM5 06-18-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      1225 | NC      | $236899.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNM5 06-18-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      4976 | NC      | $-1384361.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYM5 06-18-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      4372 | NC      | $-4538071.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUM5 06-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      9080 | NC      | $3847994.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                     | UNILEVER PLC                                                                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   4000000 | NS      | $253876191.64   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   1615000 | NS      | $153909500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   3679000 | NS      | $34267277.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMET OYJ                                                                       | VALMET OYJ                                                                                         | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |   2850000 | NS      | $86935434.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |  16789242 | NS      | $537591528.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA                                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |  10617668 | NS      | $388134272.50   | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| VIVA WINE GROUP AB                                                               | VIVA WINE GROUP AB                                                                                 | CUSIP: N/A<br>LEI: 549300XZE8FG96FTL804       | Long             | EC               | CORP              | SE        |   4500000 | NS      | $19571765.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| VIPER ENERGY INC                                                                 | VIPER ENERGY INC CL A                                                                              | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |   1808793 | NS      | $72948621.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                    | VENTIA SERVICES GROUP PTY LTD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |  34829353 | NS      | $94797437.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   3436750 | NS      | $94495349.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   9492000 | NS      | $418217520.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WAL-MART DE MEXICO SAB DE CV                                                     | WAL-MART DE MEXICO SAB DE CV SER V                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   3533339 | NS      | $11197930.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    869127 | NS      | $61716708.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    434018 | NS      | $199578837.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   6492667 | NS      | $685820415.21   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/6/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-8013268.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 5/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $1583921.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 5/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $2383990.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |    472736 | NS      | $333516063.97   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS PLC                                                            | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |     53540 | NS      | $6592915.62     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO                                                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |   2470037 | NS      | $190192849.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | EMERSON ELECTRIC CO                                                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   1532420 | NS      | $161072666.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC (USD)                                                                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |   5000000 | NS      | $233450000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |  15814222 | NS      | $1744783113.26  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    320141 | NS      | $5602006.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AH PARENT INC                                                                    | AH PARENT INC CL A PFD 10.50% PRP PP (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17970 | NS      | $17899917.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                                            | ESSENTIAL PROPERTIES REALTY TRUST INC (REIT)                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    229989 | NS      | $7398746.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG                                                                                | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    156000 | NS      | $10507695.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                     | EVOLUTION AB                                                                                       | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    950000 | NS      | $66574646.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA D WTS @ USD 0.56 06-10-71 (NOT LISTED OR TRADING)            | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |        28 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP (NEW)                                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |   2182905 | NS      | $226803829.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP CL C WTS @ USD 29.99 02-09-26                                                   | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         0 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                                     | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |   2235747 | NS      | $327581650.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A                 | WFNMT 23-A A 5.02% 03-15-30/05-15-26                                                               | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17652000 | PA      | $17785996.33    | 0.01%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A D 144A 3.71% 08-20-27/26                                                               | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4834135.00     | 0.00%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A C 144A 2.13% 08-20-27/26                                                               | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $529888.44      | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A A 144A 1.38% 08-20-27/26                                                               | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29959000 | PA      | $28926732.70    | 0.02%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A B 144A 1.63% 08-20-27/26                                                               | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699000 | PA      | $1635132.89     | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 B 144A 5.73% 05-15-29/11-16-26                                                          | CUSIP: 05351KAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8495000 | PA      | $8472428.79     | 0.01%             | 2029-05-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 C 144A 6.41% 05-15-29/11-16-26                                                          | CUSIP: 05351KAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5620000 | PA      | $5605393.62     | 0.00%             | 2029-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15750000 | PA      | $15737982.75    | 0.01%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF1236 10-01-52                                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1396356 | PA      | $1338137.62     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    585794 | PA      | $487800.79      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 D 144A 5.34% 08-12-31                                                                    | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5726000 | PA      | $5729074.86     | 0.00%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 C 144A 4.91% 08-12-31                                                                    | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547000 | PA      | $2538144.08     | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                    | ACHV 24-3AL A 144A 5.01% 12-26-31                                                                  | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587434 | PA      | $589115.00      | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                                | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  36164475 | PA      | $35893241.72    | 0.03%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8299 02-01-53                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    546776 | PA      | $536870.05      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8010 03-01-52                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    940204 | PA      | $746768.16      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1458804 | PA      | $1283359.38     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1158510 | PA      | $1019383.52     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2                                                                    | AFFRM 24-X2 A 144A 5.22% 12-17-29                                                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2003224 | PA      | $2002068.03     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 25-1 A 144A 5.943% 02-16-50/02-17-32                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828398 | PA      | $1836962.62     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    434803 | PA      | $382436.06      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13326601 | PA      | $10593394.74    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2A B 144A 2.96% 02-20-27/26                                                               | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1432766.98     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2 A 144A 2.02% 02-20-27/26                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25617000 | PA      | $25202286.39    | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FM8013 04-01-31                                                                      | CUSIP: 3140XB3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66557 | PA      | $66894.40       | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    514928 | PA      | $515498.56      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV1089 02-01-52                                                                      | CUSIP: 3140MEF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42397 | PA      | $39587.60       | 0.00%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM7341 03-01-48                                                                      | CUSIP: 3140XBEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23502 | PA      | $22276.02       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2A C 144A 4.25% 02-20-27/26                                                               | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4605000 | PA      | $4567625.82     | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A A 144A 1.42% 11-17-33                                                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248123 | PA      | $243441.79      | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111929 | PA      | $93201.47       | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  68182584 | PA      | $65356006.51    | 0.05%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982841 | PA      | $920173.33      | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6479333 | PA      | $6030639.45     | 0.00%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8323 05-01-53                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3004843 | PA      | $2949626.07     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89530 | PA      | $89536.72       | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 24-1 B 5.43% 08-15-28/04-15-26                                                               | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507000 | PA      | $1514214.01     | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 24-1 C 5.65% 04-16-29/01-15-27                                                               | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987000 | PA      | $995906.69      | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                      | STACR 20-DNA5 B2 144A FRN (SOFR30A+1150) 10-25-50                                                  | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |   7757667 | PA      | $10475573.39    | 0.01%             | 2050-10-25      | Variable      | 15.85%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT1364 05-01-51                                                                      | CUSIP: 3140LPQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1459261 | PA      | $1278575.72     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                        | BALLY 19-2A A1RR CLO 144A FRN (TSFR3M+140) 02-20-36                                                | CUSIP: 05875MAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19810000 | PA      | $19803343.84    | 0.02%             | 2036-02-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BAAT 2024-1A                                                                     | BAAT 24-1 A3 144A 5.35% 11-15-28                                                                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5108000 | PA      | $5164688.58     | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14394461 | PA      | $12112694.25    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4374349 | PA      | $3831483.75     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 D 5.83% 05-15-30/4-17-28                                                                | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4610000 | PA      | $4679504.97     | 0.00%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2II 144A 6.268% 07-30-54/34                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17241360 | PA      | $17581825.14    | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2128417 | PA      | $1864874.24     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 SC0149 03-01-41                                                                      | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  25195023 | PA      | $21739072.40    | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 24-3 A2 5.91% 06-15-27/08-15-25                                                              | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287710 | PA      | $288152.93      | 0.00%             | 2027-06-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 B 4.93% 09-17-29/09-15-27                                                               | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3599000 | PA      | $3636609.55     | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175850 | PA      | $172618.11      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    322281 | PA      | $322305.71      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8601 01-01-51                                                                      | CUSIP: 3140QGRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  42064157 | PA      | $35324301.24    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1748432 | PA      | $1718560.19     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.2% 04-18-27                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028860.00     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30                                                     | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    627000 | PA      | $636506.57      | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2715158 | PA      | $2667368.45     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    903775 | PA      | $887167.47      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    690676 | PA      | $645262.91      | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2615452 | PA      | $2285170.32     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1032892.61     | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   9493000 | PA      | $8493472.54     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2408815 | PA      | $2104496.94     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1720706 | PA      | $1507138.64     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1332616.32     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6533592.32     | 0.01%             | 2029-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2808459 | PA      | $2467413.86     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1667078 | PA      | $1460650.11     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34                         | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2362551.47     | 0.00%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO SR UNSEC 4.95% 07-01-27                                                              | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1086267.08     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1490095 | PA      | $1302229.50     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1839972 | PA      | $1612131.74     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     97046 | PA      | $93043.05       | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     93286 | PA      | $89427.90       | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $7310251.24     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 4.15% 12-01-44                                            | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    987000 | PA      | $806381.96      | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241797 | PA      | $231708.39      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    209662 | PA      | $200896.25      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $2986532.51     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  12317000 | PA      | $10508322.45    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    969473 | PA      | $929304.92      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3596209 | PA      | $3448440.75     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                                    | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004005.00     | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2490901.20     | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4525909 | PA      | $4443678.17     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5105 08-01-53                                                                      | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21914985 | PA      | $20979017.87    | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        | 124435000 | PA      | $129862730.27   | 0.10%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14370000 | PA      | $14586670.86    | 0.01%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21930205 | PA      | $21011461.30    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5165 10-01-53                                                                      | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    553391 | PA      | $553148.97      | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4548 09-01-52                                                                      | CUSIP: 3140QQBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4338978 | PA      | $4052544.95     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5005168 | PA      | $4673635.24     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3142389 | PA      | $2935933.78     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3334721 | PA      | $3388417.10     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11599000 | PA      | $11691931.19    | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4766364.63     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD0470 11-01-47                                                                      | CUSIP: 3132DMQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5876084 | PA      | $5542745.85     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 ZT2265 08-01-48                                                                      | CUSIP: 3132AEQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3760196 | PA      | $3545782.39     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7929854.00     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8115120.75     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5027 05-01-53                                                                      | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1492098 | PA      | $1392619.93     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1160231 | PA      | $1179314.52     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    834000 | PA      | $830511.38      | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33123000 | PA      | $32990739.86    | 0.03%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW9347 09-01-52                                                                      | CUSIP: 3140N2L58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31669227 | PA      | $30359545.98    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1777271 | PA      | $1479880.04     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  19295000 | PA      | $19102358.72    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $20989605.00    | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3101 03-01-52                                                                      | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1285440 | PA      | $1020976.52     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2331418 | PA      | $2379160.98     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25040650.00    | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.875% 02-15-26                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12399000 | PA      | $12431596.97    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1591650 | PA      | $1615974.73     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17209693 | PA      | $17469645.62    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1707275 | PA      | $1744377.09     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1202079 | PA      | $1202851.94     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.25% 02-15-26                                                   | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4023019.99     | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  27618000 | PA      | $26282172.58    | 0.02%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10375235 | PA      | $10372288.84    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2056447 | PA      | $2094460.44     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 101302000 | PA      | $82366832.76    | 0.06%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 138946000 | PA      | $129676634.45   | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5188490 | PA      | $5187016.15     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    843399 | PA      | $859378.72      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  56065000 | PA      | $49501021.93    | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  34840000 | PA      | $26009836.84    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3360888 | PA      | $3449067.89     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10584886 | PA      | $10581879.76    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2747374 | PA      | $2744049.55     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1149255 | PA      | $1178815.06     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2407826 | PA      | $2452337.35     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.95% 04-01-41                                                             | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $13096162.50    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    601000 | PA      | $509882.99      | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4763275.00     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                      | ENVIRI CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  14770000 | PA      | $14250553.87    | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  30822000 | PA      | $24225290.63    | 0.02%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.75% 10-01-26                                                   | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  19605000 | PA      | $19004479.25    | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                                          | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  30661000 | PA      | $30072707.39    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.125% 06-15-28                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14435000 | PA      | $14146675.31    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $18916755.00    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  23275000 | PA      | $23579972.33    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  77180000 | PA      | $74428687.36    | 0.06%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 4.7% 02-08-27                                                 | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  17775000 | PA      | $17542200.83    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.125% 04-13-27                                                     | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  14490000 | PA      | $13784931.09    | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.65% 11-01-28                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515658.00      | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 6.05% 09-01-33                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338736.75      | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 6.625% 09-01-53                                                                 | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603076.10      | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  26250000 | PA      | $27142631.25    | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   8961000 | PA      | $9041640.04     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $4084982.48     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8506000 | PA      | $8496881.57     | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1889236.16     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54                                       | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1655230.50     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   8695000 | PA      | $8711085.75     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1702370.18     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  18635000 | PA      | $18239826.19    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3665000 | PA      | $3483582.50     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $481132.58      | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $11327496.57    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  41205000 | PA      | $40104414.45    | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                     | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  12895000 | PA      | $12808590.61    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                             | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |  29400000 | PA      | $28902816.60    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                    | CHAOT 24-2 A2 144A 5.66% 05-26-27/12-26-25                                                         | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3940106 | PA      | $3950696.63     | 0.00%             | 2027-05-26      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-3                                                                       | EFF 24-3 A2 144A 5.31% 04-20-27                                                                    | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6007952 | PA      | $6029111.63     | 0.00%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 D 5.81% 12-16-30                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2608000 | PA      | $2636304.62     | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 C 5.48% 08-15-30                                                                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1498338.68     | 0.00%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                      | EQS 24-1C A 144A 6.05% 01-20-31/01-22-30                                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5642378 | PA      | $5742975.49     | 0.00%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 24-2M A 144A 5.7 12-20-32/12-22-31                                                             | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8746154 | PA      | $8860510.17     | 0.01%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 C 5.09% 05-15-31/02-15-28                                                                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6311000 | PA      | $6358786.89     | 0.00%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 B 4.91% 08-15-29/05-17-27                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3094000 | PA      | $3114432.78     | 0.00%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A2 4.7% 09-15-27/01-15-26                                                                | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3186000 | PA      | $3187121.47     | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A3 4.67% 08-15-28/08-17-26                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1422797.40     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1  D 5.49% 05-15-31/01-16-29                                                               | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4939000 | PA      | $4951861.16     | 0.00%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                | EDVES 21-A A 144A 1.8% 11-25-45                                                                    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036263 | PA      | $954969.81      | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13385000 | PA      | $13786724.01    | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27                                                           | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733000 | PA      | $748156.97      | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28                                                           | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371000 | PA      | $372930.31      | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                          | FORDL 24-A A4 5.05% 06-15-27/26                                                                    | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053000 | PA      | $1059628.64     | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORDR 2024-1                                                                     | FORDR 24-1 A 144A 4.87% 08-15-36/02-15-29                                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30500000 | PA      | $31072454.50    | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 24-1 A1 CLO 144A FRN (TSFR3M+132) 07-15-36                                                    | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |   7932000 | PA      | $7911004.00     | 0.01%             | 2036-07-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                      | FNMNT 24-1 A 5.34% 05-15-30/05-17-27                                                               | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8016000 | PA      | $8189802.91     | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 24-3 A1 144A 4.3% 09-15-29/27                                                                | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5284521.38     | 0.00%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                    | FCBSL 19-2 A1AR CLO 144A FRN (TSFR3M+105) 10-20-32                                                 | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275444 | PA      | $1273242.11     | 0.00%             | 2032-10-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                      | FNMNT 25-1 A 4.85% 02-15-30/28                                                                     | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7565000 | PA      | $7692969.54     | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR1                                       | FASST 19-JR1 A 144A 2.0% 03-25-69                                                                  | CUSIP: 31739FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4644096 | PA      | $5622458.27     | 0.00%             | 2069-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                       | FASST 19-JR2 A1 144A 2.0% 04-01-69                                                                 | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5306036 | PA      | $6164839.34     | 0.00%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                            | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1203989 | PA      | $1100082.24     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                            | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91152 | PA      | $82778.10       | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICES INC                                                    | CONCENTRA HEALTH SERVICES INC 144A LIFE SR UNSEC 6.875% 07-15-32                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |  11955000 | PA      | $12254436.89    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  14969000 | PA      | $15226272.20    | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.463% 07-26-30/29                                             | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10489000 | PA      | $10663432.07    | 0.01%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.884% 07-26-35/34                                             | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6934000 | PA      | $7020751.27     | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.65% 08-15-29                                                     | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052710.00     | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                        | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 4.95% 08-15-34                                      | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3257951.40     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2898353.56     | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.508% 09-11-27/26                                     | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3003291.00     | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.631% 09-11-30/29                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1272000 | PA      | $1268470.20     | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        | 141926000 | PA      | $132944780.79   | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13948000 | PA      | $13810137.97    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   8000000 | PA      | $7676528.00     | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                           | THE CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                     | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3577231.74     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                           | THE CAMPBELL'S COMPANY SR UNSEC 5.25% 10-13-54                                                     | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    469000 | PA      | $421251.58      | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  23183000 | PA      | $22868290.78    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8110504.00     | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   2303000 | PA      | $1833528.84     | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        | 178331000 | PA      | $157687581.77   | 0.12%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    215000 | PA      | $168366.50      | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4482000 | PA      | $3509854.20     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    770000 | PA      | $734426.00      | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $3608944.94     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27                                           | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  11100000 | PA      | $10805039.70    | 0.01%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  14715000 | PA      | $11225602.62    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  16909000 | PA      | $16326586.40    | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4442098.23     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  25995000 | PA      | $25010283.41    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                        | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.75% 07-21-28                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |  11330000 | PA      | $10714123.86    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 1.75% 03-01-26                                                                    | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1900214.55     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.979% 09-08-31/30                                             | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3350000 | PA      | $2890919.35     | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                             | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  57263000 | PA      | $56260095.82    | 0.04%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  12815000 | PA      | $11562974.50    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    301000 | PA      | $253951.29      | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                             | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                                      | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2508651.75     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6101141.65     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  19495000 | PA      | $18562456.68    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8307000 | PA      | $8192296.94     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 11-15-31                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  34750000 | PA      | $34928615.00    | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                                      | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  20225000 | PA      | $20309237.13    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.25% 02-03-32                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9744000 | PA      | $9883436.64     | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14291000 | PA      | $14355766.81    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.8% 08-03-28                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026618.00     | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920863.00     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |  18010000 | PA      | $18028946.52    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-30                                         | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  58255000 | PA      | $60198794.59    | 0.05%             | 2030-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  34900000 | PA      | $39134417.00    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.5% 07-15-27                                                   | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13756067.00    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                                 | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10271540.00    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  42000000 | PA      | $43482264.00    | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27                                                       | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1868737.98     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.4% 07-15-26                                                       | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6295752.58     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  52825000 | PA      | $42863895.40    | 0.03%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                                                                     | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                             | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |  28670000 | PA      | $27062157.73    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.625% 01-15-27                                                     | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $19539635.60    | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-2                                               | CARMX 24-2 A2A 5.65% 05-17-27/02-17-26                                                             | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4832802 | PA      | $4846096.88     | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                       | CNH 24-B A2A 5.42% 10-15-27/03-16-26                                                               | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4120024 | PA      | $4130055.93     | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A C 5.62% 01-15-30/03-15-28                                                                | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153000 | PA      | $2168917.13     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A A2A 5.78% 09-15-27/02-17-26                                                              | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1471007 | PA      | $1476954.30     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A D 6.27% 12-16-30/03-15-28                                                                | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3265000 | PA      | $3297636.94     | 0.00%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A2 144A 5.53% 09-27-27/03-25-26                                                         | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5960886 | PA      | $5980580.99     | 0.00%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A3 144A 5.22% 07-25-29/01-25-28                                                         | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8384000 | PA      | $8498408.06     | 0.01%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C C 144A 5.76% 10-15-30/05-17-27                                                            | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2376000 | PA      | $2412528.62     | 0.00%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C A 144A 5.88% 02-15-28/11-17-25                                                            | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2068225 | PA      | $2077802.97     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C D 144A 6.22% 10-15-30/02-15-28                                                            | CUSIP: 223920AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2251000 | PA      | $2314462.44     | 0.00%             | 2030-10-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 24-1 A2 144A 5.58% 07-20-32/11-20-28                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3891363 | PA      | $3936425.47     | 0.00%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 144A 4.94% 07-25-29/01-25-28                                                            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9354000 | PA      | $9460598.18     | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 A2 144A 5.25% 09-27-27/04-27-26                                                         | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5487578 | PA      | $5499787.75     | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                                     | CARMX 24-3 A3 4.89% 07-16-29/05-15-28                                                              | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15202000 | PA      | $15374056.24    | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 24-1 A2 144A 4.71% 08-20-32/05-20-27                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020612 | PA      | $1022156.90     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 B 144A 6.504% 02-15-50/02-17-32                                                         | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4659503 | PA      | $4680871.16     | 0.00%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9752195 | PA      | $9833918.43     | 0.01%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                        | CLIF 20-1A A 144A 2.08% 09-18-45                                                                   | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   1742220 | PA      | $1611382.73     | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 20-2A A 144A 2.03% 09-15-45                                                                   | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825354 | PA      | $2615709.57     | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                        | CLIF 20-3A A 144A 2.07% 10-18-45                                                                   | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7342107 | PA      | $6812359.03     | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 D 1.45% 01-16-29/11-15-24                                                               | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322740 | PA      | $1320922.46     | 0.00%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                                          | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421830 | PA      | $419119.34      | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 B 5.31% 01-16-29/10-15-26                                                               | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1842625.17     | 0.00%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 C 5.43% 11-17-31/10-15-27                                                               | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253000 | PA      | $3303730.54     | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A2 5.6% 04-15-26/08-15-25                                                                | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567008 | PA      | $567788.28      | 0.00%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A3 5.49% 12-15-27/04-15-27                                                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6421000 | PA      | $6489845.96     | 0.01%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28                                                         | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718000 | PA      | $1753059.23     | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A4 144A 5.38% 09-22-31/12-20-28                                                         | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844000 | PA      | $864537.90      | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26                                                         | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916870 | PA      | $1927353.61     | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 D 5.98% 09-16-30                                                                         | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4746000 | PA      | $4819377.91     | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DEXT 2023-1                                                                      | DEXT 23-1 A2 144A 5.99% 03-15-32                                                                   | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7075461 | PA      | $7104109.17     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                                      | DEFT 25-1 A2 144A 4.68% 07-22-27/01-22-27                                                          | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501770.00     | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                   | DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24                                                         | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187154 | PA      | $186482.11      | 0.00%             | 2026-11-16      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 D 1.4% 04-15-27/27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4410074 | PA      | $4324607.19     | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                                          | EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25                                                           | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204210 | PA      | $204013.86      | 0.00%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 22-4A C 4.92% 12-15-28                                                                        | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499513 | PA      | $1499728.66     | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2755499 | PA      | $2751547.70     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                                           | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3349000 | PA      | $3341712.58     | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                                | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4029171 | PA      | $4047842.20     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 D 6.68% 04-16-29/05-17-27                                                                | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1839000 | PA      | $1879923.27     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 C 6.21% 06-15-28/05-15-26                                                                | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013000 | PA      | $1021475.77     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 E 144A 9.98% 01-15-31/02-15-28                                                           | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014000 | PA      | $1092520.10     | 0.00%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                          | EFF 24-1 A3 144A 5.16% 09-20-30/28                                                                 | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471000 | PA      | $2519073.31     | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 B 5.29% 08-15-28/06-15-26                                                                | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3084000 | PA      | $3094775.50     | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 D 5.84% 06-17-30/05-15-28                                                                | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5167000 | PA      | $5231902.69     | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 C 5.41% 05-15-30/04-15-27                                                                | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3191000 | PA      | $3219993.43     | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A4 144A 5.69% 12-20-30/01-20-28                                                           | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3023000 | PA      | $3124793.48     | 0.00%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26                                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1538733 | PA      | $1546645.33     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 C 5.7% 07-16-29                                                                          | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3616000 | PA      | $3666855.42     | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.55% 02-15-50                                           | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6199696.00     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2092883.10     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  21515000 | PA      | $20218290.95    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   6995000 | PA      | $6456098.21     | 0.01%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2236102.63     | 0.00%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1388136.40     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4531549.50     | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8169000 | PA      | $7663191.86     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7165467.54     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  10206000 | PA      | $9199861.90     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  22590000 | PA      | $22168583.55    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.15% 11-15-25                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    564000 | PA      | $559685.40      | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $8100864.87     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $2968857.80     | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                                   | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4575000 | PA      | $4511709.45     | 0.00%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7982000 | PA      | $6888194.61     | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2542745.76     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $3712531.84     | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                            | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   8595000 | PA      | $8195255.15     | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31780000 | PA      | $30279221.28    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $6537696.45     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                         | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                              | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |  36675000 | PA      | $35232828.98    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $3898289.84     | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  17037000 | PA      | $16242956.54    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8362000 | PA      | $7699077.36     | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 3.125% 09-15-31                                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  20755000 | PA      | $18147092.74    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  17096000 | PA      | $13387398.91    | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    739000 | PA      | $603392.76      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 5.0% 10-15-26                                             | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  23690000 | PA      | $23028409.37    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3443000 | PA      | $3326671.36     | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 4.75% 08-28-34                                                 | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $6054926.59     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7469000 | PA      | $7396513.36     | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4617877.68     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9511299.90     | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3765245.95     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4290921.00     | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7203563.75     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11381951.25    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  27460000 | PA      | $27271514.56    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9586000 | PA      | $9164139.31     | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  12497000 | PA      | $12446687.08    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6745000 | PA      | $6703720.60     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  13455000 | PA      | $13635714.11    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4490000 | PA      | $4611584.71     | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4117271.71     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSEC 5.016% 01-12-29/28                                                 | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5253923.93     | 0.00%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  99141000 | PA      | $100806866.22   | 0.08%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                           | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |  11045000 | PA      | $11083657.50    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.098% 05-13-31/30                                             | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7607000 | PA      | $7728133.87     | 0.01%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  12556000 | PA      | $12462847.04    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.45% 03-01-27                                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15097320.00    | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.6% 03-01-28                                                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15165840.00    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  20126000 | PA      | $20379104.58    | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45895000 | PA      | $42930366.58    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8800000 | PA      | $10057634.40    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 144A LIFE SR UNSEC 8.1% 12-15-96                                          | CUSIP: 465077AE5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   4905000 | PA      | $6420885.35     | 0.01%             | 2096-12-15      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 6.75% 05-15-28                                         | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |  16310000 | PA      | $15939436.80    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  26865000 | PA      | $27320711.00    | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7250000 | PA      | $7803892.75     | 0.01%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8551595.25     | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4091756.00     | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4844597.48     | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7512632.78     | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                                 | GMALT 23-3 A3 5.38% 11-20-26/12-22-25                                                              | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2774105 | PA      | $2779467.56     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5215776.80     | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 4.75% 03-21-28                                                            | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2470347.25     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 C 144A 6.01% 05-15-29                                                                    | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $916155.03      | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 D 144A 6.44% 05-15-29                                                                    | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    818000 | PA      | $838102.35      | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2745576.00     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2160922.78     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2                              | GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28                                                          | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17961000 | PA      | $18814919.82    | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                    | GMCAR 24-1 A3 4.85% 12-18-28                                                                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4745000 | PA      | $4774661.00     | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 B 144A 5.49% 07-17-28                                                                    | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3571000 | PA      | $3594200.79     | 0.00%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 D 144A 5.95% 12-17-29                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674000 | PA      | $1704434.99     | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 06-01-31                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $6931987.26     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 02-01-32                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |  14878000 | PA      | $15257299.73    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 C 144A 5.64% 12-17-29                                                                    | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2606000 | PA      | $2647099.23     | 0.00%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                   | GFORT 24-1 A1 144A 5.13% 03-15-29/27                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4075000 | PA      | $4139812.88     | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 24-1 A2 CLO 144A FRN (TSFR3M+155) 04-20-33                                                    | CUSIP: 381929AC2<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |   4839000 | PA      | $4822644.18     | 0.00%             | 2033-04-20      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 24-1 C CLO 144A FRN (TSFR3M+230) 04-20-33                                                     | CUSIP: 381929AJ7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |   3515000 | PA      | $3507583.35     | 0.00%             | 2033-04-20      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  14525000 | PA      | $14020967.98    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                      | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  32845000 | PA      | $32905467.65    | 0.03%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR_24-2 B 144A 5.77% 11-15-28/10-15-26                                                           | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3757000 | PA      | $3805412.70     | 0.00%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR_24-2 E 144A 7.98% 05-15-31/03-15-29                                                           | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1195977.51     | 0.00%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 24-2 C 144A 6.03% 02-15-30/07-15-27                                                           | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5220000 | PA      | $5334511.14     | 0.00%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A3 144A 5.0% 09-15-28/03-15-28                                                           | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528000 | PA      | $534798.00      | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   9000000 | PA      | $7721424.00     | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   7531000 | PA      | $6209128.76     | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4483900.00     | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   6685000 | PA      | $7150977.93     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A2 144A 5.28% 03-15-27/09-15-26                                                          | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739000 | PA      | $742370.58      | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 C 144A 5.21% 02-18-31                                                                    | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2661000 | PA      | $2675148.54     | 0.00%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   8425000 | PA      | $8715831.00     | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   8830000 | PA      | $8353709.80     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 B 144A 5.08% 01-16-29                                                                    | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2842000 | PA      | $2859449.88     | 0.00%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                     | GMREV 24-2 A 144A 4.52% 03-11-37/09-11-29                                                          | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11802000 | PA      | $11883209.56    | 0.01%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 24-4 A2 144A 4.43% 12-17-29/01-18-28                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1743659 | PA      | $1742600.36     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 B 144A 4.89% 04-16-29/05-17-27                                                           | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1840244.34     | 0.00%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 25-1 A2 144A 4.71% 04-15-30/4-17-28                                                           | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1463000 | PA      | $1468022.48     | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 20-1 A 144A 2.82% 10-18-45/30                                                                  | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2739544 | PA      | $2563755.24     | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28555000 | PA      | $27310173.33    | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3369000 | PA      | $3208281.86     | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1758737.65     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                       | HERTZ 22-1A A 144A 1.99% 06-25-26/25                                                               | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2557667 | PA      | $2549604.87     | 0.00%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                                         | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $7936543.00     | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                       | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                                               | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12783333 | PA      | $12749010.03    | 0.01%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                               | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   7941000 | PA      | $7509192.24     | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   7941000 | PA      | $6226180.76     | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                                         | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7264000 | PA      | $7142001.12     | 0.01%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 23-1 A 144A 5.49% 06-25-27/26                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533000 | PA      | $536889.30      | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  15490000 | PA      | $15445079.00    | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        | 105631000 | PA      | $90608792.97    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                    | HAROT 23-1 A3 5.04% 04-21-27/26                                                                    | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750466 | PA      | $1754847.32     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                       | HERTZ 21-A B 144A 9.44% 06-25-25                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |  10370000 | PA      | $10370000.00    | 0.01%             | 2025-06-25      | Fixed         | 9.44%                 | Yes           |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  32208000 | PA      | $31695345.26    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $800417.37      | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-4                                       | HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29                                                          | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8275000 | PA      | $8629765.80     | 0.01%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HAROT 2023-3                                                                     | HAROT 23-3 A2 5.71% 03-18-26/25                                                                    | CUSIP: 43815QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1476 | PA      | $1476.58        | 0.00%             | 2026-03-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  25378000 | PA      | $24812857.32    | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  25862000 | PA      | $23052352.32    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27                                                          | CUSIP: 42806MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583000 | PA      | $3379636.09     | 0.00%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 23-1 1D 144A 9.13% 06-25-27/26                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008000 | PA      | $1013380.70     | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                               | HALST 24-A A4 144A 5.07% 02-15-28/06-15-26                                                         | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1603000 | PA      | $1615415.24     | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                            | HART 24-A A3 4.99% 02-15-29                                                                        | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5082000 | PA      | $5136865.27     | 0.00%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  41932000 | PA      | $34719234.75    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  21010000 | PA      | $14009888.20    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                                   | HARB 18-1 CR CLO 144A FRN (TSFRM+205) 01-20-31                                                     | CUSIP: 41154XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2834000 | PA      | $2837259.10     | 0.00%             | 2031-01-20      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   6151000 | PA      | $5709881.04     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6344920.76     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  37900000 | PA      | $36710243.20    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12006000 | PA      | $7714586.17     | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2773000 | PA      | $1856803.57     | 0.00%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13911422.00    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  17098000 | PA      | $17327933.90    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11924000 | PA      | $8274238.88     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9612000 | PA      | $8534405.41     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  14181000 | PA      | $14442511.82    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11056287.00    | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1433000 | PA      | $1447273.97     | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14365000 | PA      | $11899377.04    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31071000 | PA      | $31481177.59    | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72200 | PA      | $72308.97       | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                            | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30                                 | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $899457.28      | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.75% 03-15-33                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   8720000 | PA      | $8497134.24     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 05-15-33                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14742000 | PA      | $14080912.70    | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7113000 | PA      | $6423206.87     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  30235000 | PA      | $28400007.62    | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4698000 | PA      | $4718689.99     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49266000 | PA      | $49310216.24    | 0.04%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 07-15-26                                                          | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4032806.80     | 0.00%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  14873000 | PA      | $15047519.78    | 0.01%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3504704.70     | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3040907.10     | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4631622.70     | 0.00%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   8275000 | PA      | $8136716.48     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.5% 01-15-31                                                  | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3516618.00     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4389000.00     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1458097.70     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42316000 | PA      | $42775280.94    | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7057657.60     | 0.01%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                  | CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317988.30      | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  44125000 | PA      | $41042206.88    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13485000 | PA      | $13311866.09    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46                                                          | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12080830.69    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.0% 10-06-26                                             | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1844099.38     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                                            | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $882980.40      | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 278301000 | PA      | $257951547.39   | 0.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1113000 | PA      | $1137433.80     | 0.00%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43406640 | PA      | $40107054.00    | 0.03%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $843825.48      | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                          | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  15880000 | PA      | $15836345.88    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                     | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   5433000 | PA      | $5280533.72     | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27                                                           | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1494723.35     | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28                                                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  14275000 | PA      | $14082829.95    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 281459000 | PA      | $286911845.94   | 0.23%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291000 | PA      | $287292.28      | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27                                             | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3679946.80     | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 4.75% 10-15-30                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $11071077.50    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112695000 | PA      | $111815562.03   | 0.09%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38862000 | PA      | $39398373.32    | 0.03%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26                                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2320828.69     | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5476627.50     | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31144000 | PA      | $31364515.09    | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3663000 | PA      | $3400880.48     | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.625% 10-01-29                                                         | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $2269995.74     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.875% 10-01-31                                                         | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1447432.42     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6488276.90     | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 169500000 | PA      | $172542813.15   | 0.14%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  61198000 | PA      | $36568252.92    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                          | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                                | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3656028.75     | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5665000 | PA      | $5709309.93     | 0.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78976000 | PA      | $76551752.70    | 0.06%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                       | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35920000 | PA      | $33310052.80    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5859000 | PA      | $5168915.26     | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-44                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2973276.90     | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11883000 | PA      | $12012858.61    | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $16927925.00    | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.4% 01-09-33                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6417000 | PA      | $6637045.35     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  29409000 | PA      | $30051116.11    | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.129% 02-23-38                            | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   6150000 | PA      | $6287089.65     | 0.00%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2354000 | PA      | $2375649.03     | 0.00%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40948740 | PA      | $41681344.50    | 0.03%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.51% 02-23-42                             | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   3555000 | PA      | $3650906.79     | 0.00%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   7353000 | PA      | $7510140.96     | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $7270121.69     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7678000 | PA      | $6853497.97     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31                                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $2857275.10     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12320671.20    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65461000 | PA      | $67931138.10    | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2476354.00     | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35236000 | PA      | $35500262.95    | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14167890.80    | 0.01%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-15-28                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30250629.00    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-32                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3035788.80     | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-15-28                                                         | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75880000 | PA      | $76244595.81    | 0.06%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148144000 | PA      | $148826958.65   | 0.12%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                                         | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 415093000 | PA      | $416366090.23   | 0.33%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 04-30-30                                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109625500 | PA      | $110451802.21   | 0.09%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25                                 | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49582412 | PA      | $49544714.45    | 0.04%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                                           | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $232781.04      | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                                | BANK 19-BN18 A4 3.584% 05-15-62                                                                    | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3259959 | PA      | $3087350.69     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 19-BN19 A3 3.183% 08-15-61                                                                    | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5655487 | PA      | $5278497.89     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   2796400 | NS      | $227962528.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE                                                                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    619243 | NS      | $255744988.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   3930995 | NS      | $1143605065.40  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |   2768989 | NS      | $624157810.49   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    640174 | NS      | $173544769.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |   2993772 | NS      | $408590002.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |   4955917 | NS      | $755926020.01   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                        | AVIVA PLC                                                                                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |  18123287 | NS      | $135469429.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   9807735 | NS      | $1887694755.45  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |  10598063 | NS      | $502383566.37   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 5.875% 03-15-28                                                                 | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12650330.30    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    500000 | PA      | $492268.00      | 0.00%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $7850729.88     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1379172.20     | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8900800.48     | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                   | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $12130584.96    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8199472.10     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 5.375% 11-15-29                                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  15380000 | PA      | $14721505.30    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 4.0% 12-01-27                                                   | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  19239000 | PA      | $18580429.79    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  15145000 | PA      | $15161901.82    | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.25% 11-15-29                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3170715.25     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $2586949.94     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    176000 | PA      | $154235.66      | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  67323000 | PA      | $60297642.98    | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 2.65% 07-15-30                                                    | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3060080.95     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY CORP 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-26                                       | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $107480.00      | 0.00%             | 2026-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  26288000 | PA      | $23017352.19    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  27165000 | PA      | $25903267.25    | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                             | BMARK 18-B3 A5 4.025% 04-10-51/02-11-28                                                            | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4805523 | PA      | $4722070.29     | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                   | BANK 18-BN12 A4 FRN 05-15-61/05-17-28                                                              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5772000 | PA      | $5715919.25     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                    | BMARK 18-B7 A4 FRN 05-15-53/10-17-28                                                               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3036666 | PA      | $3002901.31     | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                                           | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5996000 | PA      | $5856149.30     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                   | BANK 19-BN16 A4 4.005% 02-15-52                                                                    | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1766395.29     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1600421 | PA      | $1630089.21     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7305610 | PA      | $7417261.93     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  81999576 | PA      | $83240229.66    | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1331795 | PA      | $1352947.67     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    828455 | PA      | $840963.00      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1235999 | PA      | $1234503.37     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199568 | PA      | $199374.08      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    881384 | PA      | $881224.25      | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123424 | PA      | $126213.87      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178640 | PA      | $182788.40      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326897 | PA      | $333125.60      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    130385 | PA      | $133328.17      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    192456 | PA      | $196366.01      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    243145 | PA      | $249368.73      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    381353 | PA      | $390292.12      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    330044 | PA      | $338324.47      | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348420 | PA      | $355215.93      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    416267 | PA      | $424143.98      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 24-HULA A 144A FRN (TSFR1M+181.11) 08-15-39/08-17-26                                            | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8011392.00     | 0.01%             | 2039-08-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    699027 | PA      | $700287.04      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    431054 | PA      | $438823.98      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    572929 | PA      | $594747.65      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1038968 | PA      | $1039636.33     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15251504 | PA      | $15047149.40    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    488407 | PA      | $487815.86      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1001850 | PA      | $1000638.01     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3534299 | PA      | $3306796.42     | 0.00%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11394366 | PA      | $9152410.51     | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23755970 | PA      | $23727225.35    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    346319 | PA      | $358095.98      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124799 | PA      | $128934.67      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    234625 | PA      | $243189.35      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1801585 | PA      | $1802743.29     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    751513 | PA      | $755246.50      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    679263 | PA      | $679279.90      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5712 01-01-52                                                                      | CUSIP: 3132DTKZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2695001 | PA      | $2257260.43     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24878559 | PA      | $22092259.90    | 0.02%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4635459 | PA      | $4294553.87     | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    697397 | PA      | $696553.18      | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ1576 08-01-54                                                                      | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3483784 | PA      | $3597264.66     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD5856 01-01-54                                                                      | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12475464 | PA      | $11269348.82    | 0.01%             | 2054-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.9% 03-09-26                                                      | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496712.50      | 0.00%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   7481000 | PA      | $7480678.32     | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |  22402000 | PA      | $23250654.97    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  14815000 | PA      | $15422844.64    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR SEC 2ND LIEN 7.0% 04-15-30                             | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  28400000 | PA      | $25222494.40    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $476015.40      | 0.00%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25                                                    | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11161000 | PA      | $11262185.63    | 0.01%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8383000 | PA      | $9098287.86     | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |  16170000 | PA      | $17431292.34    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 144A LIFE SR UNSEC 7.25% 02-15-31                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |   7585000 | PA      | $7863521.20     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC                               | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.0% 02-15-31                                        | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6662949.00     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN 8.5% 05-15-29                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  22670000 | PA      | $23119296.73    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  21575000 | PA      | $21888592.63    | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  32120000 | PA      | $32630611.64    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.625% 02-01-32                                    | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2457767.61     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  18600000 | PA      | $18964708.80    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10677275.70    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4828087.55     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2892624.00     | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                                    | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8510699.85     | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.0% 03-26-27                                                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3040323.00     | 0.00%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   7348000 | PA      | $7504916.54     | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5564000 | PA      | $5705776.28     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1701449.75     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6357000 | PA      | $6436659.57     | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4170171.92     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.25% 07-15-32                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3125311.88     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 6.65% 03-15-31                                                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  13930000 | PA      | $14081641.98    | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | BM        |  51355650 | PA      | $44201294.66    | 0.03%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.5% 06-15-29                                                        | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4849634.01     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.75% 06-15-32                                                       | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7685107.50     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2995878.60     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.05% 07-12-27                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032042.00     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.05% 07-12-29                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3639919.60     | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                            | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1299968.00     | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  23321000 | PA      | $23012719.70    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2609134.36     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     98855 | PA      | $100345.24      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1005666 | PA      | $839540.69      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.35% 02-15-30                                                               | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9019000 | PA      | $8912945.58     | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                               | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2609725.19     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5471 09-01-54                                                                      | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10929507 | PA      | $11095154.47    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5497 10-01-54                                                                      | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2978166 | PA      | $2974562.55     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC REG S SR SEC 1ST LIEN 6.67% 10-09-29                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |   2940000 | PA      | $2651474.28     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  16931000 | PA      | $18349292.94    | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2204816 | PA      | $2221729.51     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS8509 03-01-53                                                                      | CUSIP: 3140XQN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  83941638 | PA      | $75837912.07    | 0.06%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34                                                           | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1651410.75     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15815000 | PA      | $16586914.34    | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6824071 | PA      | $5689856.00     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5482 06-01-50                                                                      | CUSIP: 3140KDCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485298 | PA      | $404641.51      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  75755000 | PA      | $79557976.76    | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  40957000 | PA      | $40226736.69    | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983252.00     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18730000 | PA      | $19631512.36    | 0.02%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    885561 | PA      | $736919.08      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6652 01-01-52                                                                      | CUSIP: 3133KNL92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    576301 | PA      | $481033.70      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $4361106.51     | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15305000 | PA      | $14819494.79    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BO3491 10-01-49                                                                      | CUSIP: 3140JX2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45977 | PA      | $38335.82       | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7091 03-01-52                                                                      | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85336 | PA      | $71114.23       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  17805000 | PA      | $17529503.24    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.0% 03-01-33                                        | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  20625000 | PA      | $20431723.13    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |  37785000 | PA      | $36784982.19    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                    | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  20390000 | PA      | $20348485.96    | 0.02%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1102 04-01-52                                                                      | CUSIP: 3133BAGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    174641 | PA      | $145404.10      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP8762 07-01-50                                                                      | CUSIP: 3140KGWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3423386 | PA      | $2854453.27     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9949000 | PA      | $9892867.74     | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  24830000 | PA      | $24551829.51    | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2396822 | PA      | $1996869.30     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5502 06-01-50                                                                      | CUSIP: 3140KDDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2332906 | PA      | $1945146.84     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 4.346% 12-08-26                                                             | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4904890.00     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  47834000 | PA      | $47294815.15    | 0.04%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84608 | PA      | $70526.41       | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5474 06-01-50                                                                      | CUSIP: 3140KDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6118539 | PA      | $5101656.54     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0058 08-01-50                                                                      | CUSIP: 3140XTB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1917169 | PA      | $1598176.77     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9543299 | PA      | $9687937.00     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7544909.97     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16757000 | PA      | $16078391.77    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    290724 | PA      | $242090.18      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2069318 | PA      | $1735802.07     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  24259000 | PA      | $21494444.36    | 0.02%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11068961.42    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  83916000 | PA      | $81597568.75    | 0.06%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3154000 | PA      | $2862362.24     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11753243 | PA      | $9790674.66     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8761 09-01-51                                                                      | CUSIP: 3140XCWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1973080 | PA      | $1644157.52     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 144A LIFE SR UNSEC 5.125% 04-15-29                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   4281000 | PA      | $4122530.22     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |  20780000 | PA      | $17043381.96    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ9058 12-01-50                                                                      | CUSIP: 3140KVB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2136801 | PA      | $1779626.54     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0849 02-01-52                                                                      | CUSIP: 3133B95J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    460089 | PA      | $382961.12      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3279240.00     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12247053.00    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3720 07-01-50                                                                      | CUSIP: 3140X7D22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1848255 | PA      | $1542226.22     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7944 06-01-52                                                                      | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2146870 | PA      | $1787503.23     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  12357000 | PA      | $10677078.21    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  17890000 | PA      | $16902489.89    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4216 12-01-50                                                                      | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19209 | PA      | $16113.69       | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5313 10-01-50                                                                      | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33518 | PA      | $28262.16       | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   9883000 | PA      | $8742175.66     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  94940000 | PA      | $89991252.50    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3298 10-01-51                                                                      | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1531595 | PA      | $1274754.45     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB3745 09-01-50                                                                      | CUSIP: 3133AAES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    396980 | PA      | $333828.32      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  14275000 | PA      | $13471959.88    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27                    | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8174178.00     | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6856 04-01-51                                                                      | CUSIP: 3140XATN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    982851 | PA      | $825926.19      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS7990 02-01-54                                                                      | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    987427 | PA      | $920978.06      | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                             | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |  19985000 | PA      | $19905559.63    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 09-15-29                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  15925000 | PA      | $14968640.05    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5608 01-01-51                                                                      | CUSIP: 3140X9GS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5538915 | PA      | $4615068.25     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1844 09-01-50                                                                      | CUSIP: 3140KMBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    241834 | PA      | $202935.78      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3201341.47     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2136449.76     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5575 08-01-51                                                                      | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79746 | PA      | $66830.46       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10272232 | PA      | $10070906.99    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29540000 | PA      | $28171175.48    | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  17460000 | PA      | $16796170.80    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3916419 | PA      | $3930529.63     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 24-FBLU A 144A FRN (TSFR1M+145) 12-15-29/26                                                   | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6068000 | PA      | $6028879.60     | 0.00%             | 2029-12-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.55% 02-15-34                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    871000 | PA      | $894731.27      | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   8613000 | PA      | $8118941.09     | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   9310000 | PA      | $9526606.46     | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1877610.48     | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6069082 | PA      | $5949660.35     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2240628 | PA      | $2239467.12     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                             | GSMS 24-70P A 144A FRN 03-10-41/03-12-29                                                           | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3831000 | PA      | $3832628.18     | 0.00%             | 2041-03-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                  | GSMBS 24-PRL2 A1 144A 3.75% 07-25-61/02-01-28                                                      | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1244266 | PA      | $1206072.25     | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                    | GWT 24-WLF2 A 144A FRN (TSFR1M+169.124) 05-15-41/29                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19885000 | PA      | $19909398.90    | 0.02%             | 2041-05-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 24-NQM2 A1 144A 6.085% 06-25-59                                                               | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1368066 | PA      | $1382348.13     | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9722 06-20-54                                                                           | CUSIP: 36179YYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1745616 | PA      | $1626859.64     | 0.00%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0023 11-20-54                                                                           | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5090663 | PA      | $4740990.57     | 0.00%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0202 02-20-55                                                                           | CUSIP: 3618N5GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    612500 | PA      | $570428.39      | 0.00%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0144 01-20-55                                                                           | CUSIP: 3618N5ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2947009 | PA      | $2744581.49     | 0.00%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0256 03-20-55                                                                           | CUSIP: 3618N5JA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1035508 | PA      | $964379.90      | 0.00%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 05-01-55                                                                              | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    279131 | PA      | $259858.96      | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 21-2 A 144A 1.901% 12-17-26                                                                    | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5681154 | PA      | $5455060.77     | 0.00%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 24-T53 A 144A FRN 05-10-39/05-12-27                                                            | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $599187.71      | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                  | HOMES 24-NQM1 A1 144A 5.915% 07-25-69/07-01-28                                                     | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |   4553088 | PA      | $4579378.00     | 0.00%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 25-SPRL A 144A FRN 01-13-40/01-15-30                                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26828000 | PA      | $27603195.06    | 0.02%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                            | HGMT 25-HGLR A 144A FRN 02-05-45/02-07-35                                                          | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7802000 | PA      | $7955675.99     | 0.01%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 25-MAUI E 144A FRN (TSFR1M+329.02) 03-15-42/27                                                 | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5388000 | PA      | $5180518.90     | 0.00%             | 2042-03-15      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 25-MAUI C 144A FRN (TSFR1M+204.19) 03-15-42/27                                                 | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422000 | PA      | $418236.60      | 0.00%             | 2042-03-15      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 25-MAUI A 144A FRN (TSFR1M+139.29) 03-15-42/27                                                 | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10765000 | PA      | $10682109.50    | 0.01%             | 2042-03-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 25-MAUI B 144A FRN (TSFR1M + 174.238) 03-15-42/27                                              | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617000 | PA      | $1603132.61     | 0.00%             | 2042-03-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 25-MAUI D 144A FRN (TSFR1M + 259.11) 03-15-42/27                                               | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1901000 | PA      | $1883801.65     | 0.00%             | 2042-03-15      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                                | GAMING AND LEISURE PROPERTIES INC (REIT)                                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   1891630 | NS      | $90533411.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                                                                | BARRICK GOLD CORP (USD)                                                                            | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |  16415500 | NS      | $312551120.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    993702 | NS      | $544101530.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |  11970580 | NS      | $236435327.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  25224854 | NS      | $4322530981.44  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |   4953030 | NS      | $471429395.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM BM                                                                 | BANK HAPOALIM BM                                                                                   | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |   2391752 | NS      | $35140382.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |   7947322 | NS      | $300806080.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                         | SIMON PROPERTY GROUP INC (REIT)                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   2054584 | NS      | $323350429.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                              | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        | 156796300 | NS      | $454489006.07   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                                   | SCANDINAVIAN TOBACCO GROUP A/S                                                                     | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |   2493498 | NS      | $36357828.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | SEAGATE TECHNOLOGY HOLDINGS PLC                                                                    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |   3034559 | NS      | $276235905.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                               | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |   7024869 | NS      | $295184995.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |  11083201 | NS      | $575772291.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |  10165407 | NS      | $725810059.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  36121347 | NS      | $1000561311.90  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   2458498 | NS      | $237736756.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                                                | TALEN ENERGY CORP                                                                                  | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175287 | NS      | $37700727.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                                              | TOURMALINE OIL CORP                                                                                | CUSIP: 89156V106<br>LEI: 894500A5J1WTJ2WIUU03 | Long             | EC               | CORP              | CA        |  11325759 | NS      | $500318238.14   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |   2668721 | NS      | $134829840.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   1471300 | NS      | $245250997.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                                  | TYSON FOODS INC CL A                                                                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   1542104 | NS      | $94438448.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   5128400 | NS      | $290828086.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1495236 | NS      | $239312521.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                          | UDR INC (REIT)                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   8827739 | NS      | $369705709.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYM5 06-18-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      4395 | NC      | $611393.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVM5 06-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     33124 | NC      | $35833705.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-15-28                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  14390000 | PA      | $14697140.16    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  11406000 | PA      | $12239926.88    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  13294000 | PA      | $14207297.80    | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.8% 07-15-28                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7326494.75     | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $3415840.73     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $14236349.05    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  29140000 | PA      | $29490729.04    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4107000 | PA      | $4239302.90     | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5100857.80     | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  11298000 | PA      | $11408788.19    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7325995.30     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | UNION ELECTRIC CO SR SEC 1ST LIEN 5.125% 03-15-55                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316489.60      | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7276092.75     | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   6058000 | PA      | $6101817.51     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8116812.00     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4425000 | PA      | $4413605.63     | 0.00%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 2.375% 07-22-26                                                                | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4900750.00     | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2385982 | PA      | $2421953.51     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2507205 | PA      | $2458514.93     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2836 11-01-54                                                                      | CUSIP: 3142GTEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3701120 | PA      | $3628529.50     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1257695 | PA      | $1276802.96     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    676573 | PA      | $633141.81      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    334334 | PA      | $312871.20      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 225796986 | PA      | $225470709.01   | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 01-50 BA 7.0% 10-25-2041                                                                       | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     50422 | PA      | $51120.48       | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNGT 01-T10 A1 7.0% 12-25-41                                                                       | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     73411 | PA      | $75063.75       | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL2745 03-01-42                                                                      | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    636795 | PA      | $615372.78      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                      | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    154966 | PA      | $149736.69      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890407 02-01-42                                                                      | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    221476 | PA      | $214025.75      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                      | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79486 | PA      | $76812.03       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4189 12-01-41                                                                      | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92007 | PA      | $88873.27       | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                                          | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    730053 | PA      | $703822.57      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                                              | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    846621 | PA      | $817389.33      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                                 | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1061799 | PA      | $1026020.28     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                                      | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1131768 | PA      | $1091102.08     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 02-W1 2A FRN 02-25-42                                                                          | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    166511 | PA      | $167185.40      | 0.00%             | 2042-02-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $909050.50      | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BE3194 150K MAX 01-20-48                                                                  | CUSIP: 3617BWRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    930305 | PA      | $871081.71      | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BD3903 175K MAX 01-20-48                                                                  | CUSIP: 3617BKKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4265923 | PA      | $3992003.44     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5192 05-20-48                                                                           | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3239235 | PA      | $3058265.49     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $233106.48      | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6571000 | PA      | $5903458.68     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 783687 12-20-41                                                                           | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    265245 | PA      | $257826.84      | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50353820 | PA      | $41123562.33    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7534 08-20-51                                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34330596 | PA      | $29284239.00    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA6217 10-20-49                                                                           | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27578 | PA      | $23682.05       | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    886291 | PA      | $755999.31      | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8150 07-20-52                                                                           | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21459 | PA      | $20069.91       | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2746986 | PA      | $2569195.66     | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8426 11-20-52                                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1687410 | PA      | $1576370.15     | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                               | GNMA 21-2 AH 1.5% 06-16-63                                                                         | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4567771 | PA      | $3354858.99     | 0.00%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP                  | GSMS 23-SHIP B 144A FRN 09-15-26/09-08-26                                                          | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2632000 | PA      | $2621116.68     | 0.00%             | 2038-09-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA8799 04-20-53                                                                           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24922701 | PA      | $23962977.84    | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4773534 | PA      | $4588206.79     | 0.00%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5                                     | INDX 06-AR5 2A1 ARH10 FRN 05-25-36                                                                 | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130637 | PA      | $1073827.80     | 0.00%             | 2036-05-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                  | IHSFR 24-SFR1 B 144A 4.0% 09-17-41/09-19-29                                                        | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2341487.05     | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26                                                              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4728090.51     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                                           | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510000 | PA      | $1467627.89     | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                                           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $536258.24      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-INV1                                           | JPMMT 20-INV1 A3 144A FRN 08-25-50                                                                 | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474308 | PA      | $427035.16      | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3421000 | PA      | $3128716.60     | 0.00%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                                          | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328000 | PA      | $278373.60      | 0.00%             | 2039-01-05      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                      | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1165000 | PA      | $1034302.15     | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                     | JW 24-BERY A 144A FRN (TSFR1M+159.3) 11-15-39/29                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3453000 | PA      | $3441684.52     | 0.00%             | 2039-11-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 21-GS2 A1 144A FRN 04-25-61                                                                   | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848197 | PA      | $848535.17      | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277377 | PA      | $276648.31      | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 AS 3.561% 04-15-48/04-17-25                                                           | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2795000 | PA      | $2735231.72     | 0.00%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C24                                           | MSBAM 15-C25 AS FRN 05-15-48/07-15-25                                                              | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3230000 | PA      | $3177909.79     | 0.00%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                                           | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $977892.00      | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $568724.80      | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MSC 2022-L8                                                                      | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $542379.92      | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                   | MSRM 24-NQM2 A1 144A 6.386% 05-25-69/05-01-28                                                      | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6292675 | PA      | $6361271.87     | 0.00%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                     | MCAS 24-01 M10 144A FRN (SOFR30A+385) 07-25-54                                                     | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |   2427000 | PA      | $2527844.28     | 0.00%             | 2054-07-25      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                      | MSRM 24-INV2 A1 144A FRN 02-25-54/08-25-45                                                         | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2682171 | PA      | $2723782.24     | 0.00%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 24-NQM3 A1 144A 5.722% 12-25-69/12-01-28                                                      | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4480213 | PA      | $4519840.13     | 0.00%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                   | MSBAM 25-5C1 AS 6.011% 03-15-30                                                                    | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21684000 | PA      | $22395408.67    | 0.02%             | 2030-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37                                                          | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241212 | PA      | $1153477.10     | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 25-299P A 144A FRN 02-10-47/02-12-35                                                            | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    613000 | PA      | $633203.87      | 0.00%             | 2047-02-10      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                   | NRZT 25-NQM2 A1 144A 5.566% 05-25-65                                                               | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |   7501099 | PA      | $7555542.19     | 0.01%             | 2065-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                    | OBX 24-HYB1 A1 144A FRN 03-25-53                                                                   | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2287464 | PA      | $2243149.17     | 0.00%             | 2053-03-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                    | OBX 24-NQM4 A1 144A FRN 01-25-64/02-25-28                                                          | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |   3930636 | PA      | $3956617.08     | 0.00%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                    | OBX 24-HYB2 A1 144A FRN 04-25-53                                                                   | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4460947 | PA      | $4446690.06     | 0.00%             | 2053-04-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28                                                       | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |   1996803 | PA      | $2008558.12     | 0.00%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                    | OBX 24-NQM6 A1 144A FRN 02-25-64                                                                   | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |   3358057 | PA      | $3395918.90     | 0.00%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 24-NQM7 A1 144A 6.243% 03-25-64                                                                | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2152707 | PA      | $2172895.44     | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                            | OBX 22-NQM6 A1 144A 4.7% 07-25-62/06-01-26                                                         | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16154955 | PA      | $16207378.22    | 0.01%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                            | OBX 22-NQM5 A1 144A 4.31% 05-25-62/05-01-26                                                        | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17386102 | PA      | $17362196.28    | 0.01%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                   | OBX 24-NQM10 A1 144A 6.18% 05-25-64/06-01-28                                                       | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |  10728308 | PA      | $10832555.17    | 0.01%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                   | OBX 24-NQM17 A1 144A 5.61% 11-25-64/11-01-28                                                       | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |   2409654 | PA      | $2420820.55     | 0.00%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 25-NQM1 A1 144A 5.547% 12-25-64/12-01-28                                                       | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |   1703232 | PA      | $1708270.35     | 0.00%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 25-NQM3 A1 144A 5.648% 12-01-64                                                                | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |  12322632 | PA      | $12385354.18    | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640003 | PA      | $2575877.81     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-24 P 6.0% 03-25-37                                                                          | CUSIP: 31396P5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    115256 | PA      | $122236.17      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                          | PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29                                                        | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5002622 | PA      | $4765177.65     | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                          | PROG 21-SFR6 A 144A 1.524% 07-17-38/26                                                             | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5137025 | PA      | $4994277.64     | 0.00%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 D 144A FRN 04-17-41/04-19-29                                                          | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2709000 | PA      | $2497792.82     | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 B 144A FRN 04-17-41/04-19-29                                                          | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1671000 | PA      | $1572004.95     | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29                                                         | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3617359 | PA      | $3427526.82     | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 24-SFR5 B 144A 3.25% 08-09-29/09-01-24                                                        | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3581000 | PA      | $3368105.97     | 0.00%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                  | PMTLT 24-INV1 A2 144A FRN 10-25-59/47                                                              | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1811716 | PA      | $1820222.46     | 0.00%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5884904.26     | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12443680.00    | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4532000 | PA      | $3373160.35     | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                                            | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $391037.60      | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC B 144A 6.8043% 09-10-40/09-11-28                                                          | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3537000 | PA      | $3657031.63     | 0.00%             | 2040-09-10      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC A 144A 6.3143% 09-10-40/09-11-28                                                          | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6864000 | PA      | $7107253.30     | 0.01%             | 2040-09-10      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC C 144A FRN 09-10-40/09-11-28                                                              | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2720000 | PA      | $2804951.04     | 0.00%             | 2040-09-10      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH D 144A FRN (TSFR1M+236.45)  07-15-38/26                                                 | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1621840 | PA      | $1616838.49     | 0.00%             | 2038-07-15      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH C 144A FRN (TSFR1M+181.45) 07-15-38/26                                                  | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3697486 | PA      | $3687403.31     | 0.00%             | 2038-07-15      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH A 144A FRN (TSFR1M+119.45) 07-15-38/26                                                  | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3878837 | PA      | $3876517.27     | 0.00%             | 2038-07-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH B 144A FRN (TSFR1M+149.45) 07-15-38/26                                                  | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540201 | PA      | $3529980.81     | 0.00%             | 2038-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 24-ELM B10 144A FRN 06-10-39/06-11-27                                                          | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $890446.48      | 0.00%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 24-ELM A15 144A FRN 06-10-39/06-11-27                                                          | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1928000 | PA      | $1940960.02     | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 24-ELM A10 144A FRN 06-10-39/06-11-27                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2222190.81     | 0.00%             | 2039-06-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 02-W3 A5 7.5% 11-25-41/01-25-28                                                                | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     69332 | PA      | $73216.15       | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0828 02-01-41                                                                      | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26873 | PA      | $25182.84       | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60559 200K MAX 04-01-46                                                                 | CUSIP: 31335ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4776650 | PA      | $4544595.91     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41090 06-01-46                                                                          | CUSIP: 3132WEF80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    524008 | PA      | $511987.65      | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                                             | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3483679 | PA      | $3234126.07     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7616314 | PA      | $7040764.76     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                                        | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1031274 | PA      | $1008896.09     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44400 200K MAX 11-01-46                                                                 | CUSIP: 3132WH3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3099608 | PA      | $2945173.09     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82662 200K MAX 10-01-46                                                                 | CUSIP: 3132L75X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3071915 | PA      | $2918863.42     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9547707 | PA      | $8397771.97     | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8820 03-01-52                                                                      | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    172852 | PA      | $137290.00      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QE0312 04-01-52                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    958120 | PA      | $760988.62      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    333072 | PA      | $344126.69      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    705796 | PA      | $732964.49      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1625080 | PA      | $1688563.33     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3715002 | PA      | $3810511.49     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB8977 08-01-54                                                                      | CUSIP: 3140QU6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11455143 | PA      | $11245719.71    | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    510086 | PA      | $527767.90      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2008031 | PA      | $2046077.58     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    626235 | PA      | $638051.60      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    952669 | PA      | $974278.73      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1023168 | PA      | $1049472.60     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1099597 | PA      | $1122627.67     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    376417 | PA      | $384301.52      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    576302 | PA      | $588372.28      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    458257 | PA      | $466929.57      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A3 5.34% 04-17-28/02-17-26                                                              | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3945000 | PA      | $3957754.19     | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A2 5.54% 02-16-27/06-16-25                                                              | CUSIP: 10805NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367357 | PA      | $1368688.92     | 0.00%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999204 | PA      | $1022097.56     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    927603 | PA      | $949215.20      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                    | BJETS 24-2 A 144A 5.364% 09-15-39/09-16-30                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750126 | PA      | $2735682.31     | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 B 4.77% 08-15-30/12-15-26                                                               | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2963000 | PA      | $2972377.90     | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    316901 | PA      | $321728.05      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    948132 | PA      | $967990.69      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 C 4.83% 08-15-30/10-15-27                                                               | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5309222.00     | 0.00%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A3 4.72% 09-15-28/07-15-26                                                              | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509000 | PA      | $1512141.74     | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    522755 | PA      | $532647.41      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22368328 | PA      | $22341262.77    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A2 4.84% 09-15-27/11-17-25                                                              | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090579 | PA      | $1090852.26     | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 24-5C8 AS FRN 12-15-57/12-17-29                                                                | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2384251.30     | 0.00%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 18-12 ARR CLO 144A FRN (TSFR3M+93) 05-17-31                                                  | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   4589298 | PA      | $4580945.48     | 0.00%             | 2031-05-17      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 18-12 BRR CLO 144A FRN (TSFR3M+120) 05-17-31                                                 | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   4961000 | PA      | $4942991.57     | 0.00%             | 2031-05-17      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                        | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    613747 | PA      | $589773.42      | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                          | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10583326 | PA      | $9708064.08     | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28                                                          | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12906966 | PA      | $12119705.47    | 0.01%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6497898 | PA      | $5979495.83     | 0.00%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                                              | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179373 | PA      | $173499.99      | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                                              | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1254233 | PA      | $1223620.66     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                     | CAALT 23-3 A 144A 6.39% 08-15-33/07-15-26                                                          | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3687000 | PA      | $3732066.20     | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A B 144A 5.65% 05-15-28/01-15-26                                                            | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371000 | PA      | $372741.85      | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A C 144A 5.74% 04-15-30/11-16-26                                                            | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549000 | PA      | $554673.37      | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A D 144A 6.13% 04-15-30/10-15-27                                                            | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $201552.08      | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHAOT 2024-1A                                                                    | CHAOT 24-1 A4 144A 5.05% 10-25-29/08-25-28                                                         | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10983000 | PA      | $11232808.34    | 0.01%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                    | CWHEL 06-I 2A FRN FSA (TSFR1M+25.45) 01-15-37                                                      | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178810 | PA      | $168545.04      | 0.00%             | 2037-01-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                    | CWHEL 07-B A FRN FSA (TSFR1M+26.45) 02-15-37                                                       | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300318 | PA      | $279024.67      | 0.00%             | 2037-02-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490863.50      | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1049886.80     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                     | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26                              | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |  12907000 | PA      | $12798942.60    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  28043000 | PA      | $25119040.52    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  62505000 | PA      | $55575320.67    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                  | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                          | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $5935483.67     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.1% 05-01-26                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491663.50      | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $560438.40      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  18845000 | PA      | $17084990.07    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |  81186000 | PA      | $76908796.78    | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4963917.50     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3698499.00     | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  15555000 | PA      | $14312155.50    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |  22775000 | PA      | $22563625.23    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | BM        |   2949515 | PA      | $2553391.81     | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.125% 11-21-26                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   9951000 | PA      | $10133332.17    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5902000 | PA      | $6154646.91     | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4824000 | PA      | $4943456.71     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12067000 | PA      | $12342067.27    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5176280.70     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |  12905000 | PA      | $11649691.94    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  21990000 | PA      | $22001016.99    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6886137.42     | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2297403.34     | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3179571.86     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16982000 | PA      | $14356599.78    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   8345000 | PA      | $8363267.21     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  24110000 | PA      | $22681144.96    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22690000 | PA      | $19128645.67    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28                          | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12595000 | PA      | $11896544.28    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  16902000 | PA      | $17437827.20    | 0.01%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3350000 | PA      | $3463786.10     | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  18465000 | PA      | $16799032.31    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2868061.79     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25820000 | PA      | $23505675.94    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  19495000 | PA      | $18016655.16    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                             | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9561000 | PA      | $9810934.10     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                         | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15730000 | PA      | $16332647.76    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7012000 | PA      | $7207943.33     | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8598000 | PA      | $8734622.22     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        | 115458000 | PA      | $106362796.05   | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  83345000 | PA      | $72405301.99    | 0.06%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  29200000 | PA      | $30481821.60    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7216000 | PA      | $6972546.59     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 04-15-30                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8065000 | PA      | $7431107.13     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                       | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |  21747000 | PA      | $19928689.84    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  32175000 | PA      | $28506470.85    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29                              | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053196.00     | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.35% 06-24-26                             | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529620.00     | 0.00%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 36120RAE9<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  35598000 | PA      | $31550471.80    | 0.02%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15922848.00    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4094342.84     | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $7935849.20     | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2998656.29     | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  22790000 | PA      | $22983920.11    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  23647000 | PA      | $23749817.16    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  26645000 | PA      | $23874559.48    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                             | REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |  19365000 | PA      | $18114369.57    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $6166560.03     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3015000 | PA      | $2896073.33     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1028000 | PA      | $738439.13      | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.25% 05-15-30                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  38125000 | PA      | $32562257.50    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.85% 03-15-52                                              | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $2840951.46     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   7017000 | PA      | $5551667.96     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.415% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  34028000 | PA      | $34334388.11    | 0.03%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.58% 07-15-29                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  18697000 | PA      | $18880604.54    | 0.01%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.629% 07-15-32                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1290757.41     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25                                             | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9000486.00     | 0.01%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6152000 | PA      | $6388421.36     | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  25699000 | PA      | $25750012.52    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.61% 09-29-26/25                                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14295000 | PA      | $14345318.40    | 0.01%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  25565000 | PA      | $26354114.86    | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.5% 04-15-29                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   6920000 | PA      | $6508412.24     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4247879.78     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                              | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |  28365000 | PA      | $27611710.70    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | BOSTON SCIENTIFIC CORP SR UNSEC 1.9% 06-01-25                                                      | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   7609000 | PA      | $7589148.12     | 0.01%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4990511.97     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                      | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |  11310000 | PA      | $11349076.05    | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  28260000 | PA      | $28233746.46    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25                                                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9654865.90     | 0.01%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.748% 07-19-33/32                                                   | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $759706.50      | 0.00%             | 2033-07-19      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $12849795.44    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                     | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3399558.00     | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.75% 12-01-27                                                       | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26108300.00    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.875% 03-15-28                                                                 | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  19100000 | PA      | $19579696.50    | 0.02%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  41358000 | PA      | $41342490.75    | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6150000 | PA      | $6056021.85     | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2008000 | PA      | $2024445.52     | 0.00%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 8.5% 04-30-30                                                | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   8155000 | PA      | $7586017.50     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1850135.63     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2820000 | PA      | $2758337.88     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12134000 | PA      | $12170899.49    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  33896000 | PA      | $35564598.39    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.0% 06-15-29                                                                   | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  24810000 | PA      | $25347062.07    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $3029076.46     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12073000 | PA      | $12911916.55    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   5760000 | PA      | $5721903.36     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2948839.27     | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7863000 | PA      | $8192184.50     | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2090579.94     | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.0% 02-01-29                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1013594.69     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.4% 02-01-34                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    890000 | PA      | $881403.49      | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |  16690000 | PA      | $16966603.37    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6731352.18     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  13245000 | PA      | $13598946.14    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $15297508.01    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6698281.50     | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 5.625% 09-15-25                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  15375000 | PA      | $15383917.50    | 0.01%             | 2025-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |   6535000 | PA      | $6377833.25     | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |  34120000 | PA      | $32447437.60    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25                         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2073130.43     | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  95464000 | PA      | $93627368.10    | 0.07%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP SR UNSEC 4.0% 04-01-29                                                          | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4885610.00     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50                                                         | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6025000 | PA      | $4585507.00     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                              | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136135.58      | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26                                               | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3624827.40     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                              | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $14054044.88    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.35% 05-13-25                          | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1899133.60     | 0.00%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  27508000 | PA      | $24216640.29    | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 144A LIFE SR SEC 1ST LIEN 4.25% 01-31-31                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  25888000 | PA      | $22616222.78    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                                | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $777778.49      | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3186543.75     | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |  28499000 | PA      | $24985215.80    | 0.02%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VM FUND                                                                          | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                         | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11535686 | PA      | $11362650.71    | 0.01%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 24-6 A2 144A FRN 07-25-69                                                                    | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |   1300467 | PA      | $1307578.84     | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 24-8 A1 144A FRN 10-25-69                                                                    | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |   3174597 | PA      | $3172667.17     | 0.00%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 24-8 A2 144A 5.618% 10-25-69/10-01-28                                                        | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |   2358061 | PA      | $2358346.27     | 0.00%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 M45T 4.5% 06-25-57                                                                       | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    825110 | PA      | $797932.66      | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 MT 3.5% 06-25-57                                                                         | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    411776 | PA      | $374266.97      | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 HT FRN% 06-25-57                                                                         | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    499903 | PA      | $452081.53      | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH1                                               | SEMT 18-CH1 A1 144A 4.0% 02-25-48                                                                  | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-CBDO         | CORP              | US        |    108297 | PA      | $101714.21      | 0.00%             | 2048-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 18-2 A1 3.5% 11-25-28                                                                         | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1867371 | PA      | $1819723.44     | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 19-2 MA 3.5% 08-25-58                                                                         | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5054538 | PA      | $4824779.23     | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 19-4 MA 3.0% 02-25-59                                                                         | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3725074 | PA      | $3461554.95     | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15628000 | PA      | $14718528.54    | 0.01%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5645000 | PA      | $4936829.11     | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 21-MFP A 144A FRN (TSFR1M+84.53) 11-15-38/11-16-26                                           | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8066300 | PA      | $8034389.58     | 0.01%             | 2038-11-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19555000 | PA      | $19467569.60    | 0.02%             | 2039-01-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                                  | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    849400 | PA      | $855398.83      | 0.00%             | 2042-09-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                      | STACR 20-DNA4 B2 144A FRN (SOFR30A+1011.45) 08-25-50                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |   5306000 | PA      | $6949973.90     | 0.01%             | 2050-08-25      | Variable      | 14.47%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                    | STACR 20-DNA2 B2 144A FRN (SOFR30A+491.4) 02-25-50                                                 | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |   5790000 | PA      | $6113771.01     | 0.00%             | 2050-02-25      | Variable      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                  | STACR 24-DNA1 A1 144A FRN (SOFR30A+135) 02-25-44                                                   | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |   3234980 | PA      | $3238671.61     | 0.00%             | 2044-02-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 24-DSNY A 144A FRN (TSFR1M+139.165) 05-15-39/29                                                | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12566000 | PA      | $12464542.12    | 0.01%             | 2039-05-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 24-DSNY B 144A FRN (TSFR1M+174.115) 05-15-39/29                                                | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    486000 | PA      | $475470.32      | 0.00%             | 2039-05-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                    | STACR 20-DNA1 B2 144A FRN (SOFR30A+536.448) 01-25-50                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |   4360000 | PA      | $4785405.20     | 0.00%             | 2050-01-25      | Variable      | 9.72%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 24-DNA2 M1 144A FRN (SOFR30A+120) 05-25-44                                                   | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |   2848583 | PA      | $2847927.66     | 0.00%             | 2044-05-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 24-DNA2 A1 144A FRN (SOFR30A+125) 05-25-44                                                   | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |  11446069 | PA      | $11445668.75    | 0.01%             | 2044-05-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                   | STAR 24-SFR4 A 144A FRN (TSFR1M+175) 10-17-41/10-19-26                                             | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8662235 | PA      | $8709738.59     | 0.01%             | 2041-10-17      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 24-DNA3 M1 144A FRN (SOFR30A+100) 10-25-44                                                   | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   1770643 | PA      | $1768041.46     | 0.00%             | 2044-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 24-DNA3 A1 144A FRN (SOFR30A+105) 10-25-44                                                   | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   2121050 | PA      | $2115166.21     | 0.00%             | 2044-10-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1730000 | PA      | $1726354.89     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25                                                         | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3965748.13     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19138077 | PA      | $19317936.84    | 0.02%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 C 4.74% 10-16-28/02-17-26                                                               | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195904 | PA      | $2195587.52     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                                     | SDART 23-1 B 4.98% 02-15-28/11-17-25                                                               | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1546064 | PA      | $1546481.09     | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.25% 01-15-30                                           | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6772441.32     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1627000 | PA      | $1522439.22     | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 B 144A 5.71% 01-22-30/09-20-27                                                          | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034000 | PA      | $1065880.29     | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 C 144A 5.97% 02-20-31/10-20-27                                                          | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637000 | PA      | $1683084.82     | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30                                                          | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1771138.30     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $3846167.82     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26                                                         | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8246000 | PA      | $8309543.68     | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                        | SYNIT 23-A A 5.54% 07-15-29/26                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6264000 | PA      | $6353374.75     | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6488636.50     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   8880000 | PA      | $8953046.88     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 A3 5.73% 04-17-28/03-16-26                                                              | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2528159 | PA      | $2537356.48     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 B 5.77% 12-15-28/01-15-27                                                               | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9527000 | PA      | $9666408.59     | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $1506147.54     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $18615506.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 A3 5.25% 04-17-28/04-15-26                                                              | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1493000 | PA      | $1495556.02     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 A2 5.71% 02-16-27/06-16-25                                                              | CUSIP: 80288AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269315 | PA      | $269466.92      | 0.00%             | 2027-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 C 5.45% 03-15-30/07-15-27                                                               | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $753384.98      | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                 | SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26                                                         | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8995000 | PA      | $9015688.50     | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  40865000 | PA      | $36753081.97    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                              | VIAVI SOLUTIONS INC 144A LIFE SR UNSEC 3.75% 10-01-29                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4288583.20     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                 | SBALT 24-A A2 144A 5.45% 01-20-26/05-20-25                                                         | CUSIP: 78414SAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242666 | PA      | $242770.43      | 0.00%             | 2026-01-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A2 5.8% 09-15-27/25                                                                     | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3405210 | PA      | $3409530.90     | 0.00%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   6778000 | PA      | $4269150.41     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3010163.18     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 B 5.78% 07-16-29/04-15-27                                                               | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6069000 | PA      | $6164216.54     | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A3 5.63% 11-15-28/08-17-26                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10450000 | PA      | $10519753.75    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5696000 | PA      | $4863706.18     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032994.00     | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A2 144A 5.67% 11-20-26/10-20-25                                                         | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825913 | PA      | $827486.01      | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26                                                         | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2493000 | PA      | $2519159.05     | 0.00%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7746000 | PA      | $7755798.69     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN AUSTRALIA HOLDINGS LTD                                                    | VIRGIN AUSTRALIA HOLDINGS PTY LTD 144A LIFE SR UNSEC 7.875% 10-15-31                               | CUSIP: 92765YAG2<br>LEI: 254900SNPW6V9967CJ18 | Long             | DBT              | CORP              | AU        |   1632334 | PA      | $12242.50       | 0.00%             | 2031-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3816000 | PA      | $3849485.40     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  55960000 | PA      | $54017404.56    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  68280000 | PA      | $52051004.76    | 0.04%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   9510000 | PA      | $9662055.39     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2I 144A 6.028% 07-30-54/07-30-29                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17241360 | PA      | $17474463.19    | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2275157.74     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7187274.56     | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |  20920000 | PA      | $21306413.32    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27                                                   | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7110844.26     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2122368.80     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7745785.95     | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                 | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.6% 10-01-34                                                 | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781450.40      | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 01-30-29                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7413000 | PA      | $7496388.84     | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.875% 06-01-53                                                           | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1499264.37     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                 | WISCONSIN ELECTRIC POWER CO SR UNSEC 5.05% 10-01-54                                                | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $667848.00      | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 11.875% 06-23-30/06-22-25                              | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   9117501 | PA      | $9163088.51     | 0.01%             | 2030-06-23      | Variable      | 11.88%                | Yes           |                  3 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC SR SEC 1ST LIEN (UNFUNDED) 0.0% 09-30-26                                             | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |  17358720 | PA      | $17358720.00    | 0.01%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 144A LIFE SR UNSEC 7.0% 02-01-33                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $7328225.87     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.9% 01-24-28/27                                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020901.00     | 0.00%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |  25770000 | PA      | $26093696.97    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16204432.00    | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC SR UNSEC 3.45% 06-01-26                                               | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |  18165000 | PA      | $17767368.15    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                               | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298499.25      | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230658.30      | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  16625000 | PA      | $16353862.88    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  31405000 | PA      | $29890588.09    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                       | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6662142.90     | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                               | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246970.85      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30                                                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3438056.09     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   9630000 | PA      | $10053257.76    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4698276.80     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6526048.82     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                                   | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  30928000 | PA      | $30946742.37    | 0.02%             | 2030-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5332119.29     | 0.00%             | 2033-11-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  30599000 | PA      | $28164604.76    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                       | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $6457346.03     | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  22109000 | PA      | $22370726.34    | 0.02%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2393309.60     | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                     | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |  20505000 | PA      | $19711784.58    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4325000 | PA      | $3156350.40     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9400000 | PA      | $8180068.00     | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                          | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |  26005000 | PA      | $25773815.55    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $6913135.92     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14314000 | PA      | $14071535.15    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |  78073000 | PA      | $77450445.90    | 0.06%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4415756.11     | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3933449.19     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                              | CHILE GOVERNMENT INTERNATIONAL BOND 4.85% 01-22-29                                                 | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   9135000 | PA      | $9264717.00     | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  20140000 | PA      | $20621607.82    | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  24770000 | PA      | $24921171.31    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27                                                    | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8098000 | PA      | $8225616.38     | 0.01%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                             | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |  23007000 | PA      | $23235252.45    | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8248000 | PA      | $8301100.62     | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10868157.10    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5397774.71     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                                      | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8192279 | PA      | $7724761.82     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                                      | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19319815 | PA      | $18214721.37    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                                      | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29255962 | PA      | $26933155.21    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                                      | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  26325060 | PA      | $24290054.02    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                      | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15986549 | PA      | $14665900.17    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4802 12-01-49                                                                      | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21698597 | PA      | $19906140.58    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0264 05-01-58                                                                         | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10718817 | PA      | $9667536.99     | 0.01%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4804 12-01-49                                                                      | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19097135 | PA      | $17466296.86    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11622800 | PA      | $10696486.45    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 888795 11-01-36                                                                      | CUSIP: 31410GNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    423438 | PA      | $436442.24      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.0 BJ5674 01-01-33                                                                      | CUSIP: 3140H7JU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97063 | PA      | $94688.25       | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL2940 11-01-27                                                                      | CUSIP: 3138EKHS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44542 | PA      | $44148.82       | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1954 11-01-49                                                                      | CUSIP: 3140X5E41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3865961 | PA      | $3531013.82     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1589 09-01-49                                                                      | CUSIP: 3140X4XT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2442218 | PA      | $2230877.94     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2092 12-01-49                                                                      | CUSIP: 3140X5KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10823206 | PA      | $9898947.66     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                                         | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  55826695 | PA      | $48278982.02    | 0.04%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0167 02-01-57                                                                         | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    732445 | PA      | $640586.24      | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 929964 09-01-38                                                                      | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    223072 | PA      | $233563.08      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87873 08-01-39                                                                          | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154015 | PA      | $154812.71      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87892 08-01-39                                                                          | CUSIP: 312934XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    388400 | PA      | $397940.48      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4119 09-01-50                                                                      | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11987790 | PA      | $9601464.32     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                        | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6975057 | PA      | $6847999.39     | 0.01%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12196792 | PA      | $9762275.38     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA9302 02-01-51                                                                      | CUSIP: 3140QHKQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9982673 | PA      | $8912880.13     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8968 02-01-51                                                                      | CUSIP: 3140QG6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    655056 | PA      | $574796.14      | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 932274 12-01-39                                                                      | CUSIP: 31412QXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3387150 | PA      | $3352844.79     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13034663 | PA      | $11269430.82    | 0.01%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                                      | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 170475908 | PA      | $135618357.74   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10121151 | PA      | $8707560.35     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AD6392 05-01-25                                                                      | CUSIP: 31418UC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       361 | PA      | $359.44         | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AD5692 05-01-25                                                                      | CUSIP: 31418TKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       566 | PA      | $564.79         | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD4927 06-01-40                                                                      | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1055996 | PA      | $1065970.13     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44                                                         | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5649089 | PA      | $4613260.98     | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE4483 09-01-40                                                                      | CUSIP: 31419E6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    936147 | PA      | $905051.24      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 21-11INV A4 144A FRN 11-25-51                                                                 | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6354493 | PA      | $5185514.42     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4066038 | PA      | $3424632.75     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3448215 | PA      | $2904486.75     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7545 09-01-51                                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3486391 | PA      | $2949075.39     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2319 12-01-51                                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4118883 | PA      | $3477330.20     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2372 12-01-51                                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1969041 | PA      | $1660147.56     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9510 12-01-51                                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1557404 | PA      | $1315823.84     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23426630 | PA      | $20609366.60    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1996616 | PA      | $1685768.46     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1520297 | PA      | $1364300.56     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1270405 | PA      | $1141114.50     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4186911 | PA      | $4151485.59     | 0.00%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8166 09-01-51                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    795706 | PA      | $633880.57      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    837765 | PA      | $666699.74      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  46952688 | PA      | $37375043.95    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    614526 | PA      | $543125.15      | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7525 10-01-50                                                                      | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12693894 | PA      | $10798137.12    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.5 AE0443 10-01-39                                                                      | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83981 | PA      | $88791.82       | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 945832 08-01-37                                                                      | CUSIP: 31413HHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52138 | PA      | $54770.92       | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3602168 | PA      | $3578991.77     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G04805 12-01-35                                                                          | CUSIP: 3128M6U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1785301 | PA      | $1770910.00     | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28161746 | PA      | $24326116.03    | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AO9140 07-01-42                                                                      | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3307877 | PA      | $3099656.35     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 995674 05-01-38                                                                      | CUSIP: 31416CCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    381062 | PA      | $399877.64      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 256308 07-01-36                                                                      | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104128 | PA      | $109043.78      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 880426 04-01-36                                                                      | CUSIP: 31409WD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50286 | PA      | $51669.09       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                                      | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  33793052 | PA      | $27939993.65    | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G08353 07-01-39                                                                          | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156811 | PA      | $155931.77      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1849076 | PA      | $1564924.52     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  36067379 | PA      | $30562523.09    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2509663 | PA      | $2088819.89     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 6.375% 01-15-30                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  12220000 | PA      | $12367764.24    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 6.1027% 08-23-42                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   7750000 | PA      | $7694045.00     | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5416249 | PA      | $4510137.26     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW7323 06-01-52                                                                      | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1442964 | PA      | $1206857.55     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8219 06-01-52                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    846860 | PA      | $704870.96      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    760397 | PA      | $728121.55      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4897585 | PA      | $4078272.93     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8480 01-01-51                                                                      | CUSIP: 3140QGM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30746490 | PA      | $26088550.24    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2746551.31     | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                   | GULFPORT ENERGY OPERATING CORP 144A LIFE SR UNSEC 6.75% 09-01-29                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   5535000 | PA      | $5461594.83     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8256 10-01-52                                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8143260 | PA      | $7606968.97     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5559 07-01-51                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3848587 | PA      | $3204730.10     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12603000 | PA      | $12100530.99    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25937000 | PA      | $25881780.13    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13250701 | PA      | $13017621.43    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3920 08-01-50                                                                      | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8234967 | PA      | $6866290.55     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                        | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   7745000 | PA      | $7647482.71     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.35% 01-07-30                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  32676000 | PA      | $32774191.38    | 0.03%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1598 04-01-52                                                                      | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1388626 | PA      | $1104060.21     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8273 11-01-52                                                                      | CUSIP: 3132DWFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  30250267 | PA      | $27325580.51    | 0.02%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4803 11-01-52                                                                      | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9069950 | PA      | $8202028.76     | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142625 | PA      | $136732.18      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  54724000 | PA      | $54334091.50    | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.207% 01-28-31/30                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8138656.00     | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1099 05-01-52                                                                      | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132066 | PA      | $110497.55      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1955795 | PA      | $1631454.00     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43531 | PA      | $42776.56       | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6871 04-01-51                                                                      | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5942519 | PA      | $4948377.34     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4069000 | PA      | $4040163.00     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7081000 | PA      | $7213379.30     | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QA4396 11-01-49                                                                      | CUSIP: 31339U3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16076 | PA      | $13541.40       | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11044953 | PA      | $9602349.21     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19683202.50    | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5251204.63     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1713408 | PA      | $1426725.76     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1801605 | PA      | $1500187.08     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3348316 | PA      | $2786830.48     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3661297 | PA      | $3665349.89     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8794476.00     | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  25185000 | PA      | $22699870.13    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC6456 09-01-51                                                                      | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4300054 | PA      | $3735658.58     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  58830000 | PA      | $53941638.81    | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  90370000 | PA      | $80218647.53    | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   3490000 | PA      | $3403388.67     | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |  32395000 | PA      | $31017920.95    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1761472.00     | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS BORROWER LLC 144A LIFE SR UNSEC 5.0% 06-01-29                               | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |  17560000 | PA      | $16254870.56    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7378000 | PA      | $7123731.99     | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 4.25% 02-15-30                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4717419.50     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4701000 | PA      | $4338214.43     | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4611265.00     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5348443.75     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3758365.88     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $911374.90      | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1922000 | PA      | $1682630.28     | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  25020000 | PA      | $24471861.84    | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8353318.56     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  17350000 | PA      | $15864614.45    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1284934.45     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                       | MUELLER WATER PRODUCTS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                        | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4802904.33     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $5697918.72     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2663406.90     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.875% 06-11-28                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1610608.39     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28                                                      | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9644000 | PA      | $8932755.00     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                              | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |  13940000 | PA      | $13902905.66    | 0.01%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7341132.50     | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 02-15-33                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |  24030000 | PA      | $24026515.65    | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  20545000 | PA      | $20272182.95    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.85% 05-15-55                                       | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    401000 | PA      | $394315.73      | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    814000 | PA      | $829497.75      | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4911000 | PA      | $4883012.21     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3597183.99     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21350000 | PA      | $21004279.45    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4149101.25     | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                       | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  77850000 | PA      | $76912218.90    | 0.06%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                                          | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    546000 | PA      | $533271.65      | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  48135000 | PA      | $47060963.75    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  20719000 | PA      | $19983993.48    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.125% 01-15-49                                                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $4133304.32     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4268391.48     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.15% 02-15-50                                                          | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3536000 | PA      | $2652449.07     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26                                         | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2093479.70     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                                 | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |  15740000 | PA      | $15827341.26    | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  20825000 | PA      | $20469163.23    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    755000 | PA      | $547758.54      | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.7% 08-15-35                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3150504.63     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA SUB 4.375% 08-04-25                                                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7500000 | PA      | $7486042.50     | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 4.875% 05-15-25                                                      | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2374850.38     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                               | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196644.80      | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 144A LIFE SR UNSEC 4.95% 07-15-29                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  11768000 | PA      | $11262882.14    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                                | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $372814.00      | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 1.15% 06-10-25                                                       | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10367000 | PA      | $10326765.67    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  54930000 | PA      | $43436062.29    | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  22335000 | PA      | $21394741.17    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999448.00     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2080510.76     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5293068.75     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5668221.16     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 2.875% 10-15-26                                             | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |  12990000 | PA      | $12546573.36    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  11472000 | PA      | $11758272.29    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  27230000 | PA      | $20034880.95    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4177790.88     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                                       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  30295000 | PA      | $28774796.90    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   9542000 | PA      | $9649337.96     | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3712244.28     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                          | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  22987125 | PA      | $22838812.07    | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.0% 02-01-27                                                    | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1980401.58     | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29                                               | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   9385000 | PA      | $9582291.47     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7983000 | PA      | $5460922.83     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 11.875% 06-23-30/06-22-25                              | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  11614462 | PA      | $11672534.31    | 0.01%             | 2030-06-23      | Variable      | 11.88%                | Yes           |                  3 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11565269.25    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.875% 07-17-64                                            | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2125000 | PA      | $1960631.25     | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  11910000 | PA      | $11153715.00    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34                                             | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3000000 | PA      | $3026340.00     | 0.00%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP                                                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |  22117873 | NS      | $948414394.24   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.875% 04-16-50                                  | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   5350000 | PA      | $4151279.00     | 0.00%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 1.7% 03-02-31                                    | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1700000 | PA      | $1481483.70     | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9656000 | PA      | $9428726.73     | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 2.659% 05-24-31                                               | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9162000 | PA      | $7805181.10     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5180000 | PA      | $2964736.74     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.0% 12-15-32                                      | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $4961334.00     | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.0% 12-15-50                                      | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $3976500.00     | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  17988000 | PA      | $14763075.38    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3912000 | PA      | $3609164.26     | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   8741000 | PA      | $6408909.94     | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 1.862% 12-01-32                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8550000 | PA      | $6750874.80     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  12800000 | PA      | $6840704.00     | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 01-19-63                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2065000 | PA      | $1263236.91     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4015000 | PA      | $4175921.20     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3025000 | PA      | $3138661.35     | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6640650 | PA      | $6640131.60     | 0.01%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                        | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9996745 | PA      | $9643279.80     | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   8249479 | PA      | $7680908.14     | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23128678 | PA      | $23268398.33    | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    975000 | PA      | $962201.18      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC TL 2ND LIEN (TSFR3M+475) (FLR 0.5) FRN 11-22-32                              | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   5650000 | PA      | $5674718.75     | 0.00%             | 2032-11-22      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                                        | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |  33389631 | PA      | $33556579.16    | 0.03%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.55% 07-15-27                                                        | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2481340.23     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    239000 | PA      | $206548.58      | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 02-01-28                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |  18290000 | PA      | $18015375.65    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                              | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2264197.32     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29                                              | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |   3220215 | PA      | $3236316.32     | 0.00%             | 2029-09-13      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                          | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    277749 | PA      | $279137.51      | 0.00%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSEC 5.0% 04-20-48                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    849000 | PA      | $738698.77      | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2064508.62     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP TL (TSFR3M+300) (FLR 0.5) FRN 04-04-29                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |  20728470 | PA      | $20570850.24    | 0.02%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 07-21-28                          | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   4458626 | PA      | $4445620.05     | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  16525000 | PA      | $16389908.13    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27                                      | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  33950000 | PA      | $34100771.95    | 0.03%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2158927.25     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                              | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  55562000 | PA      | $55736853.61    | 0.04%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                                        | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4442705.88     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                                | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  65526000 | PA      | $65123408.26    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 07-21-28                          | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1423440 | PA      | $1419287.39     | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC TL 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 02-12-31                                | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4947675 | PA      | $4914099.90     | 0.00%             | 2031-02-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                   | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |  17094798 | PA      | $553580.84      | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                    | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                             | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  77127000 | PA      | $76067583.53    | 0.06%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |  36659336 | PA      | $35559556.37    | 0.03%             | 2029-06-04      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-D (TSFR3M+300)(FLR 0.00) FRN 12-01-28                                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |  17645137 | PA      | $16305200.78    | 0.01%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL CORP SR UNSEC 2.8% 05-01-30                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    950000 | PA      | $875228.35      | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                                             | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1540344.85     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+250)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  41575184 | PA      | $41350761.04    | 0.03%             | 2030-06-20      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |  33107590 | PA      | $32776513.93    | 0.03%             | 2032-03-07      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                                       | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |  14076000 | PA      | $13911704.93    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25                                                  | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1450000 | PA      | $1452214.15     | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-20-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |  16750000 | PA      | $16446406.25    | 0.01%             | 2033-03-20      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC TL 1ST LIEN PIK DIP (FUNDED) 17.50% 06-16-25                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  14742121 | PA      | $14742120.61    | 0.01%             | 2025-06-16      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $11646467.80    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  36551000 | PA      | $35442883.33    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  12699000 | PA      | $11947092.21    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEWCO HOLDING USD 20 SARL                                                        | NEWCO HOLDING USD 20 SARL 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                             | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  44745000 | PA      | $44230432.50    | 0.03%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP TL 1ST LIEN (TSFR3M+225)(FLR 0.50) FRN 10-23-28                                | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  12840105 | PA      | $12769484.14    | 0.01%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                         | MI WINDOWS AND DOORS LLC TL-B2 1ST LIEN (TSFR3M+300)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   8262562 | PA      | $8152182.93     | 0.01%             | 2031-03-28      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  10215000 | PA      | $6688250.82     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SUB 3.729% 01-14-32/31                                                            | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10815504.00    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-2 1ST LIEN 3.5% 04-03-26                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    640482 | PA      | $379101.30      | 0.00%             | 2026-04-03      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-1 1ST LIEN 13.5% 04-03-26/08-03-25                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1120846 | PA      | $663428.75      | 0.00%             | 2026-04-03      | Variable      | 13.50%                | No            |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |   1678050 | PA      | $1201203.57     | 0.00%             | 2028-10-30      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL-B4 (TSFR3M+350) (FLR 0.00) FRN 08-17-28                                      | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |  25273581 | PA      | $25194601.20    | 0.02%             | 2028-08-17      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 4.9% 07-15-43                                              | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $11154055.19    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8935000 | PA      | $8396567.97     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                               | COLT_23-3 7.18% 09-25-68                                                                           | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |   1105738 | PA      | $1121676.26     | 0.00%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 25-R02 1M-1 144A FRN (SOFR30A+115) 02-25-45                                                    | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2331729 | PA      | $2334762.64     | 0.00%             | 2045-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9670000 | PA      | $8916445.91     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  69835000 | PA      | $67557610.82    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30403000 | PA      | $29281342.12    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3535726.73     | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 25-R1 A1 144A 5.0% 02-25-99                                                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6125370 | PA      | $6053397.34     | 0.00%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18832185 | PA      | $15215294.49    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                      | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                             | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |  16480000 | PA      | $16462564.16    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30                                                           | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3071697.20     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4890987 | PA      | $4488952.38     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3174872 | PA      | $2788877.68     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  76161000 | PA      | $73420117.93    | 0.06%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5000000 | PA      | $4973725.00     | 0.00%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5268377 | PA      | $4643078.36     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    995003 | PA      | $871801.59      | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  19560000 | PA      | $19524303.00    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 144A LIFE SR NON PREF 5.896% 10-09-26/25                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  14750000 | PA      | $14831552.75    | 0.01%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1619535 | PA      | $1415183.92     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 AB2470 03-01-41                                                                      | CUSIP: 31416XW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13598 | PA      | $13487.08       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 105105000 | PA      | $110556165.72   | 0.09%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 6.25% 03-15-53                                                     | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    798000 | PA      | $755607.85      | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20135000 | PA      | $21117809.49    | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                        | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1120794.08     | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4547 02-01-52                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2104473 | PA      | $1674550.37     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4492 12-01-51                                                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1643566 | PA      | $1308089.88     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3422 05-01-41                                                                      | CUSIP: 3138AGYU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42291 | PA      | $42723.23       | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4836 06-01-41                                                                      | CUSIP: 3138AJLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34715 | PA      | $35012.86       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 2ND LIEN 8.5% 10-01-30                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4545000 | PA      | $4350042.23     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR UNSEC 6.259% 09-22-26/25                                              | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3017343.00     | 0.00%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12920045 | PA      | $10286255.32    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5286 05-01-51                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     58240 | PA      | $48530.71       | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB7147 01-01-51                                                                      | CUSIP: 3133AD5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    302884 | PA      | $253943.03      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1004 07-01-51                                                                      | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7431987 | PA      | $6188615.94     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9323124 | PA      | $7833223.43     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4378 07-01-51                                                                      | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78027 | PA      | $62265.79       | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2564926 | PA      | $2139835.78     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9233 02-01-51                                                                      | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1940363 | PA      | $1618169.42     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6037 07-01-53                                                                      | CUSIP: 3140XMV78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40533 | PA      | $33743.48       | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1753304 | PA      | $1462483.09     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1623438 | PA      | $1290271.08     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8183 12-01-51                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    178908 | PA      | $149412.73      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2127188 | PA      | $1771302.83     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2437859 | PA      | $2029973.56     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8482 08-01-41                                                                      | CUSIP: 3138ANM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32967 | PA      | $33278.16       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI5571 07-01-41                                                                      | CUSIP: 3138AKFM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33358 | PA      | $33672.46       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1187 04-01-51                                                                      | CUSIP: 3133AKJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1928155 | PA      | $1605563.23     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2393434 | PA      | $1992050.26     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9515 11-01-51                                                                      | CUSIP: 3140XDSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1815942 | PA      | $1520341.20     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2064613 | PA      | $1721084.00     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A96488 01-01-41                                                                          | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13047 | PA      | $13173.42       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    820085 | PA      | $652937.46      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5662 11-01-50                                                                      | CUSIP: 3133ACJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1019479 | PA      | $856613.47      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB1397 07-01-50                                                                      | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2348951 | PA      | $1958552.94     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3022 06-01-50                                                                      | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45765 | PA      | $38483.70       | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AC0479 09-01-39                                                                      | CUSIP: 31417JQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    138437 | PA      | $143472.17      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4179 12-01-50                                                                      | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1922966 | PA      | $1601911.66     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6168 06-01-50                                                                      | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2038512 | PA      | $1699694.81     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7737 11-01-50                                                                      | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17001727 | PA      | $14359403.51    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2303299 | PA      | $2394289.01     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3054 07-01-50                                                                      | CUSIP: 3133KJMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1325291 | PA      | $1105015.42     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2106 05-01-51                                                                      | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    268862 | PA      | $225198.97      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    620519 | PA      | $642558.95      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    817417 | PA      | $846096.13      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS8108 01-01-52                                                                      | CUSIP: 3140XQAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    372837 | PA      | $313848.42      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5799 11-01-50                                                                      | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60506 | PA      | $50379.88       | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    610431 | PA      | $638311.51      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    870066 | PA      | $908777.31      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN7443 03-01-50                                                                      | CUSIP: 3140JQHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54391 | PA      | $45777.79       | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7428 09-01-51                                                                      | CUSIP: 3140KTHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1201977 | PA      | $1005725.37     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3771 10-01-50                                                                      | CUSIP: 3133KKFL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7318525 | PA      | $6102084.02     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8201722 | PA      | $6826391.72     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    860219 | PA      | $897304.80      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    469740 | PA      | $489111.15      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD4816 01-01-54                                                                      | CUSIP: 3132DSK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115821 | PA      | $96761.51       | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5493 07-01-52                                                                      | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111881 | PA      | $93371.51       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1462664 | PA      | $1218505.80     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1288 07-01-51                                                                      | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    891530 | PA      | $742728.88      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1093162 | PA      | $915951.82      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200985 | PA      | $167579.03      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2854738 | PA      | $2377125.73     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4021 08-01-50                                                                      | CUSIP: 3140X7PF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362254 | PA      | $302047.69      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287057 | PA      | $297033.01      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    921523 | PA      | $954255.61      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8462 09-01-54                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  66710828 | PA      | $66630108.31    | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD7187 02-01-52                                                                      | CUSIP: 3133B46Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    789341 | PA      | $656983.49      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1052674 | PA      | $1092646.17     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    250978 | PA      | $264855.87      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4225 07-01-51                                                                      | CUSIP: 3133ANVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    482787 | PA      | $404596.95      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA2854 06-01-50                                                                      | CUSIP: 3133KJE32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    257057 | PA      | $214332.43      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3416 07-01-52                                                                      | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    282856 | PA      | $235423.62      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4908899 | PA      | $4088823.59     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5492033 | PA      | $5495597.36     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1436370 | PA      | $1436482.51     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2649174 | PA      | $2205982.84     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    696347 | PA      | $594010.09      | 0.00%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1208274 | PA      | $1209417.09     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10814983 | PA      | $9452446.66     | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6404 09-01-54                                                                      | CUSIP: 3132DUDH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10291790 | PA      | $10630193.85    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11908114 | PA      | $11667391.22    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4138941 | PA      | $4140634.23     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2845 11-01-54                                                                      | CUSIP: 3142GTET9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2568230 | PA      | $2614974.15     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9610747 | PA      | $9610968.05     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1543488 | PA      | $1569347.22     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1332510 | PA      | $1167750.46     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78348 | PA      | $76884.64       | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1874046 | PA      | $1873514.00     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5233 12-01-54                                                                      | CUSIP: 3140M6Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5266617 | PA      | $5364259.90     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    375029 | PA      | $329527.45      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    360980 | PA      | $317220.98      | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  38091360 | PA      | $38045269.89    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QG2913 04-01-53                                                                      | CUSIP: 3133C3GW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    842672 | PA      | $807021.55      | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    595115 | PA      | $595130.07      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    105976 | PA      | $106469.65      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4377 10-01-50                                                                      | CUSIP: 3140X72K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    830677 | PA      | $692621.46      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3551 07-01-51                                                                      | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    991437 | PA      | $830322.82      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ0212 08-01-50                                                                      | CUSIP: 3140KKGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    480604 | PA      | $400731.65      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1292 05-01-51                                                                      | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2999519 | PA      | $2507283.34     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1289598 | PA      | $1313932.70     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2909001 | PA      | $2421202.16     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3515 09-01-50                                                                      | CUSIP: 3133KJ3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111075 | PA      | $92933.90       | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96730 | PA      | $96590.16       | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    319194 | PA      | $311460.28      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207705 | PA      | $202374.04      | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3164643 | PA      | $2635220.05     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1857257 | PA      | $1548133.23     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4288988 | PA      | $4355273.83     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3240 01-01-55                                                                      | CUSIP: 3142GTS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2214945 | PA      | $2256025.36     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5281028 | PA      | $5273397.40     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8432 05-01-54                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    385993 | PA      | $392119.68      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ3241 01-01-55                                                                      | CUSIP: 3142GTS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14145310 | PA      | $14709764.26    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    919737 | PA      | $943167.72      | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 24-2 A1 144A FRN 08-01-54                                                                     | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4705946 | PA      | $4709018.54     | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 24-2 A 144A FRN 08-01-54                                                                      | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3069881 | PA      | $3045321.91     | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    630414 | PA      | $644758.94      | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3061752 | PA      | $3003401.44     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13723856 | PA      | $11433893.07    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7514 11-01-50                                                                      | CUSIP: 3140KTK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19219 | PA      | $16202.94       | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16641233 | PA      | $17312939.69    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    775103 | PA      | $741704.27      | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10953275 | PA      | $11374450.49    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    290195 | PA      | $277961.12      | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR1                                          | PROG 25-SFR1 C 144A 3.65% 02-17-42                                                                 | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1979000 | PA      | $1833685.99     | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4                               | SARM 06-4 6A ARH10 FRN 05-25-36                                                                    | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    929305 | PA      | $522446.21      | 0.00%             | 2036-05-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1784257 | PA      | $1750390.49     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1521589 | PA      | $1492943.78     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 HA FRN 01-25-56                                                                          | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1762451 | PA      | $1652985.26     | 0.00%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 MA 3.0% 01-25-56                                                                         | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    269037 | PA      | $250923.19      | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    501212 | PA      | $491737.91      | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2609571 | PA      | $2498119.15     | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-33                                                       | CUSIP: 167505UJ3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205152.40      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-30                                                       | CUSIP: 167505UF1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205996.60      | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1214107 | PA      | $1232411.26     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8026 12-01-50                                                                      | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    550513 | PA      | $460564.86      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1050 07-01-51                                                                      | CUSIP: 3140QLEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    472041 | PA      | $395347.11      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5975 02-01-51                                                                      | CUSIP: 3140X9T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    357578 | PA      | $298840.98      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-32                                                       | CUSIP: 167505UH7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359875.95      | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-31                                                       | CUSIP: 167505UG9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359973.60      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5753260 | PA      | $5840019.67     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2174510 | PA      | $2207414.94     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-28                                                       | CUSIP: 167505VU7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    800000 | PA      | $830186.40      | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-29                                                       | CUSIP: 167505VV5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    550000 | PA      | $568748.95      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2903846 | PA      | $3037013.76     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 7.35% 07-01-35                                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    275000 | PA      | $295511.70      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 6.725% 04-01-35                                                                  | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3461538 | PA      | $3635515.39     | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        | 146720000 | PA      | $146754772.55   | 0.12%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 4.91% 04-01-27                                                                   | CUSIP: 452152QU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1116223.90     | 0.00%             | 2027-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                      | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7126617.90     | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2048819.15     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                               | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  22405000 | PA      | $21831768.08    | 0.02%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                        | TEXAS COMBINED TIRZ I LLC 144A LIFE SR SEC 1ST LIEN 0.0% 12-07-62                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3400000.00     | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     35000 | NS      | $9524200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |  21072656 | NS      | $2245080770.24  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   5255234 | NS      | $298181977.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |  25624217 | NS      | $83595574.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   7073743 | NS      | $1730379012.66  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |  13694806 | NS      | $473703339.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC                                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    164019 | NS      | $18742451.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                           | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   5000000 | NS      | $239650000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2980456 | NS      | $392764491.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |  10540405 | NS      | $764706382.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                                        | COCA COLA FEMSA SAB DE CV ADR                                                                      | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     60363 | NS      | $5681969.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        | 143411003 | NS      | $666156813.06   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO                                                             | LAMAR ADVERTISING CO CL A (REIT)                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    903020 | NS      | $102772706.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1393700 | NS      | $306641874.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                                      | LINEAGE INC (REIT)                                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5191251 | NS      | $250374035.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   2022338 | NS      | $966171979.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                          | BANK LEUMI LE-ISRAEL BM                                                                            | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   3593449 | NS      | $51280381.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNDIN MINING CORP                                                               | LUNDIN MINING CORP                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |  24403237 | NS      | $199672503.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | SOUTHWEST AIRLINES CO                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   4000000 | NS      | $111840000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    796098 | NS      | $29192913.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                            | MID-AMERICA APARTMENT COMMUNITIES INC (REIT)                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |   1418361 | NS      | $226441333.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    706297 | NS      | $225767836.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    131600 | NS      | $6064128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28       | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |   2247219 | NS      | $106653013.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   5827808 | NS      | $397048559.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                      | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |   8038226 | NS      | $681320035.76   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP                                                                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |   4595192 | NS      | $140829001.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        | 107757818 | NS      | $10774704201.82 | 8.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-695955.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-182109.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M CO                                                                            | 3M COMPANY                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |   2181535 | NS      | $303037026.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 6.125% 08-01-28                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12771000 | PA      | $12396848.01    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   4334208 | NS      | $256368403.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |    457380 | NS      | $56935316.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 1.65% 02-01-28                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5531183.03     | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 1.875% 02-01-33                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $3371127.28     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   3475667 | NS      | $401161485.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   3082685 | NS      | $1218462073.10  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.9% 04-15-30                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   7266000 | PA      | $6544929.43     | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.75% 07-15-27                                       | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $11821060.58    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |    320877 | NS      | $44666078.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |    318703 | NS      | $217132041.59   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5916000 | PA      | $5833359.40     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                         | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  16855000 | PA      | $16280025.39    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 9.0% 11-01-27                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1128939.60     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-45                                                                 | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1077353.87     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.55% 03-15-35                                                                 | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6504678.00     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  25185000 | PA      | $22648946.06    | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                        | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $2645952.25     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  27866000 | PA      | $27799846.12    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 15.1% 01-23-25/01-02-29                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $6563829.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.1215% 01-27-25/01-27-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2761536.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28                              | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |  17480000 | PA      | $17675426.40    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 4.625% 08-01-29                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17155000 | PA      | $15353261.82    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    855000 | PA      | $749975.22      | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                      | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  18760000 | PA      | $17286664.64    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.041% 02-05-25/02-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3442515.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.0585% 02-05-25/02-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1565929.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                        | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN SF 5.5% 04-20-26                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2637340 | PA      | $2621964.64     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |  60358000 | PA      | $59088369.47    | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  13320000 | PA      | $12513074.40    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22900000 | PA      | $21948940.10    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.4225% 02-03-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $7643943.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.37% 03-11-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2395705.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.375% 06-15-29                                    | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |  17795000 | PA      | $17385981.93    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   5612000 | PA      | $5235423.58     | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7045% 03-13-25/03-13-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-899489.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-670974.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                         | ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $14655499.38    | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1780000 | PA      | $1677811.98     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-348859.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-350390.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   9732000 | PA      | $9672566.68     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 5.15% 09-15-34                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7074329.55     | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $3669359.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-183744.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2185773.35     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  67760235 | PA      | $71731865.65    | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  16772400 | PA      | $15649538.14    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2216067.22     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $15760783.50    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |  18775000 | PA      | $18803462.90    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $433130.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |   2087372 | NS      | $183330191.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4909000 | PA      | $4661988.94     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  14179000 | PA      | $14484557.45    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  12329000 | PA      | $12371017.23    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 144A SR UNSEC 7.5% 06-01-30                                                               | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $5486931.92     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 144A SR UNSEC 4.75% 01-15-31                                                              | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7240000 | PA      | $6996127.84     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8721500.80     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                       | NATIONAL BANK OF GREECE SA                                                                         | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |   8041354 | NS      | $85458971.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC                                                                         | ENDO INC                                                                                           | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1154586 | NS      | $24581135.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   2460803 | NS      | $164578504.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                     | NEWMONT CORP                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   5638953 | NS      | $297060044.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |  17172965 | NS      | $1827763334.84  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |  78401453 | NS      | $1133304883.02  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE INC CL B                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   2080914 | NS      | $117363549.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS B                                                                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    514387 | NS      | $34267387.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORPORATION                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    818000 | NS      | $183272900.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC ADR                                                                                    | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |   2145137 | NS      | $229658367.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  53800910 | NS      | $343430198.48   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |   1550514 | NS      | $228111619.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   2624343 | NS      | $236741982.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   1750000 | NS      | $139877500.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    484503 | NS      | $65688916.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA                                                                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |   1000000 | NS      | $108069320.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | PFIZER INC                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   9419748 | NS      | $229936048.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   2911194 | NS      | $473272808.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.75% 01-15-26                                                         | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5997786.00     | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 5.875% 10-15-25                                               | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1147465.19     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                        | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  35774000 | PA      | $35911873.00    | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                       | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78221000 | PA      | $35329296.86    | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $258361.00      | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31                                                   | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |  14012000 | PA      | $14532980.17    | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $312969.73      | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                                          | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  42220000 | PA      | $41722141.76    | 0.03%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                                    | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  16020000 | PA      | $15412713.84    | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  19362000 | PA      | $17658976.57    | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                        | PARTNERS GROUP HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |    124045 | NS      | $161592505.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   1315000 | NS      | $370488100.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                        | PACKAGING CORP OF AMERICA                                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |   1229648 | NS      | $228234965.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   3940381 | NS      | $402706938.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                      | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                       | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543172 | NS      | $47945792.44    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                    | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17183 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     25913 | NS      | $1469012.52     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (USD)                                                                      | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |  25683200 | NS      | $2.57           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 B 144A 5.66% 08-14-28                                                                    | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615000 | PA      | $2631885.06     | 0.00%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 D 144A 6.04% 07-12-30                                                                    | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4469000 | PA      | $4535601.51     | 0.00%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                     | AFFRM 24-B A 144A 4.62% 09-15-29/03-15-27                                                          | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16219000 | PA      | $16193260.45    | 0.01%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 C 144A 5.1% 06-17-30/02-15-28                                                            | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4809000 | PA      | $4838291.62     | 0.00%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 D 144A 5.65% 07-15-30/01-16-29                                                           | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5534000 | PA      | $5582577.45     | 0.00%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 A2 144A 4.76% 10-15-27/02-17-26                                                          | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1639755 | PA      | $1638809.28     | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2343000 | PA      | $2350549.15     | 0.00%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-A                                                                      | JDOT 24-A A3 4.96% 11-15-28/10-15-27                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4612000 | PA      | $4665443.86     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 19-1A A2BR CLO 144A FRN (TSFR3M+185) 04-20-32                                                 | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   3826000 | PA      | $3820073.53     | 0.00%             | 2032-04-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 19-1A A1R CLO 144A FRN (TSFR3M+120) 04-20-32                                                  | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   5199123 | PA      | $5196336.08     | 0.00%             | 2032-04-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                            | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                                          | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215313 | PA      | $215513.43      | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                            | LADAR 23-4 A3 144A 6.1% 12-15-27/01-15-26                                                          | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3913496 | PA      | $3931356.88     | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A2 144A 4.64% 11-15-27/06-15-26                                                         | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3568954 | PA      | $3568447.24     | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 C 144A 4.93% 03-15-30/09-15-28                                                          | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $590895.33      | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 D 144A 5.18% 02-17-32/11-15-28                                                          | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671000 | PA      | $667341.04      | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A4 144A 4.6% 12-17-29/01-18-28                                                          | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888000 | PA      | $896001.77      | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A3 144A 4.52% 03-15-29/08-16-27                                                         | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1689928.63     | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 21-MHC A 144A FRN (TSFR1M+91.54) 04-15-38                                                      | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785397 | PA      | $784619.88      | 0.00%             | 2038-04-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                   | MAGNE 19-22 ARR CLO 144A FRN (TSFR3M +125) 07-15-36                                                | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |   6466000 | PA      | $6433534.21     | 0.01%             | 2036-07-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414000 | PA      | $1426928.20     | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 24-A B 144A 6.59% 08-15-29/06-15-26                                                          | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198000 | PA      | $1211346.92     | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A 10.12% 08-15-29/06-15-26                                                              | CUSIP: 60510MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4042268.00     | 0.00%             | 2029-08-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                               | MP15 19-1 A1R2 CLO 144A FRN (TSFR3M+104) 07-23-32                                                  | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   7068731 | PA      | $7058467.68     | 0.01%             | 2032-07-23      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 19-2 A1R2 CLO 144A FRN (TSFR3M+95) 01-20-33                                                   | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19390276 | PA      | $19260748.91    | 0.02%             | 2033-01-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5234554 | PA      | $4880504.36     | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5218985 | PA      | $4693730.92     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 C 4.95% 04-15-30/06-15-28                                                               | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218000 | PA      | $4246560.08     | 0.00%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 D 5.32% 12-15-31/10-16-28                                                               | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5961000 | PA      | $5955539.72     | 0.00%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 24-3 A2I 144A 5.246% 07-30-54/29                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8331135 | PA      | $8277915.71     | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 24-3 A2II 144A 5.566% 07-30-54/31                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9835575 | PA      | $9777968.04     | 0.01%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                     | SLAM 24-1 A 144A 5.335% 09-15-49/31                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4051094 | PA      | $4045260.18     | 0.00%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A3 144A 4.55% 06-20-30/04-20-28                                                         | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5178000 | PA      | $5213945.68     | 0.00%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A2 144A 4.71% 05-22-28/07-20-26                                                         | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500088 | PA      | $3500035.21     | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 C 4.78% 01-15-31                                                                        | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2657000 | PA      | $2671663.98     | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 D 5.14% 02-17-32                                                                        | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5140000 | PA      | $5128866.76     | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 B 144A 5.23% 09-20-34                                                                   | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817000 | PA      | $834157.00      | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 C 144A 5.37% 09-20-34                                                                   | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712000 | PA      | $725445.41      | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 D 144A 5.88% 11-20-35                                                                   | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303000 | PA      | $310927.39      | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                    | SYNIT 25-A1 A 4.78% 02-18-31/02-15-28                                                              | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6813000 | PA      | $6926974.68     | 0.01%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23958381 | PA      | $23666855.34    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5326555 | PA      | $5245489.90     | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5784939 | PA      | $5331596.45     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                                 | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566655 | PA      | $506657.92      | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5983797 | PA      | $5667236.17     | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11007340 | PA      | $10416245.92    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                                | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11447714 | PA      | $10455002.32    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34                                                   | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    930000 | PA      | $882929.91      | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4026000 | PA      | $4427243.24     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.95% 01-15-42                                         | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6817000 | PA      | $6347451.86     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8169000 | PA      | $8257649.99     | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.6% 03-02-43                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6574876.12     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8387000 | PA      | $8055596.08     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.75% 03-02-63                                                                  | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3179312.60     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                                     | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1513737.88     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2752972.59     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6954000 | PA      | $7112738.96     | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   9285000 | PA      | $8015359.82     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND 144A SR UNSEC 6.0% 11-22-34                                         | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  35920000 | PA      | $34305144.56    | 0.03%             | 2034-11-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2514819.60     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  27805000 | PA      | $29887094.01    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2589565.35     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3427582.69     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15658000 | PA      | $16475331.94    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14250000 | PA      | $14768073.00    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14300000 | PA      | $14756498.90    | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.565% 01-17-30                                                     | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  18000000 | PA      | $18602352.00    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6386000 | PA      | $6507008.31     | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2264269.03     | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO      | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   3295000 | PA      | $3319712.50     | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10472000 | PA      | $10519898.93    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  37600000 | PA      | $36841758.40    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIONS PLC SR UNSEC (B) 9.625% 12-15-30                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   3261000 | PA      | $3992507.52     | 0.00%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25                                    | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7488232.50     | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 4.625% 10-15-27                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12611443.20    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                             | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                             | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $3361171.54     | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 03-01-28                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $982161.15      | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.4% 07-15-44                                           | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  13090000 | PA      | $9823652.30     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.668% 07-24-28/27                                                          | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687159.90      | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19340000 | PA      | $18885103.86    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2407222.50     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                        | COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27                                                        | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   1554000 | PA      | $1525449.91     | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7429000 | PA      | $7283265.31     | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289533.70     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                                              | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5844814.25     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.4% 11-15-25                                                    | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1927180.27     | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  62173000 | PA      | $56712594.10    | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18987000 | PA      | $17944139.03    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  27840000 | PA      | $26497304.64    | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $12208893.96    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41075000 | PA      | $38179582.18    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  42261000 | PA      | $40997227.06    | 0.03%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2467216.00     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27                                                      | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  62300000 | PA      | $61523679.70    | 0.05%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  24109000 | PA      | $23576938.48    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  20203000 | PA      | $18418549.82    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  24871000 | PA      | $24001659.07    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  33902000 | PA      | $30369377.70    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 3.25% 10-01-49                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1146902.43     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1647234.60     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  20865000 | PA      | $18361825.95    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                            | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    989000 | PA      | $964857.52      | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131614.20      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25                                                  | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249086.25     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6192000 | PA      | $6051806.93     | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31                                                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  27964000 | PA      | $28656388.64    | 0.02%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1046140.28     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  20925000 | PA      | $20390282.55    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        | 106840000 | PA      | $109782587.28   | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   8795000 | PA      | $8863644.98     | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  12698000 | PA      | $13179419.27    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.375% 03-15-42                                                                   | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3471744.25     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3856594.50     | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.625% 03-15-52                                                                   | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $3135286.77     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.375% 03-15-29                                                                   | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $3882526.07     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  18035000 | PA      | $17173395.91    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.95% 03-15-34                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2566277.50     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2006349.56     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19781489.00    | 0.02%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  30169000 | PA      | $30437594.61    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                              | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9224000 | PA      | $9236397.06     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  11845000 | PA      | $11423827.34    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                 | MOVIDA EUROPE SA 144A LIFE SR UNSEC 7.85% 04-11-29                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2204215.00     | 0.00%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042668.00     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27                    | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049194.00     | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $6513326.21     | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229043.66      | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.75% 08-15-34                                                         | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9577000 | PA      | $9542513.22     | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.55% 08-15-64                                                         | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2889267.00     | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9457000 | PA      | $9107497.65     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  21600000 | PA      | $19745121.60    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15500000 | PA      | $13246997.50    | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  85579000 | PA      | $73521860.27    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 24-R1 A1 144A 5.218% 09-25-69/10-01-28                                                       | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5443936 | PA      | $5438438.04     | 0.00%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 24-9 A1 144A FRN 11-25-69                                                                    | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |   3055979 | PA      | $3058753.98     | 0.00%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-4                                                                     | VERUS 23-4 A1 144A 5.811% 05-25-68/05-01-27                                                        | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |    968246 | PA      | $969405.59      | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                    | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                                            | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |    185000 | PA      | $179456.29      | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                               | WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26                                                           | CUSIP: 95000CBD4<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $147476.55      | 0.00%             | 2059-01-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                    | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                                            | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |   6015000 | PA      | $5923650.20     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                                            | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $471057.60      | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                    | WFCM 19-C54 A4 3.146% 12-15-52                                                                     | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405000 | PA      | $2259067.01     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                    | WFCM 22-C62 A4 FRN 04-15-55/09-17-31                                                               | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2580000 | PA      | $2437393.08     | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                      | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                                    | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13994000 | PA      | $14035646.14    | 0.01%             | 2027-11-15      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                    | WFCM 24-5C1 AS 6.520% 07-15-57                                                                     | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $724211.58      | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 24-CORE A 144A FRN (TSFR1M+154.218) 11-15-2041/11-16-26                                      | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7006300.00     | 0.01%             | 2041-11-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 24-CORE B 144A FRN (TSFR1M+184.175) 11-15-2041/11-16-26                                      | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2743000 | PA      | $2736334.51     | 0.00%             | 2041-11-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 24-CORE C 144A FRN (TSFR1M+224.119) 11-15-41/11-16-26                                        | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    672000 | PA      | $669781.73      | 0.00%             | 2041-11-15      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2015-SG1                                                                    | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                                            | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |   4259724 | PA      | $4241705.51     | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 1.75% 12-15-25                                                          | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  23140000 | PA      | $22673543.88    | 0.02%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |  27070000 | PA      | $24001588.43    | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.25% 12-01-39                                                          | CUSIP: 167505QR0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $115695.60      | 0.00%             | 2039-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 12A SF 5.0% 12-01-42                                                             | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    190000 | PA      | $176745.79      | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION NATL 0.0% 12-01-31                                                      | CUSIP: 167501UM5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $262716.65      | 0.00%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 C 144A 5.73% 07-12-30                                                                    | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13560000 | PA      | $13693308.36    | 0.01%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC 144A LIFE SR SEC 1ST LIEN 6.67% 10-09-29                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $13527930.00    | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    476000 | PA      | $481561.58      | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.225% 11-20-35/34                                           | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5977000 | PA      | $6048012.74     | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  70420000 | PA      | $67550173.74    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  52043000 | PA      | $51456475.39    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7611095.80     | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20645000 | PA      | $18382638.32    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2327778.40     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78240000 | PA      | $78644970.24    | 0.06%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19180000 | PA      | $17561706.68    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9490380.00     | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 144A LIFE SR UNSEC 5.5% 05-01-28          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  26800000 | PA      | $26344587.60    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54257000 | PA      | $54338711.04    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7994000 | PA      | $6836420.84     | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |  38200000 | PA      | $35359104.20    | 0.03%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  59229000 | PA      | $59485994.63    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  25875000 | PA      | $21157030.13    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15132448.00    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  45350000 | PA      | $44400053.55    | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.75% 05-15-30                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22025000 | PA      | $23074050.75    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2201662.66     | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 03-15-31                     | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10275000 | PA      | $10904662.28    | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203076.00      | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |  59983000 | PA      | $64590834.08    | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  43790000 | PA      | $48900074.05    | 0.04%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  28185000 | PA      | $25558439.85    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10955000 | PA      | $10801399.95    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 11-01-29                                           | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10794000 | PA      | $10891912.37    | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10044000 | PA      | $10084748.51    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021565.00     | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9098000 | PA      | $9260372.01     | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  29325000 | PA      | $29485143.83    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.54% 05-01-28/27                                                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343939.75      | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.522% 04-22-31/30                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3032734.90     | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4298775.00     | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-29                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  14125000 | PA      | $13417860.13    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $885083.40      | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6505463.25     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                         | JBS USA HOLDING LUX SARL SR UNSEC 2.5% 01-15-27                                                    | CUSIP: 46590XAS5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |  12702000 | PA      | $12261520.04    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7739686.57     | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5544602.72     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-43                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    708000 | PA      | $750932.41      | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-53                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3298473.33     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28                                                    | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6833723.00     | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                    | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19570000 | PA      | $19301734.44    | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.935% 08-02-30/29                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  14592000 | PA      | $14785592.06    | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                              | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |  14530000 | PA      | $14748632.91    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.353% 09-06-30/29                                             | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $5926563.98     | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |  11135000 | PA      | $11006836.15    | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 07-01-30                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5133879.30     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    408000 | PA      | $396313.66      | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1679711.75     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP SR UNSEC 6.5% 01-31-30                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2867130.00     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR TELEVISION GROUP INC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-33                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |  24070000 | PA      | $23842658.85    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028454.00     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  22095000 | PA      | $22085720.10    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  10279000 | PA      | $10304913.36    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   8351000 | PA      | $8078531.92     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  22950000 | PA      | $23181978.60    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 24-1 A2A 144A 4.84% 01-20-27                                                                 | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727243 | PA      | $1727970.03     | 0.00%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 24-2 A 144A 5.052% 10-15-39/05-15-30                                                         | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310686 | PA      | $2290125.92     | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 24-2 C CLO 144A FRN (TSFR3M+250) 01-15-33                                                    | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2814000 | PA      | $2787534.33     | 0.00%             | 2033-01-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 24-2 A1N CLO 144A FRN (TSFR3M+100) 01-15-33                                                  | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13669158 | PA      | $13626332.63    | 0.01%             | 2033-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 24-2 B CLO 144A FRN (TSFR3M+170) 01-15-33                                                    | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2974116.00     | 0.00%             | 2033-01-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 24-2 A2 CLO 144A FRN (TSFR3M+145) 01-15-33                                                   | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9460000 | PA      | $9421592.40     | 0.01%             | 2033-01-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 25-1 A2 144A 4.94% 10-20-28                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1952000 | PA      | $1956427.14     | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 25-1 A1 144A 4.592% 02-20-26                                                                  | CUSIP: 69392HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840261 | PA      | $840322.95      | 0.00%             | 2026-02-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| RRAM 2020-8A                                                                     | RRAM 20-8 A1R CLO 144A FRN (TSFR3M+135) 07-15-37                                                   | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6482000 | PA      | $6473573.40     | 0.01%             | 2037-07-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| REG14_18-3A                                                                      | REG14 18-3A CR CLO 144A FRN (TSFR3M+180) 10-25-31                                                  | CUSIP: 75888MAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2699160.30     | 0.00%             | 2031-10-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| REG14_18-3A                                                                      | REG14 18-3A AR CLO 144A FRN (TSFR3M+110) 10-25-31                                                  | CUSIP: 75888MAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6645354 | PA      | $6638096.82     | 0.01%             | 2031-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                   | RACEP 15-9A A1A2 CLO 144A FRN (TSFR3M+120.16) 10-15-30                                             | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |   2800162 | PA      | $2798042.15     | 0.00%             | 2030-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23592000 | PA      | $22468431.00    | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A A 144A 1.95% 08-17-41                                                                  | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |  16256367 | PA      | $15083372.67    | 0.01%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A B 144A 2.49% 08-17-41                                                                  | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |   1525681 | PA      | $1406530.27     | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 D 1.35% 07-15-27/04-15-25                                                               | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    637109 | PA      | $633923.93      | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6842079 | PA      | $6357249.47     | 0.00%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259222 | PA      | $1172261.76     | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SDART 2021-3                                                                     | SDART 21-3 D 1.33% 09-15-27/06-16-25                                                               | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1224681 | PA      | $1214790.02     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 21-1 A 144A 1.95% 09-15-75                                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2273275 | PA      | $2195062.75     | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                                        | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2579861 | PA      | $2466697.51     | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2632657 | PA      | $2518262.97     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                  | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                         | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |   3907606 | PA      | $3781058.08     | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 144A LIFE SR UNSEC 7.375% 02-01-31                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14441000 | PA      | $15120535.70    | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |  12974000 | PA      | $13227122.74    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  29970000 | PA      | $30697311.96    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  36492000 | PA      | $36930451.38    | 0.03%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                                                | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   5826000 | PA      | $5699191.28     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  77190000 | PA      | $77848430.70    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  36895000 | PA      | $35573826.95    | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8395696.50     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SUB 6.174% 05-25-34/33                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2266888.03     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7448000 | PA      | $7222712.90     | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1325081.55     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $12887491.54    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26                                                        | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    957000 | PA      | $939707.01      | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $8112440.34     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4154 11-01-41                                                                      | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82157 | PA      | $79367.58       | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                      | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27197 | PA      | $26327.06       | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                                      | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    775964 | PA      | $748889.57      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                            | GREAT-WEST LIFECO INC                                                                              | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |    338400 | NS      | $13159454.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |   1617439 | NS      | $100119474.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   2624193 | NS      | $945995334.57   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM LTD                                                                       | HOLCIM LTD                                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |   1151838 | NS      | $127804392.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                             | INTERNATIONAL BUSINESS MACHINES CORP                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   5283626 | NS      | $1277686439.32  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                                                   | ICICI BANK LTD                                                                                     | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |   7315730 | NS      | $123044269.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    753785 | NS      | $59141971.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   4110000 | NS      | $233302379.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1507847 | NS      | $61775911.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |  12141692 | NS      | $235492396.90   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                                             | INVITATION HOMES INC (REIT)                                                                        | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |    153000 | NS      | $5231070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INWIDO AB                                                                        | INWIDO AB                                                                                          | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |   2500000 | NS      | $53610742.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   5135980 | NS      | $234611566.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC (REIT)                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   2117169 | NS      | $189846544.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ISLANDSBANKI HF                                                                  | ISLANDSBANKI HF                                                                                    | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               | CORP              | IS        | 100744765 | NS      | $84299149.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PREF                                                                      | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |  45000000 | NS      | $282124701.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                                      | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |  17182413 | NS      | $924828580.12   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                               | JOHNSON CONTROLS INTERNATIONAL PLC                                                                 | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |   2779737 | NS      | $233219934.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    769932 | NS      | $120348070.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  11925000 | PA      | $11617883.55    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  14895000 | PA      | $14952792.60    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                              | TPMT 18-1 A1 144A FRN 01-25-58/05-28-24                                                            | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    959622 | PA      | $946387.80      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A                                 | TALNT 20-1 A 144A 1.35% 05-25-33/05-27-25                                                          | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |  18828000 | PA      | $18783735.37    | 0.01%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                                          | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4504801 | PA      | $4289259.77     | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 20-1 A 144A 2.09% 08-20-45/02-22-28                                                            | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5552350 | PA      | $5194001.36     | 0.00%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18981517 | PA      | $17551885.87    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                                          | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |   5502409 | PA      | $5140917.28     | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3189275 | PA      | $2995398.97     | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A B 144A 2.54% 02-20-46                                                                    | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158100 | PA      | $141971.59      | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A A 144A 1.65% 02-20-46                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4394521 | PA      | $3926421.24     | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                                          | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    429819 | PA      | $393099.54      | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                                          | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   9984667 | PA      | $9148760.41     | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                           | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398932 | PA      | $360768.25      | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                                           | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10445361 | PA      | $9474078.12     | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 21-2A A 144A 2.23% 04-20-46                                                                   | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13657800 | PA      | $12602885.19    | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64437000 | PA      | $60562725.38    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 25-1 A 144A 4.80% 06-10-27/04-10-26                                                          | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253866 | PA      | $1253456.03     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                                   | VZMT 23-1 A 4.49% 01-22-29/01-20-26                                                                | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17018000 | PA      | $16988371.66    | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                   | VENTR 19-36A A1AR 144A FRN (TSFR3M+1.3916) 04-20-32                                                | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |   2042566 | PA      | $2042843.78     | 0.00%             | 2032-04-20      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 D 144A 6.02% 10-15-29                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2813000 | PA      | $2862514.43     | 0.00%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 C 144A 5.65% 02-15-29                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2094000 | PA      | $2114778.76     | 0.00%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 15-1 BR3 CLO 144A FRN (TSFR3M+180) 10-20-30                                                  | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |   8000000 | PA      | $8004880.00     | 0.01%             | 2030-10-20      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 15-1 A1R3 CLO 144A FRN (TSFR3M+120) 10-20-30                                                 | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |    881525 | PA      | $881186.88      | 0.00%             | 2030-10-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                 | WFLF 24-1 A1 144A 5.49% 02-18-39/08-18-27                                                          | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   6914647 | PA      | $6995970.25     | 0.01%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 D 144A 5.91% 04-15-30                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2826000 | PA      | $2874036.35     | 0.00%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 C 144A 5.68% 03-15-30                                                                   | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8113960.00     | 0.01%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24A A3 4.98% 02-15-30/07-15-27                                                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7476000 | PA      | $7533804.43     | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4900000 | PA      | $4773447.70     | 0.00%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20134000 | PA      | $19619274.29    | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15770000 | PA      | $13101321.75    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  13193000 | PA      | $13154872.23    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  33580000 | PA      | $30773114.96    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $5754918.10     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $10278931.67    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                                    | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  28085000 | PA      | $112340.00      | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-01-27                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |  17400000 | PA      | $17351558.40    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  22880000 | PA      | $21841453.92    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  51095000 | PA      | $48266738.47    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 5.0% 04-15-26                                                   | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    561000 | PA      | $557741.71      | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  32375000 | PA      | $29176868.00    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  79012000 | PA      | $68804202.68    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 7.0% 03-15-27                                                        | CUSIP: 185899AM3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289535.00     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  14590000 | PA      | $14582471.56    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 10-15-30                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  18170000 | PA      | $18378591.60    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5475320.00     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                                            | CUSIP: 806213AD6<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |   9115000 | PA      | $9049162.36     | 0.01%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 3.5% 09-01-25                                                     | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3237338.00     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  16012000 | PA      | $15339784.22    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $16446624.00    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.25% 07-01-36                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1178854.30     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12324000 | PA      | $10200192.76    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3117967.60     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                            | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2469280.00     | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9888750.00     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.0% 10-01-27                                                          | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1876424.80     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.7% 08-01-25                                        | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447861.15      | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10453000 | PA      | $10640474.56    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 24-1 A 144A 5.375% 09-15-49/31                                                               | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5661706 | PA      | $5577210.31     | 0.00%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 23-3A A 144A 5.94% 02-25-28/02-25-27                                                         | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $286051.54      | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7972000 | PA      | $7775530.06     | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                       | AESOP 20-1A D 144A 3.34% 08-20-26/25                                                               | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5666667 | PA      | $5633108.70     | 0.00%             | 2026-08-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                          | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                                                  | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20347 | PA      | $20253.57       | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                              | AMCAR 23-1 B 5.57% 03-20-28                                                                        | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5578000 | PA      | $5647892.34     | 0.00%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 23-4 A 144A 5.49% 06-20-29/28                                                                | CUSIP: 05377RGY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12400000 | PA      | $12690420.40    | 0.01%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD AGL_23-24                                                            | AGL 23-24 A1 CLO 144A FRN (TSFR3M+200) 07-25-36                                                    | CUSIP: 00119AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11606000 | PA      | $11634318.64    | 0.01%             | 2036-07-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 23-6 A 144A 5.81% 12-20-29/28                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23741000 | PA      | $24570011.98    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                        | AESOP 23-5 A 144A 5.78% 04-20-28/27                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10793000 | PA      | $11022750.59    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 23-8 A 144A 6.02% 02-20-30/29                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3282514.20     | 0.00%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 B 144A 5.85% 06-20-30/29                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507000 | PA      | $1536314.16     | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                     | BMO 23-C5 A5 5.7653% 06-15-56/05-17-33                                                             | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1961527 | PA      | $2049111.14     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                   | BBCMS 23-C21 A5 FRN 09-15-56/06-17-33                                                              | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3419702.40     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 A 144A 5.36% 06-20-30/29                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7930000 | PA      | $8116537.39     | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                     | AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26                                                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6099000 | PA      | $6126055.16     | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 23-5YR4 AS FRN 12-15-56/28                                                                   | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3328000 | PA      | $3558294.27     | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK_23-5YR4 5.98% 12-01-28                                                                        | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10734474 | PA      | $11343043.67    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 24-3 B 144A 5.58% 12-20-30/29                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671000 | PA      | $1680780.36     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 24-3 A 144A 5.62% 12-20-30/29                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8155160.00     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-2A                                                                    | ALLEG 19-2 CR CLO 144A FRN (TSFR3M+253) 01-19-33                                                   | CUSIP: 01750HAW2<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2782390.80     | 0.00%             | 2033-01-19      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 24-2 C 144A 6.24% 04-12-30/12-14-26                                                           | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6289000 | PA      | $6372285.23     | 0.00%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27                                                           | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7482720.11     | 0.01%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-X1                                                                    | AFFRM 24-X1 A 144A 6.27% 05-15-29                                                                  | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    874259 | PA      | $875322.21      | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| APID 2019-32A                                                                    | APID 19-32 A1R CLO 144A FRN (TSFR3M+110) 01-20-33                                                  | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |   5440502 | PA      | $5436133.61     | 0.00%             | 2033-01-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 A 144A 5.76% 11-12-27                                                                    | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992474 | PA      | $1997204.55     | 0.00%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                     | BX 24-CNYN A 144A FRN (TSFR1M+144.188) 04-15-29                                                    | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10179743 | PA      | $10186665.04    | 0.01%             | 2029-04-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                    | BRAVO 23-NQM8 A1 144A 6.394% 10-25-63/11-01-27                                                     | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2037340 | PA      | $2054484.32     | 0.00%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 6.184% 07-26-35/34                                                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3035753.62     | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ACURIS FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                      | CUSIP: 00511BAE7<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |  14325000 | PA      | $13725140.63    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                          | BX 24-KING A 144A FRN (TSFR1M+154.104) 05-15-34/26                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3493015 | PA      | $3495781.59     | 0.00%             | 2034-05-15      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 24-WRHS A 144A FRN (TSFR1M+149.21) 08-15-26                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7415976 | PA      | $7419825.21     | 0.01%             | 2026-08-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |  28260000 | PA      | $28772579.88    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.86% 08-27-26                                 | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2510732.50     | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 24-WRHS B 144A FRN (TSFR1M+199.14) 08-15-26                                                   | CUSIP: 05555HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5065112 | PA      | $5043701.60     | 0.00%             | 2026-08-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                     | BX 24-AIRC A 144A FRN (TSFR1M +169.124) 08-15-39/08-17-26                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27461655 | PA      | $27506115.64    | 0.02%             | 2039-08-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 6.25% 11-01-31                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7044881.68     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  20165000 | PA      | $20403188.98    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28                                                | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8037000 | PA      | $7520847.79     | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |  22600000 | PA      | $21180674.80    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                     | BX 24-BIO2 A 144A FRN 08-13-41                                                                     | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17828000 | PA      | $17981909.12    | 0.01%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 24-BOCA A 144A FRN (TSFR1M +192.068) 08-15-41/08-17-26                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7999960.00     | 0.01%             | 2041-08-15      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   8263000 | PA      | $8178031.57     | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   7868000 | PA      | $7586955.04     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 24-V9 A3 5.60190% 08-15-57/08-17-29                                                          | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3351000 | PA      | $3471689.62     | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 24-5YR9 A3 5.61360% 08-15-57/08-17-29                                                        | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7320000 | PA      | $7582912.44     | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.62% 10-15-32                              | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |  20095000 | PA      | $19905705.10    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   9980000 | PA      | $9911457.36     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                      | PENSKE AUTOMOTIVE GROUP INC SUB 3.75% 06-15-29                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6752895.08     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $8603413.24     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 24-5YR8 A3 5.884% 08-15-57/07-17-29                                                          | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2289601.20     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 24-V9 AS FRN 08-15-57/08-17-29                                                               | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $965170.74      | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4849000 | PA      | $4573591.35     | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP 144A SR UNSEC 5.35% 07-01-49                                                              | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $817430.66      | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $1537978.94     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12645000 | PA      | $11985474.74    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 24-BNK48 AS FRN 10-15-34                                                                      | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1531813 | PA      | $1511557.84     | 0.00%             | 2034-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                   | BMARK 24-V10 A3 5.2774% 09-15-57/09-17-29                                                          | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    982770 | PA      | $1004852.84     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                    | BRAVO 24-NQM1 A1 144A 5.943% 12-01-63/01-01-28                                                     | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    974821 | PA      | $979963.67      | 0.00%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 24-FNX B 144A FRN (TSFR1M+174.189) 11-15-26                                                     | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3433167 | PA      | $3428700.12     | 0.00%             | 2026-11-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8107000 | PA      | $7518058.88     | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 144A LIFE SR UNSEC 4.625% 05-01-30                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   5545000 | PA      | $5225463.83     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.085% 01-30-31/30                                                    | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4074204.00     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17858000 | PA      | $18031651.19    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    458000 | PA      | $427756.43      | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $6955118.11     | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.625% 02-06-35                                                          | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1182341.87     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5093000 | PA      | $5162881.05     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10213000 | PA      | $10357381.18    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4214000 | PA      | $4269907.14     | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3428368.34     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.25% 03-15-33                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2814857.89     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5947000 | PA      | $6074890.24     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2988373.20     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                        | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9673978.02     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4377000 | PA      | $4327920.70     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1724618.48     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                                     | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    765000 | PA      | $757496.88      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                           | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4481284.50     | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1845653.56     | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  12684000 | PA      | $11335043.92    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8193000 | PA      | $8361439.89     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2238624.70     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  22520000 | PA      | $20672504.24    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-15-28                                           | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $19092506.25    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10323000 | PA      | $10593968.43    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3128450.40     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 296012657 | PA      | $204140984.72   | 0.16%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2910980.21     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.7% 04-01-53                                          | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5356701.61     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1631222.13     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.65% 05-15-55                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893070.00      | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7551 01-01-52                                                                      | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  53766931 | PA      | $47310221.93    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                      | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  55642126 | PA      | $49115193.36    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    974000 | PA      | $977874.57      | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   6754000 | PA      | $6738411.77     | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1194 02-01-52                                                                      | CUSIP: 3140XGKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10923444 | PA      | $9673572.98     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7505979 | PA      | $6699138.55     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |  13410000 | PA      | $13269503.43    | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP SR UNSEC 3.25% 01-15-28                                                      | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   7495000 | PA      | $7294448.79     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15149265.00    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26                                                         | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   9165000 | PA      | $9175768.88     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $10227642.27    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   7523000 | PA      | $7003205.84     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  19710000 | PA      | $19529535.24    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                      | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1118180.69     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2686747.88     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  11914000 | PA      | $11441443.10    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.522% 09-17-25                                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $792965.60      | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    952000 | PA      | $880466.72      | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  85005000 | PA      | $80129878.25    | 0.06%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2969994.29     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.875% 06-15-28                                                               | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3841000 | PA      | $3913994.36     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  21360000 | PA      | $21524899.20    | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                            | PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29                                 | CUSIP: 702149AA3<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |  31139408 | PA      | $3113940.80     | 0.00%             | 2029-01-11      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8428000 | PA      | $9045738.69     | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2337783.18     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  16303000 | PA      | $16434842.36    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  22138000 | PA      | $21140638.82    | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3415025.06     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5621196.39     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13351346.64    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 3.625% 03-01-29                                             | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6186488.36     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  40589039 | PA      | $38102960.36    | 0.03%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN PIK 7.775% 01-31-29                               | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  79521201 | PA      | $77906920.62    | 0.06%             | 2029-01-31      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15051645.00    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8488640 | PA      | $7189742.30     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                      | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4601195 | PA      | $4107808.70     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4630741 | PA      | $3934333.39     | 0.00%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2407563 | PA      | $2366608.10     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.203% 09-09-29                                              | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   6953000 | PA      | $6974213.60     | 0.01%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $3624877.81     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  14970000 | PA      | $14798997.69    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5456831.73     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.522% 10-18-28/27                                                   | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3006927.00     | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7125328.00     | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23072806 | PA      | $21298576.82    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02849 08-01-41                                                                          | CUSIP: 3132GGEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201833 | PA      | $198971.75      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15094089 | PA      | $12761403.14    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02676 08-01-41                                                                          | CUSIP: 3132GF6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262887 | PA      | $257286.56      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124706 | PA      | $105267.76      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9443264 | PA      | $8209850.72     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07189 03-01-42                                                                          | CUSIP: 3128M9KA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    343831 | PA      | $341902.11      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07221 06-01-42                                                                          | CUSIP: 3128M9LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    555976 | PA      | $552742.76      | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0803 01-01-52                                                                      | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    351255 | PA      | $307760.48      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11773281 | PA      | $10999187.91    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4563 03-01-52                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49801 | PA      | $41555.48       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1646618 | PA      | $1371620.98     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    663672 | PA      | $528000.75      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    845413 | PA      | $672168.65      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1280569 | PA      | $1017895.78     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4579 04-01-52                                                                      | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6763860 | PA      | $5889204.76     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10095331 | PA      | $8134090.49     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                                      | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    533659 | PA      | $450764.94      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1609330 | PA      | $1284243.87     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5175628 | PA      | $4708698.01     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    914256 | PA      | $770376.87      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    655084 | PA      | $554344.61      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                                         | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18632357 | PA      | $18013501.62    | 0.01%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3382128 | PA      | $2816240.45     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9644 05-01-52                                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    724176 | PA      | $605268.11      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    931717 | PA      | $776635.15      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2490329 | PA      | $2076199.61     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4040 03-01-52                                                                      | CUSIP: 3140MHP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    406035 | PA      | $341213.46      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                                      | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72971 | PA      | $60732.89       | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4006 06-01-51                                                                      | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    500724 | PA      | $416947.83      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1258284 | PA      | $1047779.19     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW6043 07-01-52                                                                      | CUSIP: 3140MXWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43054 | PA      | $35939.71       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0292 04-01-52                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    158017 | PA      | $131934.68      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1005 04-01-52                                                                      | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    193478 | PA      | $161028.39      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3912582 | PA      | $3257948.15     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1025846 | PA      | $854233.35      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47150 | PA      | $39373.43       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7287524 | PA      | $6068314.22     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0554 03-01-51                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2223179 | PA      | $1851259.02     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    324529 | PA      | $270113.11      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4768 09-01-52                                                                      | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30638 | PA      | $25567.51       | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4262066 | PA      | $3549009.87     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1375578 | PA      | $1147942.19     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0957 03-01-52                                                                      | CUSIP: 3133BAB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    170475 | PA      | $142570.48      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                                      | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1970615 | PA      | $1643108.88     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    306861 | PA      | $255396.12      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3370677 | PA      | $2806766.13     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD4571 11-01-53                                                                      | CUSIP: 3132DSCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27032245 | PA      | $27052654.35    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9008 08-01-53                                                                      | CUSIP: 3133CAAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3271920 | PA      | $3275711.87     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9628 08-01-53                                                                      | CUSIP: 3133CAVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3212545 | PA      | $3214614.28     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7332 10-01-53                                                                      | CUSIP: 3140QTEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17701515 | PA      | $17719765.24    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5108738 | PA      | $5190416.92     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8172454 | PA      | $8319753.91     | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4940011 | PA      | $5090868.94     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ0668 01-01-54                                                                      | CUSIP: 3142GQW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6696113 | PA      | $6816803.64     | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7617 12-01-53                                                                      | CUSIP: 3140QTPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7978766 | PA      | $8100498.12     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9654457 | PA      | $9477230.11     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16872784 | PA      | $17411447.19    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2416242 | PA      | $2413318.28     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3730972 | PA      | $3813128.35     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1257591 | PA      | $1258429.74     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8148 03-01-54                                                                      | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2398088 | PA      | $2408519.59     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34561 | PA      | $35215.22       | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1563847 | PA      | $1572104.60     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    406054 | PA      | $408196.53      | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    307740 | PA      | $307976.19      | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                      | FARM 24-1 A1 144A FRN 10-01-53                                                                     | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3039635 | PA      | $2979115.89     | 0.00%             | 2053-10-01      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16696773 | PA      | $16712868.27    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755                             | FHMS K755 A2 (MF) 5.203% 02-25-31                                                                  | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21362000 | PA      | $22329164.55    | 0.02%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1842285 | PA      | $1763973.28     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 06-01-55                                                                         | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1458509 | PA      | $1359102.86     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 06-01-55                                                                         | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4717623 | PA      | $4257126.38     | 0.00%             | 2055-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 06-01-55                                                                         | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 161923541 | PA      | $166611065.59   | 0.13%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 06-01-55                                                                         | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  96777396 | PA      | $76808541.66    | 0.06%             | 2055-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 06-01-55                                                                         | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  30835815 | PA      | $29479532.51    | 0.02%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 06-01-55                                                                         | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  72949581 | PA      | $63327020.62    | 0.05%             | 2055-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                            | VERUS 23-1 A1 144A FRN 12-25-67/01-25-27                                                           | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1497950 | PA      | $1496939.04     | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                            | VERUS 23-5 A1 144A FRN 06-25-68                                                                    | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |   4866495 | PA      | $4901893.69     | 0.00%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                     | VERUS 24-2 A1 144A 6.095% 02-25-69/02-01-28                                                        | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |   2836217 | PA      | $2854853.48     | 0.00%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                            | VERUS 24-3 A1 144A 6.338% 04-25-2069                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |   8086220 | PA      | $8167947.47     | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 24-4 A2 144A 6.572% 06-25-69/05-01-28                                                        | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |   1746727 | PA      | $1766760.05     | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28                                                        | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |   2226738 | PA      | $2247399.62     | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                     | VERUS 24-5 A2 144A 6.446% 06-25-69                                                                 | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |   1326675 | PA      | $1340207.09     | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 24-6 A1 144A FRN 07-25-69                                                                    | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |   4175558 | PA      | $4195650.75     | 0.00%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   5226420 | NS      | $749004446.55   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                                        | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |  60301822 | NS      | $143339220.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  11645542 | NS      | $464424214.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        | 105717428 | NS      | $2429893990.89  | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEMENT LTD A (USD)                                                            | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |  17139812 | NS      | $914066173.96   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SER A CV PFD CUMULATIVE DEP SHS (1/20TH 6.00% SER A CV PFD) 10-15-27                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |  11946474 | NS      | $733274574.12   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC                                                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   4440667 | NS      | $17769430.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   7236368 | NS      | $313990580.05   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |  21721457 | NS      | $298569245.07   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE GLOBAL SA                                                                  | BUNGE GLOBAL SA                                                                                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |   2165172 | NS      | $170442339.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                                                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |  22376603 | NS      | $669058157.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  14389581 | NS      | $509391167.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |    307624 | NS      | $281248318.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    207530 | NS      | $11138135.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    519734 | NS      | $43926018.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                       | BRIXMOR PROPERTY GROUP INC (REIT)                                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    522713 | NS      | $13020780.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                                | BUREAU VERITAS SA                                                                                  | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |   1218228 | NS      | $38422280.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |   1477751 | NS      | $194634584.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |  16110906 | NS      | $1101663752.28  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                           | CITIGROUP CAPITAL XIII PFD (H) 10.911% 10-30-40                                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2245277 | NS      | $66909254.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA (BEARER)                                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        | 108170491 | NS      | $829650277.65   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    415639 | NS      | $128544673.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   1580000 | NS      | $167100800.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                 | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152827 | NS      | $150412.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |  12133604 | NS      | $447608651.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                             | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |    888595 | NS      | $156341917.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | CARLYLE GROUP INC/THE                                                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |  14424698 | NS      | $557370330.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  28818849 | NS      | $985604635.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   4700084 | NS      | $1302299274.72  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS MEDIA INC                                                                | CUMULUS MEDIA INC CL A                                                                             | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |    217532 | NS      | $50728.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   3986622 | NS      | $154601201.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |  38510045 | NS      | $1105075714.64  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   2942643 | NS      | $262248344.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLIDCORE RESOURCES PLC                                                          | SOLIDCORE RESOURCES PLC (USD)                                                                      | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | RU        |   6162000 | NS      | $23107500.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL ENERGIA SA                                                                  | CPFL ENERGIA SA                                                                                    | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |  10301000 | NS      | $69318906.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA                                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |   8944794 | NS      | $517238677.86   | 0.41%             |  |  |  | No            |                  2 | On Loan: —       |
| CTP NV                                                                           | CTP NV                                                                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |   8719193 | NS      | $164336296.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |   4990614 | NS      | $58753565.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |  20626577 | NS      | $1375998951.67  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5626618 | NS      | $765557645.08   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   9213059 | NS      | $501006148.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC (NEW)                                                                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |   4521627 | NS      | $200443724.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |   7336030 | NS      | $239839930.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   4453602 | NS      | $189376125.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    367786 | NS      | $73310783.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLLYFRONTIER CORP                                                               | HOLLYFRONTIER CORP                                                                                 | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |   1022000 | NS      | $30731540.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   7982171 | NS      | $286423168.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC                                                                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113913 | NS      | $11072343.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 25-1 A 144A 4.94% 02-15-29/05-17-27                                                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224592 | PA      | $2225508.65     | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                              | TPMT17-1 A2 144A FRN 10-25-56/07-25-24                                                             | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540088 | PA      | $535351.57      | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 21-B AFX 144A 1.42% 04-20-62                                                                  | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9130873 | PA      | $8507554.30     | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9602765 | PA      | $8965977.23     | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                               | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  15052415 | PA      | $14061559.33    | 0.01%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 21-G A 144A 1.58% 04-15-70                                                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7464143 | PA      | $6717997.52     | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 24 A2 144A 5.15% 12-15-31/10-15-27                                                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1179585 | PA      | $1184730.17     | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30                                                | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3113435 | PA      | $3112469.88     | 0.00%             | 2030-07-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    975266 | NS      | $128744864.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE 2024-DFW1                                                                   | CONE 24-DFW1 A 144A FRN 08-15-41/08-17-26                                                          | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12536000 | PA      | $12494405.55    | 0.01%             | 2041-08-15      | Variable      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 24-SUN A 144A FRN (TSFR1M+189.107) 07-15-41/07-09-26                                          | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4768000 | PA      | $4776434.59     | 0.00%             | 2041-07-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 24-2 A 144A 4.98% 10-17-31/10-18-27                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $794428.60      | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 B 144A 5.41% 03-15-30/06-15-27                                                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $336516.15      | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 24-SUN B 144A FRN (TSFR1M+234.043) 07-15-41/26                                                | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5091000 | PA      | $5073863.69     | 0.00%             | 2041-07-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 24-HB15 A 144A FRN 08-25-34/27                                                                | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    250423 | PA      | $247929.57      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 C 144A 6.38% 01-15-31/06-15-27                                                          | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $246684.61      | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 A2 144A 5.05% 03-15-29/01-15-27                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1527693 | PA      | $1531017.52     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                     | CAS 24-R06 1M2 144A FRN (SOFR30A+160) 09-25-44                                                     | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1098000 | PA      | $1098330.50     | 0.00%             | 2044-09-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                     | CFMT 24-R1 A1 144A 4.0% 10-25-54/28                                                                | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    638024 | PA      | $625672.88      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                    | CFMT 24-RM5 A 144A FRN 10-25-54                                                                    | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |  19241047 | PA      | $18835676.99    | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                    | COLT 24-INV3 A1 144A 5.443% 09-25-69/08-25-28                                                      | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   6591029 | PA      | $6598107.37     | 0.01%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 25-1 B 144A 5.52% 04-19-32/04-17-28                                                           | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6497000 | PA      | $6509422.26     | 0.01%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 25-1 A 144A 5.08% 04-19-32/4-17-28                                                            | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6348000 | PA      | $6334104.23     | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                              | CIM 24-R1 A1 144A FRN 06-25-64                                                                     | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2221084 | PA      | $2195362.03     | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                    | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                                             | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1664653 | PA      | $1670991.58     | 0.00%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 25-R01 1A1 144A FRN (SOFR30A+95) 01-25-45                                                      | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2529872 | PA      | $2517692.84     | 0.00%             | 2045-01-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3257 PA PACS 5.5% 12-15-36                                                                     | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    252903 | PA      | $265547.43      | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 254767 06-01-33                                                                      | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69301 | PA      | $71240.74       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-33 HE PAC 5.5% 04-25-37                                                                     | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    250398 | PA      | $262423.99      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A1 CLO 144A FRN (TSFR3M+106.16) 10-15-29                                               | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253089 | PA      | $1252256.95     | 0.00%             | 2029-10-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A2 CLO 144A FRN (TSFR3M+166.16) 10-15-29                                               | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8409000 | PA      | $8406670.71     | 0.01%             | 2029-10-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 AS8554 12-01-36                                                                      | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8634798 | PA      | $8181211.63     | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3286 JN PAC 5.5% 02-15-37                                                                      | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    184222 | PA      | $193453.60      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 22-A A2 4.263% 06-01-36                                                                       | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4926000 | PA      | $4683182.68     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                           | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431000 | PA      | $430790.10      | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93772 125K MAX 12-01-36                                                                  | CUSIP: 3132LQCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    302736 | PA      | $285108.09      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93766 175K MAX 12-01-36                                                                  | CUSIP: 3132LQCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294605 | PA      | $277230.88      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 23-B A 144A 5.27% 05-15-28/26                                                                | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13351000 | PA      | $13455805.35    | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 D 144A 6.21% 02-15-30/11-15-27                                                           | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $862667.26      | 0.00%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 BE4703 12-01-36                                                                      | CUSIP: 3140FQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    477686 | PA      | $449275.74      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    106062 | PA      | $111364.75      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 C 144A 5.73% 03-15-29/12-15-26                                                           | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492000 | PA      | $1511697.38     | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 24-1 A1 144A 5.842% 09-15-39                                                                 | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2548077 | PA      | $2584119.84     | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 936999 07-01-37                                                                      | CUSIP: 31412WNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299828 | PA      | $312083.57      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 947554 40YR 10-01-47                                                                      | CUSIP: 31413KE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129257 | PA      | $137162.08      | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 24-1 AF 144A FRN (TSFR1M+0) 09-15-39                                                         | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1901746 | PA      | $1892790.24     | 0.00%             | 2039-09-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26                                                         | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3146783 | PA      | $3171506.93     | 0.00%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    262156 | PA      | $240227.35      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                                               | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28658 | PA      | $28902.56       | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                                           | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33119 | PA      | $33917.01       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                                              | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4158795 | PA      | $3804814.68     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AB5377 06-01-42                                                                      | CUSIP: 31417B6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9659352 | PA      | $9051527.57     | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AU3742 08-01-43                                                                      | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1962558 | PA      | $1839023.13     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25                                                 | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  22225000 | PA      | $22168770.75    | 0.02%             | 2026-06-05      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                               | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25                                        | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10175000 | PA      | $10137525.48    | 0.01%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.5 G04553 09-01-38                                                                          | CUSIP: 3128M6MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    206588 | PA      | $215824.95      | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    501595 | PA      | $460943.87      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                                             | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3150000 | PA      | $3131446.50     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  16551000 | PA      | $14078727.48    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 878099 04-01-36                                                                      | CUSIP: 31409TRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107196 | PA      | $112287.03      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0967 06-01-39                                                                      | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65131 | PA      | $61251.34       | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BN1085 01-01-34                                                                      | CUSIP: 3140JHF32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4873 | PA      | $4875.71        | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AL8347 03-01-29                                                                      | CUSIP: 3138ETHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8318 | PA      | $8268.64        | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  94478000 | PA      | $85449965.75    | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                        | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4421000 | PA      | $4421557.05     | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1547312.80     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  40146000 | PA      | $36818378.35    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI J38387 01-01-33                                                                               | CUSIP: 31307VJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21624 | PA      | $21074.25       | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AI6180 07-01-26                                                                      | CUSIP: 3138AK2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10593 | PA      | $10545.30       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  37027000 | PA      | $35957845.38    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR SEC 1ST LIEN 3.75% 03-01-31                                              | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  12570000 | PA      | $11640259.95    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BJ6249 09-01-33                                                                      | CUSIP: 3140H75K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82543 | PA      | $82160.18       | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AD8191 09-01-25                                                                      | CUSIP: 31418WC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4536 | PA      | $4516.48        | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.625% 03-15-27                                                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  68965000 | PA      | $67313288.25    | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                        | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  13137000 | PA      | $13066047.06    | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 7.5% 01-01-30                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |  11063000 | PA      | $11491558.49    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/STAMFORD CT                                                               | UBS AG SR UNSEC 7.5% 02-15-28                                                                      | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9742158.00     | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3537859.80     | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $2984467.47     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3611 03-01-34                                                                      | CUSIP: 31418DAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38254 | PA      | $38271.21       | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3541 12-01-33                                                                      | CUSIP: 31418C5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89661 | PA      | $89705.98       | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                         | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |  15025000 | PA      | $15869344.90    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  26105000 | PA      | $26556094.40    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                            | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7836148.45     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                        | HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |  13920000 | PA      | $14138376.96    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM1231 11-01-31                                                                      | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51889 | PA      | $51373.52       | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2629222 | PA      | $2562426.15     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                          | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |  26210000 | PA      | $26945007.03    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3595166.04     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1518833 | PA      | $1348301.34     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1018448 | PA      | $908496.58      | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6292000 | PA      | $6375922.70     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                     | HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                              | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |  43925000 | PA      | $42697076.63    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7212981 | PA      | $6417959.34     | 0.01%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5361660 | PA      | $4782423.52     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  18570000 | PA      | $18919041.72    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7253005.77     | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 950991 10-01-37                                                                      | CUSIP: 31413N7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    216573 | PA      | $224715.37      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7503 08-01-49                                                                      | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2853515 | PA      | $2614262.35     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  19575000 | PA      | $19360986.53    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8078638.00     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD0045 11-01-48                                                                      | CUSIP: 3132DMBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14761177 | PA      | $14386258.20    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888637 09-01-37                                                                      | CUSIP: 31410GHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    686470 | PA      | $718775.79      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12573000 | PA      | $12684962.57    | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8688257.89     | 0.01%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZN3568 02-01-49                                                                      | CUSIP: 3131Y96D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7174 | PA      | $6927.47        | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5571798 | PA      | $5094779.47     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                                      | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5281367 | PA      | $4979262.71     | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                                      | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  45511359 | PA      | $42908245.55    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4373000 | PA      | $4404542.45     | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31                                                | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8063296.00     | 0.01%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                                      | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5948675 | PA      | $5610350.36     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                                      | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4968869 | PA      | $4684664.92     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |  39065000 | PA      | $39993965.70    | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.3% 09-24-27                                           | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963406.00     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.13% 11-19-28/27                                                       | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15163995.00    | 0.01%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18172908.00    | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5165125.55     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  29241000 | PA      | $29067981.00    | 0.02%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                                      | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4390319 | PA      | $4146080.85     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-49                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4051000 | PA      | $2939190.49     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7784000 | PA      | $5710582.93     | 0.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 07-31-25                                                         | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11140000 | PA      | $11152184.93    | 0.01%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11986000 | PA      | $12125992.88    | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24603000 | PA      | $24893726.27    | 0.02%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 10-15-26                                                        | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10127806.00    | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34810000 | PA      | $36674235.63    | 0.03%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   2000000 | NS      | $157760000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |  20032799 | NS      | $719978796.06   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-12-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  14980651 | PA      | $12621198.36    | 0.01%             | 2028-10-10      | Variable      | 14.37%                | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |  38792775 | PA      | $38380601.77    | 0.03%             | 2031-09-29      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC TL 1ST LIEN (TSFR3M+350)(FLR 0.5) FRN 02-14-31                                 | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  15282814 | PA      | $15303109.66    | 0.01%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                     | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   3519919 | PA      | $3519919.01     | 0.00%             | 2030-03-11      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                     | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+761.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   3188517 | PA      | $3188516.52     | 0.00%             | 2030-03-11      | Variable      | 11.94%                | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COMPANIES INC TL 1ST LIEN (TSFR3M+525) (FLR 0.5) FRN 02-01-27                        | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |   1890411 | PA      | $1786438.36     | 0.00%             | 2027-02-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+275)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29213986 | PA      | $29204870.77    | 0.02%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) 8.82871% 01-18-28                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |  59494298 | PA      | $58006940.15    | 0.05%             | 2028-01-18      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC TL-B1 1ST LIEN (TSFR3M+350)(FLR 0.50) FRN 03-30-29                        | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |  52687880 | PA      | $52142191.14    | 0.04%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 10.93610% 06-04-29                                | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |  13525000 | PA      | $12924828.13    | 0.01%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 1ST LIEN (TSFR3M+350) (FLR 0.5) 7.93610% 06-02-28                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  24817612 | PA      | $24553924.78    | 0.02%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                           | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 15% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    692147 | PA      | $625816.84      | 0.00%             | 2028-01-02      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 9.54126% 08-02-27                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1614216 | PA      | $1618503.77     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  66197350 | PA      | $64335549.53    | 0.05%             | 2031-04-23      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 04-02-30                                 | CUSIP: N/A<br>LEI: 549300LMT5KQQXCEZ733       | Long             | LON              | CORP              | US        |  49235000 | PA      | $48496475.00    | 0.04%             | 2030-04-02      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC TL-B3 1ST LIEN (TSFR3M + 225)(FLR 0.0) FRN 02-10-32                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   5430000 | PA      | $5331157.71     | 0.00%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN  (TSFR3M+350) FRN 01-31-29                                | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |  37420773 | PA      | $36291451.60    | 0.03%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC TL-B 1ST LIEN (TSFR3M+275) FRN 12-19-30                                | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   3870900 | PA      | $3864180.12     | 0.00%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |  16820400 | PA      | $16802873.14    | 0.01%             | 2030-05-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                    | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                     | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  46810526 | PA      | $46730059.03    | 0.04%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 01-16-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9052202 | PA      | $8825896.69     | 0.01%             | 2026-01-16      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9101551 | PA      | $9147058.75     | 0.01%             | 2028-10-10      | Variable      | 12.39%                | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6175000 | PA      | $6046677.33     | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                                        | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209119 | PA      | $199599.34      | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 21-1R A1 144A FRN 10-25-48                                                                    | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1995459 | PA      | $1799129.42     | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                          | AMSR 21-SFR3 A 1.476% 10-17-38/10-19-26                                                            | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11194968 | PA      | $10734407.02    | 0.01%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                   | ARES1 24-IND A 144A FRN (TSFR1M+169.163) 07-15-41/26                                               | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1566000 | PA      | $1568489.94     | 0.00%             | 2041-07-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                   | ATLX 24-RPL1 A1 144A 3.85% 04-25-64/08-01-28                                                       | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3347824 | PA      | $3229642.44     | 0.00%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                   | AHPT 24-ATRM D 144A FRN 11-10-29/11-12-24                                                          | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7871000 | PA      | $7835541.15     | 0.01%             | 2029-11-10      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                      | AOMT 24-7 A1 144A 5.621% 05-25-69/07-25-28                                                         | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |  14890686 | PA      | $14929282.30    | 0.01%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                                | BANK 2018-BN10 A4 3.428% 02-15-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294078 | PA      | $285678.59      | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                                           | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $468726.72      | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 18-B2 A5 FRN 02-15-51/01-18-28                                                               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5717917 | PA      | $5607343.92     | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 24-FNX A 144A FRN (TSFR1M+144.23) 11-15-26                                                      | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12632437 | PA      | $12620032.26    | 0.01%             | 2026-11-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                  | BRAVO 24-NQM7 A1 144A FRN 10-27-64/10-01-28                                                        | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |   6170240 | PA      | $6187189.69     | 0.00%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 24-GPA2 B 144A FRN (TSFR1M+189.185) 11-15-41/11-16-26                                           | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4935000 | PA      | $4939841.24     | 0.00%             | 2041-11-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 24-GPA2 A 144A FRN (TSFR1M+154.234) 11-15-41/11-16-26                                           | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10869000 | PA      | $10882629.73    | 0.01%             | 2041-11-15      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                   | BMARK 24-V11 AM 6.201% 11-15-57/11-19-29                                                           | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2702000 | PA      | $2818377.84     | 0.00%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 24-5YR12 A3 FRN 12-15-57/12-17-29                                                            | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6459000 | PA      | $6775471.62     | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 24-5YR12 AS FRN 12-15-57/12-17-29                                                            | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3140976.64     | 0.00%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 24-5C8 A3 FRN 12-15-57/12-17-29                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11120000 | PA      | $11524901.44    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                  | BBCMS 24-5C31 AS 5.852% 12-15-57/12-17-29                                                          | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2906000 | PA      | $2984531.74     | 0.00%             | 2057-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 24-GPA3 A 144A FRN (TSFR1M+129.282) 12-15-39/26                                                 | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8119666 | PA      | $8100771.07     | 0.01%             | 2039-12-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 24-GPA3 B 144A FRN (TSFR1M+164.233) 12-15-39/26                                                 | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1533162 | PA      | $1522631.10     | 0.00%             | 2039-12-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 25-200P A 144A FRN 03-14-47/02-15-35                                                           | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10216365 | PA      | $10255738.87    | 0.01%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 25-BNK49 A5 FRN 03-15-58/03-16-35                                                             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19563000 | PA      | $20329830.47    | 0.02%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 25-5C9 AS FRN 04-15-58/03-15-30                                                                | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9284000 | PA      | $9692301.04     | 0.01%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 25-5C9 5.7785% 04-15-58/03-15-30                                                               | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17244000 | PA      | $18000959.87    | 0.01%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 AM 6.0898% 04-15-58/03-15-30                                                          | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5802000 | PA      | $6041071.41     | 0.00%             | 2058-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 A4 5.6599% 04-15-58/03-15-30                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11006000 | PA      | $11441573.46    | 0.01%             | 2058-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 25-5YR14 AS 6.072% 04-15-58/04-17-30                                                         | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10227000 | PA      | $10695192.06    | 0.01%             | 2058-04-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1417232.16     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $342843.90      | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $430942.50      | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 04-5 4A1 PT1 6.0% 09-25-34                                                                    | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233502 | PA      | $234853.84      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                                                | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    306017 | PA      | $285857.95      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                       | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                                             | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4190494 | PA      | $4135120.35     | 0.00%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4                                  | CWALT 07-HY4 3A1 ARH7 FRN 06-25-47                                                                 | CUSIP: 02150QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    782190 | PA      | $685179.29      | 0.00%             | 2047-06-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 21-5 A1 144A FRN 11-26-66                                                                     | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1934806 | PA      | $1731210.31     | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB                                 | CWALT 05-54CB 2A5 LCF 5.5% 11-25-35                                                                | CUSIP: 12668APJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1593346 | PA      | $837209.10      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R01                                                                     | CAS 23-R01 1M1 144A FRN (SOFR30A+240) 12-25-42                                                     | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810931 | PA      | $2877752.90     | 0.00%             | 2042-12-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                        | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |  96339000 | PA      | $83946529.07    | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $437609.80      | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197371.40      | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8114000 | PA      | $8370532.22     | 0.01%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44                                                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1614000 | PA      | $1618252.89     | 0.00%             | 2044-01-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 24-R01 1B1 144A FRN (SOFR30A+270) 01-25-44                                                     | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2985000 | PA      | $3029494.41     | 0.00%             | 2044-01-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 24-R01 1M1 144A FRN (SOFR30A+105) 01-25-44                                                     | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2241897 | PA      | $2235485.12     | 0.00%             | 2044-01-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                     | CAS 24-R02 1M2 144A FRN (SOFR30A+180) 02-25-44                                                     | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3432000 | PA      | $3433695.41     | 0.00%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R08                                                                     | CAS 23-R08 1M1 144A FRN (SOFR30A+150) 10-25-43                                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2144344 | PA      | $2148621.87     | 0.00%             | 2043-10-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 24-RPL2 A1A 144A FRN 08-25-64                                                                | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3468723 | PA      | $3086237.27     | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 24-RPL2 A1B 144A  FRN 08-25-64                                                               | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5461413 | PA      | $4824476.13     | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 24-R04 1B1 144A FRN (SOFR30A+220) 05-25-44                                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889000 | PA      | $890747.77      | 0.00%             | 2044-05-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44                                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1045036 | PA      | $1044389.24     | 0.00%             | 2044-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44                                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464000 | PA      | $1459635.82     | 0.00%             | 2044-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   8625000 | PA      | $8377988.63     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23447000 | PA      | $24919049.55    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39665000 | PA      | $41290670.03    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  14480000 | PA      | $14801151.92    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  55605000 | PA      | $53141309.27    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9115000 | PA      | $8158043.50     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9669000 | PA      | $6478355.70     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 4.875% 10-01-29                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  30055000 | PA      | $28744331.51    | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 5.125% 10-01-31                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  15485000 | PA      | $14668785.65    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                                        | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7408000 | PA      | $7106672.19     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1722546.00     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  25835000 | PA      | $23876216.14    | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  35215000 | PA      | $34027761.49    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   9166000 | PA      | $8869892.37     | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  48325000 | PA      | $45500162.13    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3069606.84     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    934000 | PA      | $898204.45      | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $2473918.56     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6054000 | PA      | $5064195.22     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 7.125% 08-01-30                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7041608.70     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                                        | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24566000 | PA      | $25326145.74    | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                                | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  14750000 | PA      | $14926528.00    | 0.01%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.75% 04-15-28                         | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14616435.00    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3075956.52     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.2% 04-15-27                                                          | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2432198.30     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 4.7% 11-01-42                                            | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  33265000 | PA      | $27488466.22    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   7566000 | PA      | $7309603.39     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.95% 06-15-28                                                         | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1968312.45     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                           | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61117.75       | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |  13743000 | PA      | $13560383.02    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4435370.64     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 2.9% 05-15-25                                                          | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3147536.70     | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $257277.60      | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                            | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |  21085000 | PA      | $19954337.96    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                           | ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 4.375% 03-31-29                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |  17615000 | PA      | $16458716.17    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 144A LIFE SR UNSEC 3.625% 05-01-29                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $27656280.00    | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  13335000 | PA      | $12903159.36    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1621770.70     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   8455000 | PA      | $8610453.63     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4356381.83     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26                                          | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8571000 | PA      | $8607469.61     | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  65810000 | PA      | $65917796.78    | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26                                                         | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4176363.31     | 0.00%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1143858.67     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4621405.36     | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $8523138.40     | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5121000 | PA      | $5399505.59     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   4245700 | NS      | $129833829.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 735228 02-01-35                                                                      | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61876 | PA      | $63621.83       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |   5883400 | NS      | $301041171.51   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                                 | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |    658350 | NS      | $98129042.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |  16650600 | NS      | $418671925.86   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                               | MS&AD INSURANCE GROUP HOLDINGS INC                                                                 | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |   7674800 | NS      | $174749031.68   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC                                                                                        | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |   8012100 | NS      | $172220909.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                                 | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |   1075408 | NS      | $29133523.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   5098708 | NS      | $994757930.80   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA                                                                                           | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |    647008 | NS      | $31754211.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LIMITED/MINES AGNICO EAGLE LIMITEE                            | AGNICO EAGLE MINES LIMITED/MINES AGNICO EAGLE LIMITEE                                              | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |   9830897 | NS      | $1155447730.24  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |  15601367 | NS      | $156013670.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    182442 | NS      | $22261572.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES LLC                                                             | ASCENT RESOURCES LLC CL A PP (PHYSICAL) (NOT LISTED OR TRADING)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1102146 | NS      | $54082304.22    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                         | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     80900 | NS      | $3570921.59     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                              | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    297303 | NS      | $21159054.51    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| DSG TOPCO INC                                                                    | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     36863 | NS      | $567690.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC                                                                         | ENDO INC 1L 7.5 ESCROW (NOT LISTED OR TRADING)                                                     | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  79502000 | NS      | $7.95           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                         | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3260 | NS      | $4707763.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC CL A (DRS) (6 MONTH LOCKUP)                                                | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |   1971128 | NS      | $10703225.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61091 | NS      | $0.01           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                            | PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING)                            | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |   1566483 | NS      | $0.16           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                            | PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |     15639 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 18-9 BRRR CLO 144A FRN (TSFR3M+170) 01-20-32                                                 | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3996712.00     | 0.00%             | 2032-01-20      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 18-9 ARRR CLO 144A FRN (TSFR3M+120) 01-20-32                                                 | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   1404067 | PA      | $1403419.56     | 0.00%             | 2032-01-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24 A2A 5.37% 02-15-28/05-15-26                                                               | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4911830 | PA      | $4924659.30     | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 24-1 A2 144A 4.99% 09-20-32                                                                    | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1415000 | PA      | $1417014.96     | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 24-2 A1 144A 4.87% 06-21-39                                                                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6765000 | PA      | $6808336.59     | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 D 144A 5.21% 04-15-30                                                                   | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8011392.00     | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 B 144A 4.72% 11-15-29                                                                   | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11381000 | PA      | $11408860.69    | 0.01%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 C 144A 4.92% 11-15-29                                                                   | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7423000 | PA      | $7454473.52     | 0.01%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 A3 144A 4.71% 04-17-28                                                                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3354056.85     | 0.00%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 A 144A 4.81% 03-13-28                                                                    | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787838 | PA      | $787542.55      | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                                 | WLAKE 22-2 C 144A 4.85% 09-15-27                                                                   | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2072063 | PA      | $2071137.06     | 0.00%             | 2027-09-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 24-3 A1 144A 4.8% 09-19-39/05-18-28                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6181000 | PA      | $6220583.12     | 0.00%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 C 144A 5.14% 10-15-30/02-15-2028                                                        | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3143000 | PA      | $3151511.24     | 0.00%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 A2A 144A 4.66% 01-18-28/05-15-26                                                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9570000 | PA      | $9572995.41     | 0.01%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 24-1 A3 144A 5.49% 07-15-31                                                                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5603000 | PA      | $5734513.62     | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC CV 144A LIFE SR UNSEC 2.875% 01-15-30                                | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $18138750.00    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8515000 | PA      | $7702796.73     | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  31765000 | PA      | $27071213.01    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  12175000 | PA      | $11072785.08    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2387652.74     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6547317.00     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 5.026% 10-01-29                            | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3438191.30     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 4.911% 09-01-27                            | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    517000 | PA      | $519773.19      | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                     | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3836010.90     | 0.00%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29                                         | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  17335000 | PA      | $17552432.91    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                               | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |   8425000 | PA      | $8584308.33     | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                       | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |  16790000 | PA      | $17140105.08    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                            | AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15509000 | PA      | $15890754.04    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4160309.85     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8460433.38     | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1202805.20     | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362994.00      | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  17875000 | PA      | $17144520.25    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1059206.40     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3616000 | PA      | $3662335.42     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   4974000 | PA      | $4676410.55     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                          | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |   5629000 | PA      | $5816518.88     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                 | NATIONSTAR MORTGAGE HOLDINGS INC 144A LIFE SR UNSEC 7.125% 02-01-32                                | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13930000 | PA      | $14464814.49    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.11% 09-12-27                    | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997303.00     | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  13545000 | PA      | $12363794.73    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18013168 | PA      | $18035666.04    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8390 11-01-53                                                                      | CUSIP: 3132DWKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1967747 | PA      | $1835498.64     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5283 02-01-54                                                                      | CUSIP: 31418E2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24677483 | PA      | $23016342.64    | 0.02%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5328 04-01-54                                                                      | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1679 | PA      | $1703.85        | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3369918 | PA      | $2680429.77     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1616579 | PA      | $1286424.87     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24098310 | PA      | $24069151.05    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7823 07-01-53                                                                      | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5659162 | PA      | $4505496.66     | 0.00%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2810571 | PA      | $2236509.28     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1742 03-01-52                                                                      | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1246090 | PA      | $992436.82      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3203329 | PA      | $3214293.57     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD1841 11-01-51                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2087795 | PA      | $1659584.26     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1634292 | PA      | $1302165.03     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1938972 | PA      | $1945909.33     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2040269 | PA      | $2084021.03     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2916349 | PA      | $2978866.40     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67012 | PA      | $68253.71       | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 HA FRN 08-25-56                                                                          | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2664328 | PA      | $2484381.65     | 0.00%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 MA 3.0% 08-25-56                                                                         | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2753502 | PA      | $2576724.36     | 0.00%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 17-3 HA FRN 07-25-56                                                                          | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1784348 | PA      | $1697300.14     | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  54555000 | PA      | $51097358.66    | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  11385000 | PA      | $10802907.72    | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  28045000 | PA      | $28328394.73    | 0.02%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-46                                                           | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    390000 | PA      | $362813.88      | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-30                                                           | CUSIP: 167505SL1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    220000 | PA      | $221960.20      | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-36                                                           | CUSIP: 167505TJ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96877.40       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-44                                                           | CUSIP: 167505TH9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    140000 | PA      | $132362.16      | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505SJ6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111156.10      | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-31                                                           | CUSIP: 167505SX5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100329.50      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505US3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101035.70      | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-29                                                       | CUSIP: 167505UE4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309316.50      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AGM 5.0% 12-01-28                                                       | CUSIP: 167505UD6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    650000 | PA      | $672765.60      | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                        | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                     | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO                   | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                                    | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT AND AGENCY PORTFOLIO                                          | INVESCO GVT AND AGNCY-INST                                                                         | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1186611 | PA      | $1186611.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                         | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |    200000 | PA      | $200000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   5797832 | PA      | $5797831.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst